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[48]) |
36 | 1.4587 | - | - | - | - | - | - | - |
37 | 1.4876 | - | - | - | - | - | - | - |
38 | 1.5189 | - | - | - | - | - | - | - |
39 | 1.5783 | - | - | - | - | - | - | - |
40 | 1.5633 | - | - | - | - | - | - | - |
41 | 1.5554 | - | - | - | - | - | - | - |
42 | 1.5757 | - | - | - | - | - | - | - |
43 | 1.5593 | - | - | - | - | - | - | - |
44 | 1.466 | - | - | - | - | - | - | - |
45 | 1.4065 | - | - | - | - | - | - | - |
46 | 1.2759 | - | - | - | - | - | - | - |
47 | 1.2705 | - | - | - | - | - | - | - |
48 | 1.3954 | - | - | - | - | - | - | - |
49 | 1.2793 | 1.3954 | 1.3182 | 1.4726 | 0.0016 | 0.5 | 0.0096 | 0.5 |
50 | 1.2694 | 1.3954 | 1.2862 | 1.5046 | 0.0118 | 0.9814 | 0.0133 | 0.5 |
51 | 1.3282 | 1.3954 | 1.2617 | 1.5291 | 0.1623 | 0.9676 | 0.0037 | 0.5 |
52 | 1.323 | 1.3954 | 1.241 | 1.5498 | 0.179 | 0.8032 | 0.0165 | 0.5 |
53 | 1.4135 | 1.3954 | 1.2228 | 1.568 | 0.4186 | 0.7945 | 0.0346 | 0.5 |
54 | 1.4042 | 1.3954 | 1.2063 | 1.5845 | 0.4637 | 0.4256 | 0.0308 | 0.5 |
55 | 1.4253 | 1.3954 | 1.1912 | 1.5996 | 0.3871 | 0.4663 | 0.0579 | 0.5 |
56 | 1.4322 | 1.3954 | 1.1771 | 1.6137 | 0.3706 | 0.3942 | 0.2631 | 0.5 |
57 | 1.4632 | 1.3954 | 1.1638 | 1.627 | 0.283 | 0.3777 | 0.4626 | 0.5 |
58 | 1.4713 | 1.3954 | 1.1513 | 1.6395 | 0.2711 | 0.2931 | 0.8313 | 0.5 |
59 | 1.5016 | 1.3954 | 1.1394 | 1.6514 | 0.2081 | 0.2806 | 0.8305 | 0.5 |
60 | 1.4318 | 1.3954 | 1.128 | 1.6628 | 0.3948 | 0.2182 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0282 | -0.0832 | 0 | 0.0135 | 0 | 0 |
50 | 0.0399 | -0.0903 | 0.0867 | 0.0159 | 0.0147 | 0.1212 |
51 | 0.0489 | -0.0482 | 0.0739 | 0.0045 | 0.0113 | 0.1063 |
52 | 0.0565 | -0.0519 | 0.0684 | 0.0052 | 0.0098 | 0.0989 |
53 | 0.0631 | 0.013 | 0.0573 | 3e-04 | 0.0079 | 0.0888 |
54 | 0.0691 | 0.0063 | 0.0488 | 1e-04 | 0.0066 | 0.0812 |
55 | 0.0747 | 0.0214 | 0.0449 | 9e-04 | 0.0058 | 0.076 |
56 | 0.0798 | 0.0264 | 0.0426 | 0.0014 | 0.0052 | 0.0723 |
57 | 0.0847 | 0.0486 | 0.0432 | 0.0046 | 0.0052 | 0.0718 |
58 | 0.0893 | 0.0544 | 0.0444 | 0.0058 | 0.0052 | 0.0722 |
59 | 0.0936 | 0.0761 | 0.0472 | 0.0113 | 0.0058 | 0.0759 |
60 | 0.0978 | 0.0261 | 0.0455 | 0.0013 | 0.0054 | 0.0734 |