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 | 0.541489699 | - | - | - | - | - | - | - |
44 | 0.615039426 | - | - | - | - | - | - | - |
45 | 0.547924872 | - | - | - | - | - | - | - |
46 | 0.574540743 | - | - | - | - | - | - | - |
47 | 0.603438956 | - | - | - | - | - | - | - |
48 | 0.577492342 | - | - | - | - | - | - | - |
49 | 0.614198564 | - | - | - | - | - | - | - |
50 | 0.584776957 | - | - | - | - | - | - | - |
51 | 0.62752366 | - | - | - | - | - | - | - |
52 | 0.676859979 | - | - | - | - | - | - | - |
53 | 0.645996894 | - | - | - | - | - | - | - |
54 | 0.596059959 | - | - | - | - | - | - | - |
55 | 0.585961029 | - | - | - | - | - | - | - |
56 | 0.6076 | 0.587 | 0.4696 | 0.7044 | 0.3655 | 0.507 | 0.32 | 0.507 |
57 | 0.5985 | 0.587 | 0.3876 | 0.7864 | 0.4552 | 0.4198 | 0.6496 | 0.5041 |
58 | 0.6387 | 0.587 | 0.3306 | 0.8434 | 0.3464 | 0.4651 | 0.538 | 0.5032 |
59 | 0.6492 | 0.587 | 0.2842 | 0.8898 | 0.3436 | 0.369 | 0.4577 | 0.5027 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
56 | 0.1021 | 0.0351 | 0 | 4e-04 | 0 | 0 |
57 | 0.1733 | 0.0195 | 0.0273 | 1e-04 | 3e-04 | 0.0167 |
58 | 0.2228 | 0.0881 | 0.0476 | 0.0027 | 0.0011 | 0.0328 |
59 | 0.2632 | 0.106 | 0.0622 | 0.0039 | 0.0018 | 0.0421 |