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 | 1.5568 | 1.434 | 1.6796 | 0.1822 | 0.2982 | 0.9559 | 0.2982 |
62 | 2 | 2.1918 | 2.0631 | 2.3206 | 0.0017 | 1 | 0.8936 | 1 |
63 | 1.51 | 1.6151 | 1.481 | 1.7493 | 0.0623 | 0 | 0.8932 | 0.6432 |
64 | 1.4 | 1.4177 | 1.2786 | 1.5568 | 0.4015 | 0.0967 | 0.7023 | 0.0076 |
65 | 1.62 | 1.615 | 1.4713 | 1.7586 | 0.4726 | 0.9983 | 0.8468 | 0.6333 |
66 | 1.44 | 1.3889 | 1.2411 | 1.5368 | 0.2492 | 0.0011 | 0.6971 | 0.0038 |
67 | 1.29 | 1.4058 | 1.2541 | 1.5575 | 0.0673 | 0.3293 | 0.9327 | 0.0087 |
68 | 1.28 | 1.3873 | 1.232 | 1.5426 | 0.0878 | 0.8903 | 0.7652 | 0.0053 |
69 | 1.4 | 1.514 | 1.3554 | 1.6727 | 0.0795 | 0.9981 | 0.7067 | 0.1739 |
70 | 1.39 | 1.5008 | 1.339 | 1.6625 | 0.0898 | 0.8889 | 0.6453 | 0.1398 |
71 | 1.46 | 1.5632 | 1.3985 | 1.7279 | 0.1096 | 0.9804 | 0.6088 | 0.3749 |
72 | 1.49 | 1.6283 | 1.4609 | 1.7956 | 0.0527 | 0.9756 | 0.673 | 0.673 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0402 | -0.0365 | 0 | 0.0032 | 0 | 0 |
62 | 0.03 | -0.0875 | 0.062 | 0.0368 | 0.02 | 0.1415 |
63 | 0.0424 | -0.0651 | 0.063 | 0.0111 | 0.017 | 0.1305 |
64 | 0.0501 | -0.0125 | 0.0504 | 3e-04 | 0.0128 | 0.1134 |
65 | 0.0454 | 0.0031 | 0.0409 | 0 | 0.0103 | 0.1014 |
66 | 0.0543 | 0.0368 | 0.0402 | 0.0026 | 0.009 | 0.0949 |
67 | 0.0551 | -0.0824 | 0.0463 | 0.0134 | 0.0096 | 0.0982 |
68 | 0.0571 | -0.0774 | 0.0502 | 0.0115 | 0.0099 | 0.0993 |
69 | 0.0535 | -0.0753 | 0.0529 | 0.013 | 0.0102 | 0.1011 |
70 | 0.055 | -0.0738 | 0.055 | 0.0123 | 0.0104 | 0.1021 |
71 | 0.0537 | -0.066 | 0.056 | 0.0107 | 0.0104 | 0.1022 |
72 | 0.0524 | -0.0849 | 0.0584 | 0.0191 | 0.0112 | 0.1057 |