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 | 101.66 | - | - | - | - | - | - | - |
33 | 101.65 | - | - | - | - | - | - | - |
34 | 101.61 | - | - | - | - | - | - | - |
35 | 101.52 | - | - | - | - | - | - | - |
36 | 101.31 | - | - | - | - | - | - | - |
37 | 101.19 | - | - | - | - | - | - | - |
38 | 101.11 | - | - | - | - | - | - | - |
39 | 101.1 | - | - | - | - | - | - | - |
40 | 101.07 | - | - | - | - | - | - | - |
41 | 100.98 | - | - | - | - | - | - | - |
42 | 100.93 | - | - | - | - | - | - | - |
43 | 100.92 | - | - | - | - | - | - | - |
44 | 101.02 | - | - | - | - | - | - | - |
45 | 101.01 | 101.0523 | 100.905 | 101.1996 | 0.2867 | 0.6664 | 0 | 0.6664 |
46 | 100.97 | 101.0393 | 100.8175 | 101.261 | 0.2702 | 0.6021 | 0 | 0.5676 |
47 | 100.89 | 100.8999 | 100.6058 | 101.1939 | 0.4738 | 0.3201 | 0 | 0.2116 |
48 | 100.62 | 100.7296 | 100.3744 | 101.0848 | 0.2727 | 0.188 | 7e-04 | 0.0545 |
49 | 100.53 | 100.7959 | 100.3974 | 101.1944 | 0.0955 | 0.8065 | 0.0263 | 0.1351 |
50 | 100.48 | 100.6845 | 100.2584 | 101.1106 | 0.1734 | 0.7614 | 0.0252 | 0.0614 |
51 | 100.48 | 100.7311 | 100.2852 | 101.177 | 0.1348 | 0.8652 | 0.0524 | 0.102 |
52 | 100.47 | 100.7988 | 100.3329 | 101.2648 | 0.0833 | 0.9101 | 0.127 | 0.1761 |
53 | 100.52 | 100.7442 | 100.2517 | 101.2366 | 0.1861 | 0.8624 | 0.1739 | 0.1361 |
54 | 100.49 | 100.6858 | 100.1594 | 101.2122 | 0.233 | 0.7315 | 0.1816 | 0.1067 |
55 | 100.47 | 100.6419 | 100.0797 | 101.2041 | 0.2745 | 0.7018 | 0.1661 | 0.0937 |
56 | 100.44 | 100.8699 | 100.2781 | 101.4616 | 0.0773 | 0.9073 | 0.3095 | 0.3095 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
45 | 7e-04 | -4e-04 | 0 | 0.0018 | 0 | 0 |
46 | 0.0011 | -7e-04 | 6e-04 | 0.0048 | 0.0033 | 0.0574 |
47 | 0.0015 | -1e-04 | 4e-04 | 1e-04 | 0.0022 | 0.0472 |
48 | 0.0018 | -0.0011 | 6e-04 | 0.012 | 0.0047 | 0.0684 |
49 | 0.002 | -0.0026 | 0.001 | 0.0707 | 0.0179 | 0.1337 |
50 | 0.0022 | -0.002 | 0.0012 | 0.0418 | 0.0219 | 0.1479 |
51 | 0.0023 | -0.0025 | 0.0014 | 0.063 | 0.0278 | 0.1666 |
52 | 0.0024 | -0.0033 | 0.0016 | 0.1081 | 0.0378 | 0.1944 |
53 | 0.0025 | -0.0022 | 0.0017 | 0.0502 | 0.0392 | 0.1979 |
54 | 0.0027 | -0.0019 | 0.0017 | 0.0383 | 0.0391 | 0.1977 |
55 | 0.0029 | -0.0017 | 0.0017 | 0.0295 | 0.0382 | 0.1955 |
56 | 0.003 | -0.0043 | 0.0019 | 0.1848 | 0.0504 | 0.2246 |