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[108]) |
96 | 1.2732 | - | - | - | - | - | - | - |
97 | 1.3449 | - | - | - | - | - | - | - |
98 | 1.3239 | - | - | - | - | - | - | - |
99 | 1.2785 | - | - | - | - | - | - | - |
100 | 1.305 | - | - | - | - | - | - | - |
101 | 1.319 | - | - | - | - | - | - | - |
102 | 1.365 | - | - | - | - | - | - | - |
103 | 1.4016 | - | - | - | - | - | - | - |
104 | 1.4088 | - | - | - | - | - | - | - |
105 | 1.4268 | - | - | - | - | - | - | - |
106 | 1.4562 | - | - | - | - | - | - | - |
107 | 1.4816 | - | - | - | - | - | - | - |
108 | 1.4914 | - | - | - | - | - | - | - |
109 | 1.4614 | 1.4799 | 1.4077 | 1.5582 | 0.3216 | 0.3867 | 0.9996 | 0.3867 |
110 | 1.4272 | 1.4833 | 1.3631 | 1.6215 | 0.2128 | 0.6223 | 0.9882 | 0.4545 |
111 | 1.3686 | 1.4892 | 1.3383 | 1.6694 | 0.0947 | 0.7501 | 0.9891 | 0.4906 |
112 | 1.3569 | 1.4957 | 1.3222 | 1.7086 | 0.1007 | 0.879 | 0.9604 | 0.5157 |
113 | 1.3406 | 1.497 | 1.3051 | 1.7384 | 0.1021 | 0.8723 | 0.9258 | 0.5181 |
114 | 1.2565 | 1.4901 | 1.2831 | 1.7561 | 0.0426 | 0.8646 | 0.8216 | 0.4961 |
115 | 1.2208 | 1.4862 | 1.2653 | 1.776 | 0.0363 | 0.9399 | 0.7164 | 0.486 |
116 | 1.277 | 1.4883 | 1.2534 | 1.8024 | 0.0937 | 0.9525 | 0.6901 | 0.4923 |
117 | 1.2894 | 1.4776 | 1.233 | 1.8102 | 0.1337 | 0.8814 | 0.6177 | 0.4676 |
118 | 1.3067 | 1.4681 | 1.2145 | 1.8183 | 0.1833 | 0.8413 | 0.5264 | 0.448 |
119 | 1.3898 | 1.4527 | 1.1927 | 1.817 | 0.3674 | 0.784 | 0.4383 | 0.4176 |
120 | 1.3661 | 1.4443 | 1.1767 | 1.8244 | 0.3435 | 0.6106 | 0.404 | 0.404 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
109 | 0.027 | -0.0125 | 0 | 3e-04 | 0 | 0 |
110 | 0.0475 | -0.0379 | 0.0252 | 0.0032 | 0.0017 | 0.0418 |
111 | 0.0617 | -0.081 | 0.0438 | 0.0146 | 0.006 | 0.0776 |
112 | 0.0726 | -0.0928 | 0.056 | 0.0193 | 0.0093 | 0.0966 |
113 | 0.0823 | -0.1045 | 0.0657 | 0.0245 | 0.0124 | 0.1111 |
114 | 0.0911 | -0.1567 | 0.0809 | 0.0545 | 0.0194 | 0.1392 |
115 | 0.0995 | -0.1786 | 0.0948 | 0.0704 | 0.0267 | 0.1633 |
116 | 0.1077 | -0.142 | 0.1007 | 0.0446 | 0.0289 | 0.1701 |
117 | 0.1149 | -0.1274 | 0.1037 | 0.0354 | 0.0296 | 0.1722 |
118 | 0.1217 | -0.1099 | 0.1043 | 0.026 | 0.0293 | 0.1711 |
119 | 0.1279 | -0.0433 | 0.0988 | 0.004 | 0.027 | 0.1643 |
120 | 0.1343 | -0.0541 | 0.0951 | 0.0061 | 0.0252 | 0.1589 |