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[476]) |
471 | 1.2816 | - | - | - | - | - | - | - |
472 | 1.3111 | - | - | - | - | - | - | - |
473 | 1.326 | - | - | - | - | - | - | - |
474 | 1.3174 | - | - | - | - | - | - | - |
475 | 1.299 | - | - | - | - | - | - | - |
476 | 1.2795 | - | - | - | - | - | - | - |
477 | 1.2984 | 1.2818 | 1.2612 | 1.3021 | 0.0547 | 0.589 | 0.0023 | 0.589 |
478 | 1.291 | 1.283 | 1.2538 | 1.3116 | 0.2923 | 0.1459 | 0.0016 | 0.5954 |
479 | 1.293 | 1.2823 | 1.2465 | 1.3173 | 0.2749 | 0.3135 | 0.0246 | 0.5631 |
480 | 1.3182 | 1.2809 | 1.2394 | 1.3212 | 0.0348 | 0.2777 | 0.1891 | 0.5265 |
481 | 1.327 | 1.2793 | 1.2328 | 1.3244 | 0.0191 | 0.0455 | 0.4972 | 0.4972 |
482 | 1.3085 | 1.2795 | 1.2278 | 1.3295 | 0.1277 | 0.0312 | 0.2293 | 0.5003 |
483 | 1.3173 | 1.2796 | 1.2231 | 1.334 | 0.0871 | 0.1488 | 0.3407 | 0.5016 |
484 | 1.3262 | 1.2796 | 1.2186 | 1.338 | 0.0588 | 0.1028 | 0.326 | 0.5008 |
485 | 1.3394 | 1.2794 | 1.2144 | 1.3417 | 0.0295 | 0.0704 | 0.1111 | 0.4993 |
486 | 1.3684 | 1.2793 | 1.2103 | 1.3451 | 0.004 | 0.0368 | 0.0778 | 0.4979 |
487 | 1.3617 | 1.2793 | 1.2066 | 1.3485 | 0.0098 | 0.0058 | 0.2044 | 0.4982 |
488 | 1.3595 | 1.2793 | 1.203 | 1.3518 | 0.015 | 0.0129 | 0.1522 | 0.4983 |
489 | 1.3332 | 1.2793 | 1.1996 | 1.3549 | 0.0811 | 0.0187 | 0.112 | 0.4983 |
490 | 1.3582 | 1.2793 | 1.1963 | 1.3578 | 0.0244 | 0.0892 | 0.0668 | 0.4983 |
491 | 1.3866 | 1.2793 | 1.1931 | 1.3606 | 0.0049 | 0.0286 | 0.0159 | 0.4983 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
477 | 0.0081 | 0.0129 | 0 | 3e-04 | 0 | 0 |
478 | 0.0114 | 0.0062 | 0.0096 | 1e-04 | 2e-04 | 0.013 |
479 | 0.0139 | 0.0083 | 0.0092 | 1e-04 | 2e-04 | 0.0123 |
480 | 0.0161 | 0.0291 | 0.0142 | 0.0014 | 5e-04 | 0.0215 |
481 | 0.018 | 0.0373 | 0.0188 | 0.0023 | 8e-04 | 0.0287 |
482 | 0.0199 | 0.0227 | 0.0194 | 8e-04 | 8e-04 | 0.0287 |
483 | 0.0217 | 0.0295 | 0.0209 | 0.0014 | 9e-04 | 0.0302 |
484 | 0.0233 | 0.0365 | 0.0228 | 0.0022 | 0.0011 | 0.0327 |
485 | 0.0248 | 0.0469 | 0.0255 | 0.0036 | 0.0013 | 0.0367 |
486 | 0.0262 | 0.0696 | 0.0299 | 0.0079 | 0.002 | 0.0448 |
487 | 0.0276 | 0.0644 | 0.033 | 0.0068 | 0.0024 | 0.0494 |
488 | 0.0289 | 0.0627 | 0.0355 | 0.0064 | 0.0028 | 0.0527 |
489 | 0.0301 | 0.0421 | 0.036 | 0.0029 | 0.0028 | 0.0528 |
490 | 0.0313 | 0.0616 | 0.0378 | 0.0062 | 0.003 | 0.055 |
491 | 0.0324 | 0.0839 | 0.0409 | 0.0115 | 0.0036 | 0.06 |