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 | 114.74 | - | - | - | - | - | - | - |
37 | 116.36 | - | - | - | - | - | - | - |
38 | 117.53 | - | - | - | - | - | - | - |
39 | 118.82 | - | - | - | - | - | - | - |
40 | 119.83 | - | - | - | - | - | - | - |
41 | 119.97 | - | - | - | - | - | - | - |
42 | 121.29 | - | - | - | - | - | - | - |
43 | 120.94 | - | - | - | - | - | - | - |
44 | 121.02 | - | - | - | - | - | - | - |
45 | 120.98 | - | - | - | - | - | - | - |
46 | 121.02 | - | - | - | - | - | - | - |
47 | 120.89 | - | - | - | - | - | - | - |
48 | 120.76 | - | - | - | - | - | - | - |
49 | 123.28 | 121.3447 | 120.2729 | 122.4165 | 2e-04 | 0.8575 | 1 | 0.8575 |
50 | 123.98 | 121.402 | 119.674 | 123.1299 | 0.0017 | 0.0166 | 1 | 0.7667 |
51 | 125.91 | 121.827 | 119.4268 | 124.2273 | 4e-04 | 0.0394 | 0.993 | 0.8082 |
52 | 125.84 | 122.2453 | 119.2386 | 125.2519 | 0.0096 | 0.0084 | 0.9423 | 0.8335 |
53 | 125.98 | 122.2574 | 118.6915 | 125.8233 | 0.0204 | 0.0245 | 0.8957 | 0.7948 |
54 | 127.24 | 122.8381 | 118.7608 | 126.9155 | 0.0172 | 0.0655 | 0.7716 | 0.8411 |
55 | 127.23 | 122.6758 | 118.127 | 127.2246 | 0.0249 | 0.0246 | 0.7727 | 0.7955 |
56 | 127.82 | 122.7192 | 117.7339 | 127.7046 | 0.0225 | 0.0381 | 0.748 | 0.7794 |
57 | 127.59 | 122.6627 | 117.2704 | 128.055 | 0.0366 | 0.0304 | 0.7296 | 0.7554 |
58 | 127.74 | 122.6702 | 116.8963 | 128.4441 | 0.0426 | 0.0475 | 0.7123 | 0.7416 |
59 | 127.44 | 122.5997 | 116.466 | 128.7334 | 0.061 | 0.0502 | 0.7076 | 0.7217 |
60 | 127.35 | 122.5352 | 116.0605 | 129.0099 | 0.0725 | 0.0688 | 0.7045 | 0.7045 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0045 | 0.0159 | 0 | 3.7454 | 0 | 0 |
50 | 0.0073 | 0.0212 | 0.0186 | 6.6462 | 5.1958 | 2.2794 |
51 | 0.0101 | 0.0335 | 0.0236 | 16.6705 | 9.0207 | 3.0034 |
52 | 0.0125 | 0.0294 | 0.025 | 12.9222 | 9.9961 | 3.1617 |
53 | 0.0149 | 0.0304 | 0.0261 | 13.8579 | 10.7684 | 3.2815 |
54 | 0.0169 | 0.0358 | 0.0277 | 19.3765 | 12.2031 | 3.4933 |
55 | 0.0189 | 0.0371 | 0.0291 | 20.7409 | 13.4228 | 3.6637 |
56 | 0.0207 | 0.0416 | 0.0306 | 26.0177 | 14.9972 | 3.8726 |
57 | 0.0224 | 0.0402 | 0.0317 | 24.2785 | 16.0284 | 4.0036 |
58 | 0.024 | 0.0413 | 0.0327 | 25.703 | 16.9959 | 4.1226 |
59 | 0.0255 | 0.0395 | 0.0333 | 23.4286 | 17.5807 | 4.1929 |
60 | 0.027 | 0.0393 | 0.0338 | 23.1825 | 18.0475 | 4.2482 |