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 | 100.09 | - | - | - | - | - | - | - |
37 | 100.7 | - | - | - | - | - | - | - |
38 | 100.78 | - | - | - | - | - | - | - |
39 | 99.81 | - | - | - | - | - | - | - |
40 | 98.45 | - | - | - | - | - | - | - |
41 | 98.49 | - | - | - | - | - | - | - |
42 | 97.48 | - | - | - | - | - | - | - |
43 | 97.91 | - | - | - | - | - | - | - |
44 | 96.94 | - | - | - | - | - | - | - |
45 | 98.53 | - | - | - | - | - | - | - |
46 | 96.82 | - | - | - | - | - | - | - |
47 | 95.76 | - | - | - | - | - | - | - |
48 | 95.27 | - | - | - | - | - | - | - |
49 | 97.32 | 95.4435 | 93.2536 | 97.6334 | 0.0465 | 0.5617 | 0 | 0.5617 |
50 | 96.68 | 95.387 | 92.3023 | 98.4716 | 0.2057 | 0.1097 | 3e-04 | 0.5296 |
51 | 97.87 | 95.6493 | 91.8765 | 99.4221 | 0.1243 | 0.2962 | 0.0153 | 0.5781 |
52 | 97.42 | 95.4384 | 91.0849 | 99.792 | 0.1862 | 0.1368 | 0.0876 | 0.5302 |
53 | 97.94 | 95.3785 | 90.5131 | 100.244 | 0.1511 | 0.2054 | 0.105 | 0.5174 |
54 | 99.52 | 95.3613 | 90.0329 | 100.6897 | 0.063 | 0.1714 | 0.2179 | 0.5134 |
55 | 100.99 | 95.4382 | 89.684 | 101.1924 | 0.0293 | 0.0822 | 0.1999 | 0.5228 |
56 | 99.92 | 94.8618 | 88.7111 | 101.0124 | 0.0535 | 0.0254 | 0.2539 | 0.4482 |
57 | 101.97 | 95.39 | 88.867 | 101.913 | 0.024 | 0.0867 | 0.1727 | 0.5144 |
58 | 101.58 | 95.715 | 88.8398 | 102.5903 | 0.0473 | 0.0373 | 0.3764 | 0.5505 |
59 | 99.54 | 95.0863 | 87.876 | 102.2966 | 0.113 | 0.0388 | 0.4273 | 0.4801 |
60 | 100.83 | 95.0749 | 87.5445 | 102.6053 | 0.0671 | 0.1226 | 0.4797 | 0.4797 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0117 | 0.0197 | 0.0016 | 3.5213 | 0.2934 | 0.5417 |
50 | 0.0165 | 0.0136 | 0.0011 | 1.6719 | 0.1393 | 0.3733 |
51 | 0.0201 | 0.0232 | 0.0019 | 4.9315 | 0.411 | 0.6411 |
52 | 0.0233 | 0.0208 | 0.0017 | 3.9266 | 0.3272 | 0.572 |
53 | 0.026 | 0.0269 | 0.0022 | 6.5612 | 0.5468 | 0.7394 |
54 | 0.0285 | 0.0436 | 0.0036 | 17.2947 | 1.4412 | 1.2005 |
55 | 0.0308 | 0.0582 | 0.0048 | 30.8225 | 2.5685 | 1.6027 |
56 | 0.0331 | 0.0533 | 0.0044 | 25.5857 | 2.1321 | 1.4602 |
57 | 0.0349 | 0.069 | 0.0057 | 43.2961 | 3.608 | 1.8995 |
58 | 0.0366 | 0.0613 | 0.0051 | 34.3978 | 2.8665 | 1.6931 |
59 | 0.0387 | 0.0468 | 0.0039 | 19.8352 | 1.6529 | 1.2857 |
60 | 0.0404 | 0.0605 | 0.005 | 33.1213 | 2.7601 | 1.6614 |