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[338]) |
337 | 10.85 | - | - | - | - | - | - | - |
338 | 10.85 | - | - | - | - | - | - | - |
339 | 10.85 | 10.8467 | 10.7634 | 10.9301 | 0.4694 | 0.4694 | 0.4694 | 0.4694 |
340 | 10.75 | 10.8452 | 10.7433 | 10.9472 | 0.0335 | 0.4634 | 0.4634 | 0.4634 |
341 | 10.75 | 10.8445 | 10.7322 | 10.9569 | 0.0496 | 0.9504 | 0.9504 | 0.4619 |
342 | 10.85 | 10.8442 | 10.7243 | 10.9641 | 0.4622 | 0.9382 | 0.9382 | 0.4622 |
343 | 10.85 | 10.844 | 10.7178 | 10.9703 | 0.4632 | 0.4632 | 0.4632 | 0.4632 |
344 | 10.85 | 10.844 | 10.712 | 10.9759 | 0.4644 | 0.4644 | 0.4644 | 0.4644 |
345 | 10.85 | 10.8439 | 10.7067 | 10.9812 | 0.4656 | 0.4656 | 0.4656 | 0.4656 |
346 | 10.75 | 10.8439 | 10.7016 | 10.9862 | 0.0979 | 0.4667 | 0.4667 | 0.4667 |
347 | 10.75 | 10.8439 | 10.6968 | 10.9911 | 0.1055 | 0.8945 | 0.8945 | 0.4677 |
348 | 10.75 | 10.8439 | 10.6921 | 10.9958 | 0.1127 | 0.8873 | 0.8873 | 0.4687 |
349 | 10.75 | 10.8439 | 10.6875 | 11.0003 | 0.1196 | 0.8804 | 0.8804 | 0.4696 |
350 | 10.75 | 10.8439 | 10.6831 | 11.0047 | 0.1261 | 0.8739 | 0.8739 | 0.4704 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
339 | 0.0039 | 3e-04 | 0 | 0 | 0 | 0 |
340 | 0.0048 | -0.0088 | 0.0045 | 0.0091 | 0.0045 | 0.0674 |
341 | 0.0053 | -0.0087 | 0.0059 | 0.0089 | 0.006 | 0.0775 |
342 | 0.0056 | 5e-04 | 0.0046 | 0 | 0.0045 | 0.0672 |
343 | 0.0059 | 5e-04 | 0.0038 | 0 | 0.0036 | 0.0601 |
344 | 0.0062 | 6e-04 | 0.0032 | 0 | 0.003 | 0.055 |
345 | 0.0065 | 6e-04 | 0.0029 | 0 | 0.0026 | 0.0509 |
346 | 0.0067 | -0.0087 | 0.0036 | 0.0088 | 0.0034 | 0.0581 |
347 | 0.0069 | -0.0087 | 0.0041 | 0.0088 | 0.004 | 0.0631 |
348 | 0.0071 | -0.0087 | 0.0046 | 0.0088 | 0.0045 | 0.0668 |
349 | 0.0074 | -0.0087 | 0.005 | 0.0088 | 0.0049 | 0.0697 |
350 | 0.0076 | -0.0087 | 0.0053 | 0.0088 | 0.0052 | 0.072 |