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[60]) |
48 | 1.53 | - | - | - | - | - | - | - |
49 | 1.45 | - | - | - | - | - | - | - |
50 | 2.11 | - | - | - | - | - | - | - |
51 | 1.53 | - | - | - | - | - | - | - |
52 | 1.38 | - | - | - | - | - | - | - |
53 | 1.54 | - | - | - | - | - | - | - |
54 | 1.35 | - | - | - | - | - | - | - |
55 | 1.29 | - | - | - | - | - | - | - |
56 | 1.33 | - | - | - | - | - | - | - |
57 | 1.47 | - | - | - | - | - | - | - |
58 | 1.47 | - | - | - | - | - | - | - |
59 | 1.54 | - | - | - | - | - | - | - |
60 | 1.59 | - | - | - | - | - | - | - |
61 | 1.5 | 1.563 | 1.4452 | 1.6808 | 0.1474 | 0.3266 | 0.9699 | 0.3266 |
62 | 2 | 2.1815 | 2.059 | 2.3041 | 0.0018 | 1 | 0.8737 | 1 |
63 | 1.51 | 1.598 | 1.471 | 1.725 | 0.0873 | 0 | 0.8529 | 0.5491 |
64 | 1.4 | 1.4235 | 1.2922 | 1.5547 | 0.3631 | 0.0981 | 0.7418 | 0.0064 |
65 | 1.62 | 1.595 | 1.4598 | 1.7302 | 0.3584 | 0.9976 | 0.7872 | 0.5287 |
66 | 1.44 | 1.4004 | 1.2614 | 1.5394 | 0.2883 | 0.001 | 0.7614 | 0.0038 |
67 | 1.29 | 1.371 | 1.2284 | 1.5135 | 0.1328 | 0.1713 | 0.8672 | 0.0013 |
68 | 1.28 | 1.3546 | 1.2086 | 1.5006 | 0.1582 | 0.8072 | 0.6295 | 8e-04 |
69 | 1.4 | 1.518 | 1.3688 | 1.6673 | 0.0605 | 0.9991 | 0.736 | 0.1723 |
70 | 1.39 | 1.5146 | 1.3623 | 1.6669 | 0.0544 | 0.9298 | 0.717 | 0.1659 |
71 | 1.46 | 1.5672 | 1.412 | 1.7225 | 0.0879 | 0.9874 | 0.6345 | 0.387 |
72 | 1.49 | 1.6487 | 1.4906 | 1.8069 | 0.0245 | 0.9904 | 0.7668 | 0.7668 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0385 | -0.0403 | 0 | 0.004 | 0 | 0 |
62 | 0.0287 | -0.0832 | 0.0618 | 0.033 | 0.0185 | 0.1359 |
63 | 0.0406 | -0.0551 | 0.0595 | 0.0077 | 0.0149 | 0.122 |
64 | 0.047 | -0.0165 | 0.0488 | 6e-04 | 0.0113 | 0.1063 |
65 | 0.0433 | 0.0157 | 0.0421 | 6e-04 | 0.0092 | 0.0958 |
66 | 0.0506 | 0.0283 | 0.0398 | 0.0016 | 0.0079 | 0.0889 |
67 | 0.0531 | -0.0591 | 0.0426 | 0.0066 | 0.0077 | 0.0878 |
68 | 0.055 | -0.0551 | 0.0441 | 0.0056 | 0.0074 | 0.0863 |
69 | 0.0502 | -0.0778 | 0.0479 | 0.0139 | 0.0082 | 0.0903 |
70 | 0.0513 | -0.0823 | 0.0513 | 0.0155 | 0.0089 | 0.0943 |
71 | 0.0505 | -0.0684 | 0.0529 | 0.0115 | 0.0091 | 0.0956 |
72 | 0.0489 | -0.0963 | 0.0565 | 0.0252 | 0.0105 | 0.1023 |