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 | 117.2815 | 116.6743 | 117.8888 | 0.1216 | 0.7526 | 1 | 0.7526 |
48 | 117 | 117.4988 | 116.64 | 118.3575 | 0.1275 | 0.9067 | 1 | 0.8361 |
49 | 117.02 | 117.4257 | 116.3739 | 118.4774 | 0.2248 | 0.7862 | 1 | 0.7463 |
50 | 117.35 | 117.8376 | 116.6231 | 119.0521 | 0.2157 | 0.9065 | 1 | 0.8923 |
51 | 117.36 | 117.9255 | 116.5677 | 119.2834 | 0.2071 | 0.797 | 1 | 0.8916 |
52 | 117.82 | 118.4807 | 116.9933 | 119.9681 | 0.192 | 0.9301 | 1 | 0.9685 |
53 | 117.88 | 118.5463 | 116.9397 | 120.1528 | 0.2082 | 0.8122 | 1 | 0.9641 |
54 | 118.24 | 119.2075 | 117.49 | 120.9251 | 0.1348 | 0.9351 | 1 | 0.9926 |
55 | 118.5 | 119.3142 | 117.4925 | 121.1359 | 0.1905 | 0.8761 | 1 | 0.9921 |
56 | 118.8 | 119.7919 | 117.8717 | 121.7121 | 0.1557 | 0.9064 | 1 | 0.9973 |
57 | 119.76 | 121.4737 | 119.4597 | 123.4876 | 0.0477 | 0.9954 | 1 | 1 |
58 | 120.09 | 121.7488 | 119.6452 | 123.8523 | 0.0611 | 0.9681 | 1 | 1 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
47 | 0.0026 | -0.0031 | 0 | 0.1307 | 0 | 0 |
48 | 0.0037 | -0.0042 | 0.0037 | 0.2488 | 0.1897 | 0.4356 |
49 | 0.0046 | -0.0035 | 0.0036 | 0.1646 | 0.1813 | 0.4258 |
50 | 0.0053 | -0.0041 | 0.0037 | 0.2377 | 0.1954 | 0.4421 |
51 | 0.0059 | -0.0048 | 0.0039 | 0.3198 | 0.2203 | 0.4694 |
52 | 0.0064 | -0.0056 | 0.0042 | 0.4365 | 0.2564 | 0.5063 |
53 | 0.0069 | -0.0056 | 0.0044 | 0.4439 | 0.2831 | 0.5321 |
54 | 0.0074 | -0.0081 | 0.0049 | 0.9361 | 0.3648 | 0.604 |
55 | 0.0078 | -0.0068 | 0.0051 | 0.6629 | 0.3979 | 0.6308 |
56 | 0.0082 | -0.0083 | 0.0054 | 0.9839 | 0.4565 | 0.6756 |
57 | 0.0085 | -0.0141 | 0.0062 | 2.9366 | 0.682 | 0.8258 |
58 | 0.0088 | -0.0136 | 0.0068 | 2.7515 | 0.8544 | 0.9243 |