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[49]) |
37 | 1.11 | - | - | - | - | - | - | - |
38 | 1.11 | - | - | - | - | - | - | - |
39 | 1.11 | - | - | - | - | - | - | - |
40 | 1.21 | - | - | - | - | - | - | - |
41 | 1.31 | - | - | - | - | - | - | - |
42 | 1.37 | - | - | - | - | - | - | - |
43 | 1.37 | - | - | - | - | - | - | - |
44 | 1.26 | - | - | - | - | - | - | - |
45 | 1.23 | - | - | - | - | - | - | - |
46 | 1.17 | - | - | - | - | - | - | - |
47 | 1.06 | - | - | - | - | - | - | - |
48 | 0.95 | - | - | - | - | - | - | - |
49 | 0.92 | - | - | - | - | - | - | - |
50 | 0.92 | 0.9052 | 0.8274 | 0.9829 | 0.354 | 0.354 | 0 | 0.354 |
51 | 0.9 | 0.8883 | 0.7483 | 1.0283 | 0.435 | 0.3286 | 0.001 | 0.3286 |
52 | 0.93 | 0.8956 | 0.7023 | 1.0889 | 0.3635 | 0.4821 | 7e-04 | 0.4022 |
53 | 0.93 | 0.9033 | 0.6618 | 1.1447 | 0.4141 | 0.4141 | 5e-04 | 0.446 |
54 | 0.97 | 0.9077 | 0.6246 | 1.1907 | 0.333 | 0.4385 | 7e-04 | 0.466 |
55 | 0.96 | 0.8991 | 0.5779 | 1.2203 | 0.355 | 0.3326 | 0.002 | 0.4492 |
56 | 0.99 | 0.889 | 0.5339 | 1.2442 | 0.2887 | 0.3477 | 0.0203 | 0.4322 |
57 | 0.98 | 0.8743 | 0.4874 | 1.2613 | 0.2962 | 0.279 | 0.0358 | 0.4085 |
58 | 0.96 | 0.8616 | 0.4457 | 1.2775 | 0.3214 | 0.2884 | 0.0731 | 0.3915 |
59 | 1 | 0.8396 | 0.396 | 1.2832 | 0.2392 | 0.2974 | 0.1651 | 0.3612 |
60 | 0.99 | 0.8384 | 0.3692 | 1.3075 | 0.2632 | 0.2498 | 0.3205 | 0.3665 |
61 | 1.03 | 0.8271 | 0.3333 | 1.321 | 0.2104 | 0.259 | 0.3562 | 0.3562 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0438 | 0.0164 | 0 | 2e-04 | 0 | 0 |
51 | 0.0804 | 0.0132 | 0.0148 | 1e-04 | 2e-04 | 0.0134 |
52 | 0.1101 | 0.0384 | 0.0227 | 0.0012 | 5e-04 | 0.0227 |
53 | 0.1364 | 0.0296 | 0.0244 | 7e-04 | 6e-04 | 0.0238 |
54 | 0.1591 | 0.0687 | 0.0333 | 0.0039 | 0.0012 | 0.035 |
55 | 0.1823 | 0.0678 | 0.039 | 0.0037 | 0.0016 | 0.0405 |
56 | 0.2038 | 0.1136 | 0.0497 | 0.0102 | 0.0029 | 0.0535 |
57 | 0.2258 | 0.1209 | 0.0586 | 0.0112 | 0.0039 | 0.0625 |
58 | 0.2463 | 0.1142 | 0.0647 | 0.0097 | 0.0045 | 0.0674 |
59 | 0.2695 | 0.191 | 0.0774 | 0.0257 | 0.0067 | 0.0816 |
60 | 0.2855 | 0.1809 | 0.0868 | 0.023 | 0.0081 | 0.0903 |
61 | 0.3046 | 0.2453 | 0.1 | 0.0412 | 0.0109 | 0.1044 |