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[45]) |
33 | 119.57 | - | - | - | - | - | - | - |
34 | 119.93 | - | - | - | - | - | - | - |
35 | 120.03 | - | - | - | - | - | - | - |
36 | 119.66 | - | - | - | - | - | - | - |
37 | 119.46 | - | - | - | - | - | - | - |
38 | 119.48 | - | - | - | - | - | - | - |
39 | 119.56 | - | - | - | - | - | - | - |
40 | 119.43 | - | - | - | - | - | - | - |
41 | 119.57 | - | - | - | - | - | - | - |
42 | 119.59 | - | - | - | - | - | - | - |
43 | 119.5 | - | - | - | - | - | - | - |
44 | 119.54 | - | - | - | - | - | - | - |
45 | 119.56 | - | - | - | - | - | - | - |
46 | 119.61 | 119.6711 | 118.8261 | 120.5161 | 0.4437 | 0.6017 | 0.2741 | 0.6017 |
47 | 119.64 | 119.8349 | 118.2212 | 121.4486 | 0.4064 | 0.6076 | 0.4063 | 0.6308 |
48 | 119.6 | 120.0293 | 117.6696 | 122.3891 | 0.3607 | 0.6268 | 0.6205 | 0.6517 |
49 | 119.71 | 120.2414 | 117.172 | 123.3108 | 0.3672 | 0.6589 | 0.6911 | 0.6683 |
50 | 119.72 | 120.4638 | 116.7206 | 124.207 | 0.3485 | 0.6535 | 0.6968 | 0.682 |
51 | 119.66 | 120.6921 | 116.3057 | 125.0784 | 0.3223 | 0.668 | 0.6935 | 0.6935 |
52 | 119.76 | 120.9238 | 115.919 | 125.9286 | 0.3243 | 0.6897 | 0.7207 | 0.7034 |
53 | 119.8 | 121.1575 | 115.5535 | 126.7616 | 0.3175 | 0.6875 | 0.7106 | 0.7118 |
54 | 119.88 | 121.3924 | 115.2037 | 127.5811 | 0.316 | 0.693 | 0.7159 | 0.7192 |
55 | 119.78 | 121.628 | 114.8655 | 128.3904 | 0.2961 | 0.6938 | 0.7313 | 0.7255 |
56 | 120.08 | 121.8639 | 114.5356 | 129.1923 | 0.3166 | 0.7114 | 0.7329 | 0.7311 |
57 | 120.22 | 122.1001 | 114.2113 | 129.9889 | 0.3202 | 0.6921 | 0.736 | 0.736 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
46 | 0.0036 | -5e-04 | 0 | 0.0037 | 0 | 0 |
47 | 0.0069 | -0.0016 | 0.0011 | 0.038 | 0.0209 | 0.1444 |
48 | 0.01 | -0.0036 | 0.0019 | 0.1843 | 0.0753 | 0.2745 |
49 | 0.013 | -0.0044 | 0.0025 | 0.2824 | 0.1271 | 0.3565 |
50 | 0.0159 | -0.0062 | 0.0033 | 0.5532 | 0.2123 | 0.4608 |
51 | 0.0185 | -0.0086 | 0.0041 | 1.0652 | 0.3545 | 0.5954 |
52 | 0.0211 | -0.0096 | 0.0049 | 1.3545 | 0.4973 | 0.7052 |
53 | 0.0236 | -0.0112 | 0.0057 | 1.8429 | 0.6655 | 0.8158 |
54 | 0.026 | -0.0125 | 0.0065 | 2.2875 | 0.8457 | 0.9196 |
55 | 0.0284 | -0.0152 | 0.0073 | 3.4151 | 1.1027 | 1.0501 |
56 | 0.0307 | -0.0146 | 0.008 | 3.1824 | 1.2917 | 1.1365 |
57 | 0.033 | -0.0154 | 0.0086 | 3.5348 | 1.4787 | 1.216 |