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[55]) |
43 | 0.412893082 | - | - | - | - | - | - | - |
44 | 0.458679245 | - | - | - | - | - | - | - |
45 | 0.428427673 | - | - | - | - | - | - | - |
46 | 0.463522013 | - | - | - | - | - | - | - |
47 | 0.487169811 | - | - | - | - | - | - | - |
48 | 0.473584906 | - | - | - | - | - | - | - |
49 | 0.491886792 | - | - | - | - | - | - | - |
50 | 0.474842767 | - | - | - | - | - | - | - |
51 | 0.502327044 | - | - | - | - | - | - | - |
52 | 0.539371069 | - | - | - | - | - | - | - |
53 | 0.484402516 | - | - | - | - | - | - | - |
54 | 0.474654088 | - | - | - | - | - | - | - |
55 | 0.473522013 | - | - | - | - | - | - | - |
56 | 0.4875 | 0.4703 | 0.3967 | 0.5438 | 0.3227 | 0.4655 | 0.6213 | 0.4655 |
57 | 0.4933 | 0.4688 | 0.3473 | 0.5904 | 0.3463 | 0.3813 | 0.7426 | 0.4698 |
58 | 0.5252 | 0.4678 | 0.3011 | 0.6345 | 0.25 | 0.382 | 0.5201 | 0.4732 |
59 | 0.5427 | 0.4676 | 0.2662 | 0.669 | 0.2323 | 0.2876 | 0.4244 | 0.477 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
56 | 0.0798 | 0.0367 | 0 | 3e-04 | 0 | 0 |
57 | 0.1323 | 0.0523 | 0.0445 | 6e-04 | 4e-04 | 0.0212 |
58 | 0.1818 | 0.1226 | 0.0705 | 0.0033 | 0.0014 | 0.0374 |
59 | 0.2197 | 0.1607 | 0.0931 | 0.0056 | 0.0025 | 0.0496 |