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 | 122.0834 | 121.2213 | 122.9456 | 0.0033 | 0.9987 | 1 | 0.9987 |
50 | 123.98 | 123.5112 | 122.4105 | 124.6119 | 0.2019 | 0.6597 | 1 | 1 |
51 | 125.91 | 124.3911 | 122.9894 | 125.7927 | 0.0168 | 0.7173 | 1 | 1 |
52 | 125.84 | 124.6325 | 123.0155 | 126.2494 | 0.0716 | 0.0607 | 1 | 1 |
53 | 125.98 | 124.78 | 122.9524 | 126.6076 | 0.0991 | 0.1278 | 1 | 1 |
54 | 127.24 | 125.2403 | 123.2323 | 127.2483 | 0.0255 | 0.2351 | 0.9999 | 1 |
55 | 127.23 | 125.1277 | 122.9494 | 127.3059 | 0.0293 | 0.0287 | 0.9999 | 1 |
56 | 127.82 | 125.1519 | 122.8181 | 127.4857 | 0.0125 | 0.0405 | 0.9997 | 0.9999 |
57 | 127.59 | 125.2099 | 122.7289 | 127.691 | 0.03 | 0.0196 | 0.9996 | 0.9998 |
58 | 127.74 | 125.1011 | 122.4822 | 127.7199 | 0.0241 | 0.0312 | 0.9989 | 0.9994 |
59 | 127.44 | 125.0925 | 122.3417 | 127.8432 | 0.0472 | 0.0296 | 0.9986 | 0.999 |
60 | 127.35 | 125.0796 | 122.2053 | 127.9539 | 0.0608 | 0.0537 | 0.9984 | 0.9984 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0036 | 0.0098 | 0 | 1.4318 | 0 | 0 |
50 | 0.0045 | 0.0038 | 0.0068 | 0.2198 | 0.8258 | 0.9087 |
51 | 0.0057 | 0.0122 | 0.0086 | 2.3072 | 1.3196 | 1.1487 |
52 | 0.0066 | 0.0097 | 0.0089 | 1.4582 | 1.3542 | 1.1637 |
53 | 0.0075 | 0.0096 | 0.009 | 1.44 | 1.3714 | 1.1711 |
54 | 0.0082 | 0.016 | 0.0102 | 3.9987 | 1.8093 | 1.3451 |
55 | 0.0089 | 0.0168 | 0.0111 | 4.4198 | 2.1822 | 1.4772 |
56 | 0.0095 | 0.0213 | 0.0124 | 7.1189 | 2.7993 | 1.6731 |
57 | 0.0101 | 0.019 | 0.0131 | 5.6647 | 3.1177 | 1.7657 |
58 | 0.0107 | 0.0211 | 0.0139 | 6.964 | 3.5023 | 1.8714 |
59 | 0.0112 | 0.0188 | 0.0144 | 5.5109 | 3.6849 | 1.9196 |
60 | 0.0117 | 0.0182 | 0.0147 | 5.1546 | 3.8074 | 1.9513 |