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[44]) |
32 | 101.66 | - | - | - | - | - | - | - |
33 | 101.65 | - | - | - | - | - | - | - |
34 | 101.61 | - | - | - | - | - | - | - |
35 | 101.52 | - | - | - | - | - | - | - |
36 | 101.31 | - | - | - | - | - | - | - |
37 | 101.19 | - | - | - | - | - | - | - |
38 | 101.11 | - | - | - | - | - | - | - |
39 | 101.1 | - | - | - | - | - | - | - |
40 | 101.07 | - | - | - | - | - | - | - |
41 | 100.98 | - | - | - | - | - | - | - |
42 | 100.93 | - | - | - | - | - | - | - |
43 | 100.92 | - | - | - | - | - | - | - |
44 | 101.02 | - | - | - | - | - | - | - |
45 | 101.01 | 101.0553 | 100.8376 | 101.273 | 0.3416 | 0.6248 | 0 | 0.6248 |
46 | 100.97 | 101.076 | 100.7027 | 101.4494 | 0.2889 | 0.6355 | 0.0025 | 0.6157 |
47 | 100.89 | 101.0691 | 100.5662 | 101.5721 | 0.2426 | 0.6504 | 0.0395 | 0.5759 |
48 | 100.62 | 101.0595 | 100.4467 | 101.6723 | 0.0799 | 0.7062 | 0.2115 | 0.5503 |
49 | 100.53 | 101.1319 | 100.424 | 101.8398 | 0.0478 | 0.9218 | 0.4361 | 0.6216 |
50 | 100.48 | 101.1243 | 100.3344 | 101.9141 | 0.0549 | 0.9299 | 0.5141 | 0.6021 |
51 | 100.48 | 101.1144 | 100.2501 | 101.9787 | 0.0751 | 0.9249 | 0.513 | 0.5848 |
52 | 100.47 | 101.1265 | 100.1934 | 102.0595 | 0.0839 | 0.9128 | 0.5472 | 0.5885 |
53 | 100.52 | 101.0905 | 100.0934 | 102.0875 | 0.1311 | 0.8887 | 0.586 | 0.5551 |
54 | 100.49 | 101.0684 | 100.0112 | 102.1257 | 0.1418 | 0.8454 | 0.6013 | 0.5358 |
55 | 100.47 | 101.0944 | 99.9802 | 102.2085 | 0.136 | 0.8562 | 0.6205 | 0.552 |
56 | 100.44 | 101.1802 | 100.0118 | 102.3485 | 0.1072 | 0.8833 | 0.6059 | 0.6059 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
45 | 0.0011 | -4e-04 | 0 | 0.0021 | 0 | 0 |
46 | 0.0019 | -0.001 | 7e-04 | 0.0112 | 0.0066 | 0.0815 |
47 | 0.0025 | -0.0018 | 0.0011 | 0.0321 | 0.0151 | 0.123 |
48 | 0.0031 | -0.0043 | 0.0019 | 0.1932 | 0.0596 | 0.2442 |
49 | 0.0036 | -0.006 | 0.0027 | 0.3623 | 0.1202 | 0.3467 |
50 | 0.004 | -0.0064 | 0.0033 | 0.4151 | 0.1693 | 0.4115 |
51 | 0.0044 | -0.0063 | 0.0037 | 0.4025 | 0.2026 | 0.4501 |
52 | 0.0047 | -0.0065 | 0.0041 | 0.4309 | 0.2312 | 0.4808 |
53 | 0.005 | -0.0056 | 0.0043 | 0.3254 | 0.2416 | 0.4916 |
54 | 0.0053 | -0.0057 | 0.0044 | 0.3346 | 0.2509 | 0.5009 |
55 | 0.0056 | -0.0062 | 0.0046 | 0.3898 | 0.2636 | 0.5134 |
56 | 0.0059 | -0.0073 | 0.0048 | 0.5479 | 0.2873 | 0.536 |