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[45]) |
33 | 119.57 | - | - | - | - | - | - | - |
34 | 119.93 | - | - | - | - | - | - | - |
35 | 120.03 | - | - | - | - | - | - | - |
36 | 119.66 | - | - | - | - | - | - | - |
37 | 119.46 | - | - | - | - | - | - | - |
38 | 119.48 | - | - | - | - | - | - | - |
39 | 119.56 | - | - | - | - | - | - | - |
40 | 119.43 | - | - | - | - | - | - | - |
41 | 119.57 | - | - | - | - | - | - | - |
42 | 119.59 | - | - | - | - | - | - | - |
43 | 119.5 | - | - | - | - | - | - | - |
44 | 119.54 | - | - | - | - | - | - | - |
45 | 119.56 | - | - | - | - | - | - | - |
46 | 119.61 | 119.58 | 118.6459 | 120.5141 | 0.4749 | 0.5167 | 0.2314 | 0.5167 |
47 | 119.64 | 119.6 | 117.5113 | 121.6887 | 0.485 | 0.4963 | 0.3433 | 0.515 |
48 | 119.6 | 119.62 | 116.125 | 123.115 | 0.4955 | 0.4955 | 0.4911 | 0.5134 |
49 | 119.71 | 119.64 | 114.5238 | 124.7562 | 0.4893 | 0.5061 | 0.5275 | 0.5122 |
50 | 119.72 | 119.66 | 112.7326 | 126.5874 | 0.4932 | 0.4944 | 0.5203 | 0.5113 |
51 | 119.66 | 119.68 | 110.7693 | 128.5907 | 0.4982 | 0.4965 | 0.5105 | 0.5105 |
52 | 119.76 | 119.7 | 108.6477 | 130.7523 | 0.4958 | 0.5028 | 0.5191 | 0.5099 |
53 | 119.8 | 119.72 | 106.3785 | 133.0615 | 0.4953 | 0.4977 | 0.5088 | 0.5094 |
54 | 119.88 | 119.74 | 103.9707 | 135.5093 | 0.4931 | 0.497 | 0.5074 | 0.5089 |
55 | 119.78 | 119.76 | 101.4318 | 138.0882 | 0.4991 | 0.4949 | 0.5111 | 0.5085 |
56 | 120.08 | 119.78 | 98.7681 | 140.7919 | 0.4888 | 0.5 | 0.5089 | 0.5082 |
57 | 120.22 | 119.8 | 95.9853 | 143.6147 | 0.4862 | 0.4908 | 0.5079 | 0.5079 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
46 | 0.004 | 3e-04 | 0 | 9e-04 | 0 | 0 |
47 | 0.0089 | 3e-04 | 3e-04 | 0.0016 | 0.0013 | 0.0354 |
48 | 0.0149 | -2e-04 | 3e-04 | 4e-04 | 0.001 | 0.0311 |
49 | 0.0218 | 6e-04 | 3e-04 | 0.0049 | 0.002 | 0.0442 |
50 | 0.0295 | 5e-04 | 4e-04 | 0.0036 | 0.0023 | 0.0477 |
51 | 0.038 | -2e-04 | 3e-04 | 4e-04 | 0.002 | 0.0443 |
52 | 0.0471 | 5e-04 | 4e-04 | 0.0036 | 0.0022 | 0.0469 |
53 | 0.0569 | 7e-04 | 4e-04 | 0.0064 | 0.0027 | 0.0522 |
54 | 0.0672 | 0.0012 | 5e-04 | 0.0196 | 0.0046 | 0.0678 |
55 | 0.0781 | 2e-04 | 5e-04 | 4e-04 | 0.0042 | 0.0647 |
56 | 0.0895 | 0.0025 | 6e-04 | 0.09 | 0.012 | 0.1095 |
57 | 0.1014 | 0.0035 | 9e-04 | 0.1764 | 0.0257 | 0.1603 |