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 | 1.4018 | - | - | - | - | - | - | - |
472 | 1.4014 | - | - | - | - | - | - | - |
473 | 1.4244 | - | - | - | - | - | - | - |
474 | 1.4084 | - | - | - | - | - | - | - |
475 | 1.3917 | - | - | - | - | - | - | - |
476 | 1.3945 | - | - | - | - | - | - | - |
477 | 1.377 | 1.3945 | 1.3748 | 1.4139 | 0.0388 | 0.4986 | 0.2418 | 0.4986 |
478 | 1.37 | 1.3965 | 1.3686 | 1.4238 | 0.0289 | 0.9185 | 0.0226 | 0.5558 |
479 | 1.3711 | 1.3951 | 1.3609 | 1.4285 | 0.08 | 0.9291 | 0.2173 | 0.5133 |
480 | 1.3626 | 1.3936 | 1.3541 | 1.4322 | 0.0575 | 0.8738 | 0.5391 | 0.4825 |
481 | 1.3612 | 1.3939 | 1.3496 | 1.4369 | 0.0685 | 0.9226 | 0.4886 | 0.4886 |
482 | 1.3481 | 1.3939 | 1.3445 | 1.4417 | 0.0303 | 0.9098 | 0.7554 | 0.4897 |
483 | 1.3647 | 1.394 | 1.3401 | 1.4461 | 0.1348 | 0.958 | 0.8171 | 0.4931 |
484 | 1.3674 | 1.3939 | 1.3358 | 1.45 | 0.1768 | 0.8466 | 0.7876 | 0.4919 |
485 | 1.3647 | 1.3938 | 1.3317 | 1.4535 | 0.1698 | 0.8068 | 0.847 | 0.4908 |
486 | 1.3496 | 1.3938 | 1.328 | 1.457 | 0.0851 | 0.8168 | 0.8442 | 0.4916 |
487 | 1.3339 | 1.3938 | 1.3244 | 1.4603 | 0.0387 | 0.9038 | 0.9112 | 0.492 |
488 | 1.3321 | 1.3938 | 1.3209 | 1.4635 | 0.0411 | 0.9542 | 0.7939 | 0.4925 |
489 | 1.3225 | 1.3938 | 1.3176 | 1.4664 | 0.0271 | 0.9521 | 0.7621 | 0.4927 |
490 | 1.3146 | 1.3938 | 1.3145 | 1.4693 | 0.0199 | 0.968 | 0.7752 | 0.4929 |
491 | 1.2998 | 1.3938 | 1.3114 | 1.4721 | 0.0093 | 0.9764 | 0.866 | 0.4932 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
477 | 0.0071 | -0.0125 | 0 | 3e-04 | 0 | 0 |
478 | 0.01 | -0.0189 | 0.0157 | 7e-04 | 5e-04 | 0.0224 |
479 | 0.0122 | -0.0172 | 0.0162 | 6e-04 | 5e-04 | 0.0229 |
480 | 0.0141 | -0.0223 | 0.0177 | 0.001 | 6e-04 | 0.0252 |
481 | 0.0158 | -0.0234 | 0.0189 | 0.0011 | 7e-04 | 0.0269 |
482 | 0.0175 | -0.0328 | 0.0212 | 0.0021 | 0.001 | 0.0308 |
483 | 0.0191 | -0.021 | 0.0212 | 9e-04 | 9e-04 | 0.0306 |
484 | 0.0205 | -0.019 | 0.0209 | 7e-04 | 9e-04 | 0.0301 |
485 | 0.0219 | -0.0209 | 0.0209 | 8e-04 | 9e-04 | 0.03 |
486 | 0.0231 | -0.0317 | 0.022 | 0.002 | 0.001 | 0.0317 |
487 | 0.0243 | -0.043 | 0.0239 | 0.0036 | 0.0012 | 0.0352 |
488 | 0.0255 | -0.0443 | 0.0256 | 0.0038 | 0.0015 | 0.0382 |
489 | 0.0266 | -0.0512 | 0.0276 | 0.0051 | 0.0017 | 0.0417 |
490 | 0.0276 | -0.0568 | 0.0297 | 0.0063 | 0.0021 | 0.0454 |
491 | 0.0286 | -0.0675 | 0.0322 | 0.0088 | 0.0025 | 0.0501 |