Univariate ARIMA Extrapolation Forecast | ||||||||
time | Y[t] | F[t] | 95% LB | 95% UB | p-value (H0: Y[t] = F[t]) | P(F[t]>Y[t-1]) | P(F[t]>Y[t-s]) | P(F[t]>Y[44]) |
32 | 0.78 | - | - | - | - | - | - | - |
33 | 0.73 | - | - | - | - | - | - | - |
34 | 0.68 | - | - | - | - | - | - | - |
35 | 0.65 | - | - | - | - | - | - | - |
36 | 0.62 | - | - | - | - | - | - | - |
37 | 0.6 | - | - | - | - | - | - | - |
38 | 0.6 | - | - | - | - | - | - | - |
39 | 0.59 | - | - | - | - | - | - | - |
40 | 0.6 | - | - | - | - | - | - | - |
41 | 0.6 | - | - | - | - | - | - | - |
42 | 0.6 | - | - | - | - | - | - | - |
43 | 0.59 | - | - | - | - | - | - | - |
44 | 0.58 | - | - | - | - | - | - | - |
45 | 0.56 | 0.5748 | 0.5461 | 0.6036 | 0.1556 | 0.3626 | 0 | 0.3626 |
46 | 0.55 | 0.5707 | 0.5222 | 0.6192 | 0.201 | 0.6677 | 0 | 0.3538 |
47 | 0.54 | 0.5674 | 0.4997 | 0.6352 | 0.2137 | 0.6929 | 0.0084 | 0.358 |
48 | 0.55 | 0.5648 | 0.4782 | 0.6514 | 0.3689 | 0.7126 | 0.1056 | 0.3652 |
49 | 0.55 | 0.5627 | 0.4578 | 0.6675 | 0.4064 | 0.5936 | 0.2427 | 0.373 |
50 | 0.54 | 0.561 | 0.4384 | 0.6835 | 0.3687 | 0.5697 | 0.2663 | 0.3805 |
51 | 0.54 | 0.5596 | 0.42 | 0.6992 | 0.3915 | 0.6085 | 0.3349 | 0.3874 |
52 | 0.54 | 0.5585 | 0.4026 | 0.7145 | 0.4079 | 0.5921 | 0.3011 | 0.3937 |
53 | 0.53 | 0.5577 | 0.386 | 0.7293 | 0.376 | 0.5799 | 0.3144 | 0.3994 |
54 | 0.53 | 0.557 | 0.3703 | 0.7437 | 0.3885 | 0.6115 | 0.3257 | 0.4045 |
55 | 0.53 | 0.5564 | 0.3553 | 0.7576 | 0.3984 | 0.6016 | 0.3717 | 0.4091 |
56 | 0.53 | 0.556 | 0.341 | 0.771 | 0.4064 | 0.5936 | 0.4133 | 0.4133 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
45 | 0.0255 | -0.0258 | 0.0022 | 2e-04 | 0 | 0.0043 |
46 | 0.0433 | -0.0363 | 0.003 | 4e-04 | 0 | 0.006 |
47 | 0.0609 | -0.0483 | 0.004 | 8e-04 | 1e-04 | 0.0079 |
48 | 0.0782 | -0.0262 | 0.0022 | 2e-04 | 0 | 0.0043 |
49 | 0.0951 | -0.0225 | 0.0019 | 2e-04 | 0 | 0.0037 |
50 | 0.1115 | -0.0374 | 0.0031 | 4e-04 | 0 | 0.0061 |
51 | 0.1273 | -0.0351 | 0.0029 | 4e-04 | 0 | 0.0057 |
52 | 0.1425 | -0.0332 | 0.0028 | 3e-04 | 0 | 0.0054 |
53 | 0.157 | -0.0496 | 0.0041 | 8e-04 | 1e-04 | 0.008 |
54 | 0.171 | -0.0484 | 0.004 | 7e-04 | 1e-04 | 0.0078 |
55 | 0.1844 | -0.0475 | 0.004 | 7e-04 | 1e-04 | 0.0076 |
56 | 0.1973 | -0.0467 | 0.0039 | 7e-04 | 1e-04 | 0.0075 |