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 | 0.78 | - | - | - | - | - | - | - |
33 | 0.73 | - | - | - | - | - | - | - |
34 | 0.68 | - | - | - | - | - | - | - |
35 | 0.65 | - | - | - | - | - | - | - |
36 | 0.62 | - | - | - | - | - | - | - |
37 | 0.6 | - | - | - | - | - | - | - |
38 | 0.6 | - | - | - | - | - | - | - |
39 | 0.59 | - | - | - | - | - | - | - |
40 | 0.6 | - | - | - | - | - | - | - |
41 | 0.6 | - | - | - | - | - | - | - |
42 | 0.6 | - | - | - | - | - | - | - |
43 | 0.59 | - | - | - | - | - | - | - |
44 | 0.58 | - | - | - | - | - | - | - |
45 | 0.56 | 0.5729 | 0.5427 | 0.603 | 0.2011 | 0.3214 | 0 | 0.3214 |
46 | 0.55 | 0.5655 | 0.5133 | 0.6177 | 0.2802 | 0.5818 | 0 | 0.2929 |
47 | 0.54 | 0.5581 | 0.4812 | 0.6351 | 0.322 | 0.5821 | 0.0096 | 0.2888 |
48 | 0.55 | 0.5508 | 0.4465 | 0.6551 | 0.4941 | 0.5803 | 0.0967 | 0.2915 |
49 | 0.55 | 0.5434 | 0.4093 | 0.6776 | 0.4617 | 0.4617 | 0.2042 | 0.2965 |
50 | 0.54 | 0.5361 | 0.3698 | 0.7023 | 0.4815 | 0.4348 | 0.2255 | 0.3022 |
51 | 0.54 | 0.5287 | 0.3282 | 0.7292 | 0.4561 | 0.4561 | 0.2745 | 0.308 |
52 | 0.54 | 0.5214 | 0.2846 | 0.7581 | 0.4387 | 0.4387 | 0.2575 | 0.3136 |
53 | 0.53 | 0.514 | 0.239 | 0.7889 | 0.4546 | 0.4265 | 0.2699 | 0.319 |
54 | 0.53 | 0.5066 | 0.1916 | 0.8216 | 0.4422 | 0.4422 | 0.2806 | 0.324 |
55 | 0.53 | 0.4993 | 0.1425 | 0.8561 | 0.433 | 0.433 | 0.3091 | 0.3287 |
56 | 0.53 | 0.4919 | 0.0917 | 0.8922 | 0.426 | 0.426 | 0.3331 | 0.3331 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
45 | 0.0268 | -0.0225 | 0.0019 | 2e-04 | 0 | 0.0037 |
46 | 0.0471 | -0.0274 | 0.0023 | 2e-04 | 0 | 0.0045 |
47 | 0.0703 | -0.0325 | 0.0027 | 3e-04 | 0 | 0.0052 |
48 | 0.0966 | -0.0014 | 1e-04 | 0 | 0 | 2e-04 |
49 | 0.1259 | 0.0121 | 0.001 | 0 | 0 | 0.0019 |
50 | 0.1582 | 0.0073 | 6e-04 | 0 | 0 | 0.0011 |
51 | 0.1935 | 0.0214 | 0.0018 | 1e-04 | 0 | 0.0033 |
52 | 0.2317 | 0.0358 | 0.003 | 3e-04 | 0 | 0.0054 |
53 | 0.2729 | 0.0311 | 0.0026 | 3e-04 | 0 | 0.0046 |
54 | 0.3172 | 0.0461 | 0.0038 | 5e-04 | 0 | 0.0067 |
55 | 0.3646 | 0.0615 | 0.0051 | 9e-04 | 1e-04 | 0.0089 |
56 | 0.4151 | 0.0774 | 0.0065 | 0.0014 | 1e-04 | 0.011 |