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 | 0.57 | 0.5389 | 0.6011 | 0.2641 | 0.2641 | 0 | 0.2641 |
46 | 0.55 | 0.56 | 0.5028 | 0.6172 | 0.3659 | 0.5 | 0 | 0.2465 |
47 | 0.54 | 0.55 | 0.4586 | 0.6414 | 0.4151 | 0.5 | 0.016 | 0.2601 |
48 | 0.55 | 0.54 | 0.4104 | 0.6696 | 0.4399 | 0.5 | 0.1131 | 0.2726 |
49 | 0.55 | 0.53 | 0.3577 | 0.7023 | 0.41 | 0.41 | 0.2129 | 0.2847 |
50 | 0.54 | 0.52 | 0.3013 | 0.7387 | 0.4289 | 0.394 | 0.2367 | 0.2954 |
51 | 0.54 | 0.51 | 0.2413 | 0.7787 | 0.4134 | 0.4134 | 0.2798 | 0.3048 |
52 | 0.54 | 0.5 | 0.178 | 0.822 | 0.4038 | 0.4038 | 0.2714 | 0.3132 |
53 | 0.53 | 0.49 | 0.1115 | 0.8685 | 0.4179 | 0.3978 | 0.2844 | 0.3206 |
54 | 0.53 | 0.48 | 0.0422 | 0.9178 | 0.4114 | 0.4114 | 0.2956 | 0.3272 |
55 | 0.53 | 0.47 | -0.03 | 0.97 | 0.407 | 0.407 | 0.319 | 0.3332 |
56 | 0.53 | 0.46 | -0.1049 | 1.0249 | 0.4041 | 0.4041 | 0.3386 | 0.3386 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
45 | 0.0278 | -0.0175 | 0.0015 | 1e-04 | 0 | 0.0029 |
46 | 0.0521 | -0.0179 | 0.0015 | 1e-04 | 0 | 0.0029 |
47 | 0.0848 | -0.0182 | 0.0015 | 1e-04 | 0 | 0.0029 |
48 | 0.1224 | 0.0185 | 0.0015 | 1e-04 | 0 | 0.0029 |
49 | 0.1658 | 0.0377 | 0.0031 | 4e-04 | 0 | 0.0058 |
50 | 0.2146 | 0.0385 | 0.0032 | 4e-04 | 0 | 0.0058 |
51 | 0.2688 | 0.0588 | 0.0049 | 9e-04 | 1e-04 | 0.0087 |
52 | 0.3286 | 0.08 | 0.0067 | 0.0016 | 1e-04 | 0.0115 |
53 | 0.3941 | 0.0816 | 0.0068 | 0.0016 | 1e-04 | 0.0115 |
54 | 0.4654 | 0.1042 | 0.0087 | 0.0025 | 2e-04 | 0.0144 |
55 | 0.5428 | 0.1277 | 0.0106 | 0.0036 | 3e-04 | 0.0173 |
56 | 0.6266 | 0.1522 | 0.0127 | 0.0049 | 4e-04 | 0.0202 |