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 | 0.5729 | 0.5432 | 0.6026 | 0.1977 | 0.3192 | 0 | 0.3192 |
46 | 0.55 | 0.564 | 0.5128 | 0.6153 | 0.2956 | 0.5615 | 0 | 0.271 |
47 | 0.54 | 0.5554 | 0.4797 | 0.6312 | 0.3451 | 0.5556 | 0.0072 | 0.2622 |
48 | 0.55 | 0.5471 | 0.4415 | 0.6528 | 0.4789 | 0.5527 | 0.0883 | 0.2711 |
49 | 0.55 | 0.5386 | 0.4006 | 0.6766 | 0.4357 | 0.4357 | 0.1916 | 0.2782 |
50 | 0.54 | 0.5301 | 0.3571 | 0.7031 | 0.4554 | 0.4109 | 0.2142 | 0.286 |
51 | 0.54 | 0.5217 | 0.3109 | 0.7325 | 0.4323 | 0.4323 | 0.2626 | 0.2938 |
52 | 0.54 | 0.5132 | 0.2623 | 0.7641 | 0.4171 | 0.4171 | 0.2489 | 0.3009 |
53 | 0.53 | 0.5047 | 0.2114 | 0.798 | 0.4329 | 0.4068 | 0.2622 | 0.3075 |
54 | 0.53 | 0.4963 | 0.1584 | 0.8341 | 0.4224 | 0.4224 | 0.2736 | 0.3136 |
55 | 0.53 | 0.4878 | 0.1033 | 0.8723 | 0.4148 | 0.4148 | 0.3012 | 0.3191 |
56 | 0.53 | 0.4793 | 0.0462 | 0.9124 | 0.4093 | 0.4093 | 0.3243 | 0.3243 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
45 | 0.0265 | -0.0225 | 0.0019 | 2e-04 | 0 | 0.0037 |
46 | 0.0464 | -0.0249 | 0.0021 | 2e-04 | 0 | 0.0041 |
47 | 0.0696 | -0.0277 | 0.0023 | 2e-04 | 0 | 0.0044 |
48 | 0.0985 | 0.0052 | 4e-04 | 0 | 0 | 8e-04 |
49 | 0.1307 | 0.0212 | 0.0018 | 1e-04 | 0 | 0.0033 |
50 | 0.1665 | 0.0187 | 0.0016 | 1e-04 | 0 | 0.0029 |
51 | 0.2062 | 0.0351 | 0.0029 | 3e-04 | 0 | 0.0053 |
52 | 0.2495 | 0.0522 | 0.0044 | 7e-04 | 1e-04 | 0.0077 |
53 | 0.2965 | 0.0501 | 0.0042 | 6e-04 | 1e-04 | 0.0073 |
54 | 0.3474 | 0.068 | 0.0057 | 0.0011 | 1e-04 | 0.0097 |
55 | 0.4022 | 0.0866 | 0.0072 | 0.0018 | 1e-04 | 0.0122 |
56 | 0.461 | 0.1058 | 0.0088 | 0.0026 | 2e-04 | 0.0146 |