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[61]) |
49 | 11.72 | - | - | - | - | - | - | - |
50 | 11.82 | - | - | - | - | - | - | - |
51 | 11.9 | - | - | - | - | - | - | - |
52 | 12.04 | - | - | - | - | - | - | - |
53 | 12.08 | - | - | - | - | - | - | - |
54 | 12.15 | - | - | - | - | - | - | - |
55 | 12.19 | - | - | - | - | - | - | - |
56 | 12.22 | - | - | - | - | - | - | - |
57 | 12.23 | - | - | - | - | - | - | - |
58 | 12.25 | - | - | - | - | - | - | - |
59 | 12.26 | - | - | - | - | - | - | - |
60 | 12.27 | - | - | - | - | - | - | - |
61 | 12.34 | - | - | - | - | - | - | - |
62 | 12.38 | 12.3279 | 12.235 | 12.4208 | 0.136 | 0.3994 | 1 | 0.3994 |
63 | 12.42 | 12.3437 | 12.1897 | 12.4977 | 0.1657 | 0.322 | 1 | 0.5187 |
64 | 12.43 | 12.3359 | 12.1294 | 12.5424 | 0.1859 | 0.2124 | 0.9975 | 0.4845 |
65 | 12.48 | 12.3322 | 12.0618 | 12.6027 | 0.1421 | 0.2393 | 0.9662 | 0.4776 |
66 | 12.5 | 12.3354 | 12.0164 | 12.6544 | 0.1559 | 0.1872 | 0.8726 | 0.4887 |
67 | 12.5 | 12.327 | 11.9552 | 12.6988 | 0.1809 | 0.1809 | 0.7649 | 0.4727 |
68 | 12.49 | 12.3294 | 11.9117 | 12.7471 | 0.2256 | 0.2117 | 0.6962 | 0.4802 |
69 | 12.46 | 12.3283 | 11.8668 | 12.7898 | 0.288 | 0.2462 | 0.6619 | 0.4802 |
70 | 12.45 | 12.3266 | 11.8233 | 12.8299 | 0.3154 | 0.3017 | 0.6172 | 0.4792 |
71 | 12.45 | 12.327 | 11.7855 | 12.8686 | 0.3282 | 0.3282 | 0.5959 | 0.4813 |
72 | 12.38 | 12.3249 | 11.7461 | 12.9037 | 0.426 | 0.336 | 0.5738 | 0.4796 |
73 | 12.42 | 12.3152 | 11.7018 | 12.9287 | 0.3689 | 0.418 | 0.4685 | 0.4685 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
62 | 0.0038 | 0.0042 | 0 | 0.0027 | 0 | 0 |
63 | 0.0064 | 0.0062 | 0.0052 | 0.0058 | 0.0043 | 0.0653 |
64 | 0.0085 | 0.0076 | 0.006 | 0.0089 | 0.0058 | 0.0761 |
65 | 0.0112 | 0.012 | 0.0075 | 0.0218 | 0.0098 | 0.099 |
66 | 0.0132 | 0.0133 | 0.0087 | 0.0271 | 0.0133 | 0.1152 |
67 | 0.0154 | 0.014 | 0.0096 | 0.0299 | 0.016 | 0.1267 |
68 | 0.0173 | 0.013 | 0.0101 | 0.0258 | 0.0174 | 0.132 |
69 | 0.0191 | 0.0107 | 0.0101 | 0.0173 | 0.0174 | 0.132 |
70 | 0.0208 | 0.01 | 0.0101 | 0.0152 | 0.0172 | 0.1311 |
71 | 0.0224 | 0.01 | 0.0101 | 0.0151 | 0.017 | 0.1303 |
72 | 0.024 | 0.0045 | 0.0096 | 0.003 | 0.0157 | 0.1253 |
73 | 0.0254 | 0.0085 | 0.0095 | 0.011 | 0.0153 | 0.1237 |