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[48]) |
36 | 109.89 | - | - | - | - | - | - | - |
37 | 110.29 | - | - | - | - | - | - | - |
38 | 110.33 | - | - | - | - | - | - | - |
39 | 110.54 | - | - | - | - | - | - | - |
40 | 110.69 | - | - | - | - | - | - | - |
41 | 110.77 | - | - | - | - | - | - | - |
42 | 111.01 | - | - | - | - | - | - | - |
43 | 111.25 | - | - | - | - | - | - | - |
44 | 111.09 | - | - | - | - | - | - | - |
45 | 111.32 | - | - | - | - | - | - | - |
46 | 111.36 | - | - | - | - | - | - | - |
47 | 111.31 | - | - | - | - | - | - | - |
48 | 111.37 | - | - | - | - | - | - | - |
49 | 111.49 | 111.3296 | 111.1297 | 111.5295 | 0.0579 | 0.3461 | 1 | 0.3461 |
50 | 111.49 | 111.3405 | 111.0677 | 111.6133 | 0.1414 | 0.1414 | 1 | 0.4161 |
51 | 111.55 | 111.3516 | 110.966 | 111.7372 | 0.1566 | 0.2408 | 1 | 0.4627 |
52 | 111.56 | 111.3437 | 110.8097 | 111.8778 | 0.2137 | 0.2245 | 0.9918 | 0.4616 |
53 | 111.66 | 111.3596 | 110.6972 | 112.0221 | 0.1871 | 0.2766 | 0.9595 | 0.4878 |
54 | 111.68 | 111.3536 | 110.5358 | 112.1714 | 0.217 | 0.2314 | 0.7949 | 0.4843 |
55 | 111.71 | 111.3347 | 110.3569 | 112.3125 | 0.2259 | 0.2444 | 0.5674 | 0.4718 |
56 | 111.76 | 111.383 | 110.2452 | 112.5209 | 0.2581 | 0.2866 | 0.6931 | 0.5089 |
57 | 111.82 | 111.372 | 110.0613 | 112.6828 | 0.2515 | 0.2809 | 0.531 | 0.5012 |
58 | 111.87 | 111.3846 | 109.9003 | 112.8688 | 0.2608 | 0.2826 | 0.5129 | 0.5077 |
59 | 111.94 | 111.4133 | 109.7513 | 113.0753 | 0.2673 | 0.2951 | 0.5485 | 0.5204 |
60 | 112.05 | 111.4253 | 109.5802 | 113.2703 | 0.2535 | 0.2923 | 0.5234 | 0.5234 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 9e-04 | 0.0014 | 0 | 0.0257 | 0 | 0 |
50 | 0.0013 | 0.0013 | 0.0014 | 0.0223 | 0.024 | 0.155 |
51 | 0.0018 | 0.0018 | 0.0015 | 0.0394 | 0.0291 | 0.1707 |
52 | 0.0024 | 0.0019 | 0.0016 | 0.0468 | 0.0336 | 0.1832 |
53 | 0.003 | 0.0027 | 0.0018 | 0.0902 | 0.0449 | 0.2119 |
54 | 0.0037 | 0.0029 | 0.002 | 0.1065 | 0.0552 | 0.2349 |
55 | 0.0045 | 0.0034 | 0.0022 | 0.1409 | 0.0674 | 0.2596 |
56 | 0.0052 | 0.0034 | 0.0024 | 0.1421 | 0.0767 | 0.277 |
57 | 0.006 | 0.004 | 0.0025 | 0.2007 | 0.0905 | 0.3009 |
58 | 0.0068 | 0.0044 | 0.0027 | 0.2356 | 0.105 | 0.3241 |
59 | 0.0076 | 0.0047 | 0.0029 | 0.2774 | 0.1207 | 0.3474 |
60 | 0.0084 | 0.0056 | 0.0031 | 0.3903 | 0.1432 | 0.3784 |