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[46]) |
34 | 111.85 | - | - | - | - | - | - | - |
35 | 112.12 | - | - | - | - | - | - | - |
36 | 112.15 | - | - | - | - | - | - | - |
37 | 112.17 | - | - | - | - | - | - | - |
38 | 112.67 | - | - | - | - | - | - | - |
39 | 112.8 | - | - | - | - | - | - | - |
40 | 113.44 | - | - | - | - | - | - | - |
41 | 113.53 | - | - | - | - | - | - | - |
42 | 114.53 | - | - | - | - | - | - | - |
43 | 114.51 | - | - | - | - | - | - | - |
44 | 115.05 | - | - | - | - | - | - | - |
45 | 116.67 | - | - | - | - | - | - | - |
46 | 117.07 | - | - | - | - | - | - | - |
47 | 116.92 | 117.2761 | 116.6701 | 117.882 | 0.1247 | 0.7475 | 1 | 0.7475 |
48 | 117 | 117.4581 | 116.6012 | 118.3149 | 0.1474 | 0.8908 | 1 | 0.8126 |
49 | 117.02 | 117.4423 | 116.3929 | 118.4918 | 0.2151 | 0.7956 | 1 | 0.7566 |
50 | 117.35 | 117.8645 | 116.6536 | 119.0755 | 0.2025 | 0.9142 | 1 | 0.9008 |
51 | 117.36 | 117.9577 | 116.6043 | 119.311 | 0.1934 | 0.8106 | 1 | 0.9007 |
52 | 117.82 | 118.5215 | 117.0394 | 120.0037 | 0.1768 | 0.9377 | 1 | 0.9725 |
53 | 117.88 | 118.5832 | 116.9826 | 120.1837 | 0.1946 | 0.825 | 1 | 0.9681 |
54 | 118.24 | 119.2079 | 117.4971 | 120.9187 | 0.1337 | 0.9359 | 1 | 0.9928 |
55 | 118.5 | 119.303 | 117.4886 | 121.1174 | 0.1929 | 0.8746 | 1 | 0.9921 |
56 | 118.8 | 119.7711 | 117.8587 | 121.6835 | 0.1598 | 0.9037 | 1 | 0.9972 |
57 | 119.76 | 121.3618 | 119.3562 | 123.3673 | 0.0587 | 0.9939 | 1 | 1 |
58 | 120.09 | 121.6292 | 119.5346 | 123.7238 | 0.0749 | 0.9599 | 1 | 1 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
47 | 0.0026 | -0.003 | 0 | 0.1268 | 0 | 0 |
48 | 0.0037 | -0.0039 | 0.0035 | 0.2098 | 0.1683 | 0.4102 |
49 | 0.0046 | -0.0036 | 0.0035 | 0.1784 | 0.1716 | 0.4143 |
50 | 0.0052 | -0.0044 | 0.0037 | 0.2647 | 0.1949 | 0.4415 |
51 | 0.0059 | -0.0051 | 0.004 | 0.3572 | 0.2274 | 0.4768 |
52 | 0.0064 | -0.0059 | 0.0043 | 0.4922 | 0.2715 | 0.5211 |
53 | 0.0069 | -0.0059 | 0.0045 | 0.4944 | 0.3034 | 0.5508 |
54 | 0.0073 | -0.0081 | 0.005 | 0.9368 | 0.3825 | 0.6185 |
55 | 0.0078 | -0.0067 | 0.0052 | 0.6448 | 0.4117 | 0.6416 |
56 | 0.0081 | -0.0081 | 0.0055 | 0.943 | 0.4648 | 0.6818 |
57 | 0.0084 | -0.0132 | 0.0062 | 2.5657 | 0.6558 | 0.8098 |
58 | 0.0088 | -0.0127 | 0.0067 | 2.3692 | 0.7986 | 0.8936 |