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[28]) |
16 | 1.7 | - | - | - | - | - | - | - |
17 | 1.71 | - | - | - | - | - | - | - |
18 | 1.71 | - | - | - | - | - | - | - |
19 | 1.71 | - | - | - | - | - | - | - |
20 | 1.71 | - | - | - | - | - | - | - |
21 | 1.72 | - | - | - | - | - | - | - |
22 | 1.72 | - | - | - | - | - | - | - |
23 | 1.72 | - | - | - | - | - | - | - |
24 | 1.73 | - | - | - | - | - | - | - |
25 | 1.73 | - | - | - | - | - | - | - |
26 | 1.73 | - | - | - | - | - | - | - |
27 | 1.74 | - | - | - | - | - | - | - |
28 | 1.75 | - | - | - | - | - | - | - |
29 | 1.75 | 1.7491 | 1.7413 | 1.7569 | 0.411 | 0.411 | 1 | 0.411 |
30 | 1.76 | 1.7518 | 1.7436 | 1.76 | 0.0251 | 0.668 | 1 | 0.668 |
31 | 1.76 | 1.755 | 1.7466 | 1.7635 | 0.1237 | 0.1237 | 1 | 0.8788 |
32 | 1.77 | 1.7591 | 1.7506 | 1.7675 | 0.0056 | 0.4136 | 1 | 0.982 |
33 | 1.77 | 1.7625 | 1.7539 | 1.7712 | 0.0453 | 0.0453 | 1 | 0.9977 |
34 | 1.78 | 1.7665 | 1.7578 | 1.7752 | 0.0012 | 0.2139 | 1 | 0.9999 |
35 | 1.79 | 1.77 | 1.7611 | 1.7789 | 0 | 0.0137 | 1 | 1 |
36 | 1.8 | 1.7739 | 1.7649 | 1.7829 | 0 | 2e-04 | 1 | 1 |
37 | 1.8 | 1.7775 | 1.7683 | 1.7866 | 0 | 0 | 1 | 1 |
38 | 1.81 | 1.7813 | 1.7721 | 1.7905 | 0 | 0 | 1 | 1 |
39 | 1.81 | 1.7849 | 1.7755 | 1.7943 | 0 | 0 | 1 | 1 |
40 | 1.81 | 1.7887 | 1.7792 | 1.7982 | 0 | 0 | 1 | 1 |
41 | 1.81 | 1.7924 | 1.7827 | 1.802 | 2e-04 | 2e-04 | 1 | 1 |
42 | 1.82 | 1.7962 | 1.7863 | 1.806 | 0 | 0.0028 | 1 | 1 |
43 | 1.82 | 1.7998 | 1.7898 | 1.8098 | 0 | 0 | 1 | 1 |
44 | 1.82 | 1.8036 | 1.7935 | 1.8137 | 7e-04 | 7e-04 | 1 | 1 |
45 | 1.83 | 1.8072 | 1.797 | 1.8175 | 0 | 0.0076 | 1 | 1 |
46 | 1.83 | 1.811 | 1.8006 | 1.8214 | 2e-04 | 2e-04 | 1 | 1 |
47 | 1.83 | 1.8147 | 1.8041 | 1.8253 | 0.0023 | 0.0023 | 1 | 1 |
48 | 1.84 | 1.8184 | 1.8077 | 1.8292 | 0 | 0.0177 | 0.9996 | 1 |
49 | 1.84 | 1.8221 | 1.8112 | 1.8331 | 7e-04 | 7e-04 | 1 | 1 |
50 | 1.85 | 1.8259 | 1.8148 | 1.837 | 0 | 0.0063 | 0.9975 | 1 |
51 | 1.85 | 1.8296 | 1.8183 | 1.8409 | 2e-04 | 2e-04 | 0.9997 | 1 |
52 | 1.86 | 1.8333 | 1.8219 | 1.8448 | 0 | 0.0021 | 1 | 1 |
53 | 1.86 | 1.837 | 1.8254 | 1.8486 | 1e-04 | 1e-04 | 1 | 1 |
54 | 1.86 | 1.8407 | 1.8289 | 1.8525 | 7e-04 | 7e-04 | 0.9997 | 1 |
55 | 1.86 | 1.8444 | 1.8324 | 1.8564 | 0.0055 | 0.0055 | 1 | 1 |
56 | 1.86 | 1.8482 | 1.836 | 1.8603 | 0.0284 | 0.0284 | 1 | 1 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
29 | 0.0023 | 5e-04 | 0 | 0 | 0 | 0 |
30 | 0.0024 | 0.0047 | 0.0026 | 1e-04 | 0 | 0.0058 |
31 | 0.0025 | 0.0028 | 0.0027 | 0 | 0 | 0.0056 |
32 | 0.0025 | 0.0062 | 0.0036 | 1e-04 | 1e-04 | 0.0073 |
33 | 0.0025 | 0.0042 | 0.0037 | 1e-04 | 1e-04 | 0.0073 |
34 | 0.0025 | 0.0077 | 0.0044 | 2e-04 | 1e-04 | 0.0087 |
35 | 0.0026 | 0.0113 | 0.0053 | 4e-04 | 1e-04 | 0.011 |
36 | 0.0026 | 0.0147 | 0.0065 | 7e-04 | 2e-04 | 0.0138 |
37 | 0.0026 | 0.0127 | 0.0072 | 5e-04 | 2e-04 | 0.0151 |
38 | 0.0026 | 0.0161 | 0.0081 | 8e-04 | 3e-04 | 0.0169 |
39 | 0.0027 | 0.0141 | 0.0086 | 6e-04 | 3e-04 | 0.0178 |
40 | 0.0027 | 0.0119 | 0.0089 | 5e-04 | 3e-04 | 0.0181 |
41 | 0.0028 | 0.0098 | 0.009 | 3e-04 | 3e-04 | 0.0181 |
42 | 0.0028 | 0.0133 | 0.0093 | 6e-04 | 3e-04 | 0.0186 |
43 | 0.0028 | 0.0112 | 0.0094 | 4e-04 | 3e-04 | 0.0187 |
44 | 0.0029 | 0.0091 | 0.0094 | 3e-04 | 3e-04 | 0.0185 |
45 | 0.0029 | 0.0126 | 0.0096 | 5e-04 | 4e-04 | 0.0188 |
46 | 0.0029 | 0.0105 | 0.0096 | 4e-04 | 4e-04 | 0.0188 |
47 | 0.003 | 0.0084 | 0.0096 | 2e-04 | 3e-04 | 0.0187 |
48 | 0.003 | 0.0119 | 0.0097 | 5e-04 | 4e-04 | 0.0188 |
49 | 0.0031 | 0.0098 | 0.0097 | 3e-04 | 4e-04 | 0.0188 |
50 | 0.0031 | 0.0132 | 0.0099 | 6e-04 | 4e-04 | 0.019 |
51 | 0.0031 | 0.0112 | 0.0099 | 4e-04 | 4e-04 | 0.0191 |
52 | 0.0032 | 0.0146 | 0.0101 | 7e-04 | 4e-04 | 0.0195 |
53 | 0.0032 | 0.0125 | 0.0102 | 5e-04 | 4e-04 | 0.0196 |
54 | 0.0033 | 0.0105 | 0.0102 | 4e-04 | 4e-04 | 0.0196 |
55 | 0.0033 | 0.0084 | 0.0101 | 2e-04 | 4e-04 | 0.0195 |
56 | 0.0034 | 0.0064 | 0.01 | 1e-04 | 4e-04 | 0.0193 |