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[28]) |
24 | 216.4 | - | - | - | - | - | - | - |
25 | 217.5 | - | - | - | - | - | - | - |
26 | 218.6 | - | - | - | - | - | - | - |
27 | 220.4 | - | - | - | - | - | - | - |
28 | 221.8 | - | - | - | - | - | - | - |
29 | 222.5 | 223.0667 | 221.6189 | 224.5135 | 0.2213 | 0.9569 | 1 | 0.9569 |
30 | 223.4 | 224.1385 | 221.9779 | 226.297 | 0.2512 | 0.9316 | 1 | 0.9831 |
31 | 225.5 | 225.4052 | 222.2591 | 228.5468 | 0.4764 | 0.8945 | 0.9991 | 0.9877 |
32 | 226.5 | 226.6538 | 222.6777 | 230.6231 | 0.4697 | 0.7156 | 0.9917 | 0.9917 |
33 | 227.8 | 227.6583 | 222.6624 | 232.6433 | 0.4778 | 0.6756 | 0.9787 | 0.9894 |
34 | 228.5 | 228.5308 | 222.6217 | 234.4246 | 0.4959 | 0.596 | 0.956 | 0.9874 |
35 | 229.1 | 229.845 | 223.0076 | 236.662 | 0.4152 | 0.6505 | 0.8942 | 0.9896 |
36 | 229.9 | 230.8904 | 223.1952 | 238.5601 | 0.4001 | 0.6764 | 0.8691 | 0.9899 |
37 | 230.8 | 231.8203 | 222.8904 | 240.7159 | 0.4111 | 0.6639 | 0.8121 | 0.9864 |
38 | 231.9 | 232.5984 | 222.516 | 242.6373 | 0.4458 | 0.6373 | 0.7882 | 0.9825 |
39 | 236 | 233.5645 | 222.2405 | 244.8338 | 0.3359 | 0.6139 | 0.7813 | 0.9796 |
40 | 237.5 | 234.463 | 221.9706 | 246.8892 | 0.316 | 0.4042 | 0.7642 | 0.9771 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
29 | 0.0033 | -0.0025 | 2e-04 | 0.3211 | 0.0268 | 0.1636 |
30 | 0.0049 | -0.0033 | 3e-04 | 0.5454 | 0.0454 | 0.2132 |
31 | 0.0071 | 4e-04 | 0 | 0.009 | 7e-04 | 0.0274 |
32 | 0.0089 | -7e-04 | 1e-04 | 0.0237 | 0.002 | 0.0444 |
33 | 0.0112 | 6e-04 | 1e-04 | 0.0201 | 0.0017 | 0.0409 |
34 | 0.0132 | -1e-04 | 0 | 9e-04 | 1e-04 | 0.0089 |
35 | 0.0151 | -0.0032 | 3e-04 | 0.555 | 0.0462 | 0.2151 |
36 | 0.0169 | -0.0043 | 4e-04 | 0.9809 | 0.0817 | 0.2859 |
37 | 0.0196 | -0.0044 | 4e-04 | 1.0411 | 0.0868 | 0.2945 |
38 | 0.022 | -0.003 | 3e-04 | 0.4878 | 0.0406 | 0.2016 |
39 | 0.0246 | 0.0104 | 9e-04 | 5.9316 | 0.4943 | 0.7031 |
40 | 0.027 | 0.013 | 0.0011 | 9.2234 | 0.7686 | 0.8767 |