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 | 4.767 | - | - | - | - | - | - | - |
49 | 5.019 | - | - | - | - | - | - | - |
50 | 4.343 | - | - | - | - | - | - | - |
51 | 4.853 | - | - | - | - | - | - | - |
52 | 4.154 | - | - | - | - | - | - | - |
53 | 4.035 | - | - | - | - | - | - | - |
54 | 3.996 | - | - | - | - | - | - | - |
55 | 4.734 | - | - | - | - | - | - | - |
56 | 3.778 | - | - | - | - | - | - | - |
57 | 3.887 | - | - | - | - | - | - | - |
58 | 3.953 | - | - | - | - | - | - | - |
59 | 3.987 | - | - | - | - | - | - | - |
60 | 4.436 | - | - | - | - | - | - | - |
61 | 4.803 | 4.9454 | 4.4101 | 5.4807 | 0.301 | 0.9689 | 0.3938 | 0.9689 |
62 | 4.672 | 4.4181 | 3.8381 | 4.9981 | 0.1955 | 0.0967 | 0.6002 | 0.4759 |
63 | 4.56 | 4.9071 | 4.3196 | 5.4946 | 0.1234 | 0.7836 | 0.5716 | 0.942 |
64 | 4.289 | 4.2371 | 3.6483 | 4.8259 | 0.4314 | 0.1412 | 0.6089 | 0.2539 |
65 | 3.961 | 4.1148 | 3.5257 | 4.7038 | 0.3044 | 0.2811 | 0.6047 | 0.1426 |
66 | 3.943 | 4.022 | 3.4329 | 4.611 | 0.3964 | 0.5804 | 0.5344 | 0.0842 |
67 | 3.932 | 4.2913 | 3.7023 | 4.8804 | 0.1159 | 0.8768 | 0.0704 | 0.3152 |
68 | 3.816 | 3.8762 | 3.2871 | 4.4653 | 0.4206 | 0.4264 | 0.6281 | 0.0313 |
69 | 3.834 | 3.8835 | 3.2944 | 4.4725 | 0.4347 | 0.5888 | 0.4953 | 0.033 |
70 | 4.13 | 4.1103 | 3.5212 | 4.6994 | 0.4739 | 0.8211 | 0.6997 | 0.1393 |
71 | 4.467 | 4.0628 | 3.4738 | 4.6519 | 0.0894 | 0.4116 | 0.5996 | 0.1072 |
72 | 4.447 | 4.6919 | 4.1029 | 5.2809 | 0.2075 | 0.7729 | 0.8028 | 0.8028 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0552 | -0.0288 | 0 | 0.0203 | 0 | 0 |
62 | 0.067 | 0.0575 | 0.0431 | 0.0645 | 0.0424 | 0.2058 |
63 | 0.0611 | -0.0707 | 0.0523 | 0.1205 | 0.0684 | 0.2616 |
64 | 0.0709 | 0.0123 | 0.0423 | 0.0027 | 0.052 | 0.228 |
65 | 0.073 | -0.0374 | 0.0413 | 0.0237 | 0.0463 | 0.2152 |
66 | 0.0747 | -0.0196 | 0.0377 | 0.0062 | 0.0396 | 0.1991 |
67 | 0.07 | -0.0837 | 0.0443 | 0.1291 | 0.0524 | 0.229 |
68 | 0.0775 | -0.0155 | 0.0407 | 0.0036 | 0.0463 | 0.2152 |
69 | 0.0774 | -0.0127 | 0.0376 | 0.0024 | 0.0414 | 0.2036 |
70 | 0.0731 | 0.0048 | 0.0343 | 4e-04 | 0.0373 | 0.1932 |
71 | 0.074 | 0.0995 | 0.0402 | 0.1633 | 0.0488 | 0.2209 |
72 | 0.064 | -0.0522 | 0.0412 | 0.06 | 0.0497 | 0.223 |