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 | 8.67 | - | - | - | - | - | - | - |
37 | 8.67 | - | - | - | - | - | - | - |
38 | 8.71 | - | - | - | - | - | - | - |
39 | 8.72 | - | - | - | - | - | - | - |
40 | 8.72 | - | - | - | - | - | - | - |
41 | 8.72 | - | - | - | - | - | - | - |
42 | 8.74 | - | - | - | - | - | - | - |
43 | 8.74 | - | - | - | - | - | - | - |
44 | 8.74 | - | - | - | - | - | - | - |
45 | 8.74 | - | - | - | - | - | - | - |
46 | 8.79 | - | - | - | - | - | - | - |
47 | 8.85 | - | - | - | - | - | - | - |
48 | 8.86 | - | - | - | - | - | - | - |
49 | 8.87 | 8.8639 | 8.7817 | 8.9461 | 0.4421 | 0.537 | 1 | 0.537 |
50 | 8.92 | 8.8771 | 8.7327 | 9.0215 | 0.2801 | 0.5382 | 0.9883 | 0.5916 |
51 | 8.96 | 8.8961 | 8.6994 | 9.0928 | 0.2623 | 0.406 | 0.9604 | 0.6406 |
52 | 8.97 | 8.9066 | 8.665 | 9.1483 | 0.3036 | 0.3325 | 0.935 | 0.6474 |
53 | 8.99 | 8.9119 | 8.6213 | 9.2026 | 0.2993 | 0.3477 | 0.9022 | 0.6369 |
54 | 8.98 | 8.9172 | 8.5758 | 9.2586 | 0.3593 | 0.338 | 0.8455 | 0.6287 |
55 | 8.98 | 8.9238 | 8.5332 | 9.3144 | 0.3889 | 0.3889 | 0.8218 | 0.6255 |
56 | 9.01 | 8.9289 | 8.492 | 9.3659 | 0.3581 | 0.4094 | 0.8016 | 0.6214 |
57 | 9.01 | 8.9324 | 8.4504 | 9.4144 | 0.3761 | 0.3761 | 0.783 | 0.6157 |
58 | 9.03 | 8.935 | 8.4091 | 9.461 | 0.3617 | 0.39 | 0.7055 | 0.6101 |
59 | 9.05 | 8.9376 | 8.3691 | 9.5062 | 0.3492 | 0.3751 | 0.6187 | 0.6055 |
60 | 9.05 | 8.9399 | 8.3304 | 9.5494 | 0.3617 | 0.3617 | 0.6014 | 0.6014 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0047 | 7e-04 | 0 | 0 | 0 | 0 |
50 | 0.0083 | 0.0048 | 0.0028 | 0.0018 | 9e-04 | 0.0307 |
51 | 0.0113 | 0.0072 | 0.0042 | 0.0041 | 0.002 | 0.0446 |
52 | 0.0138 | 0.0071 | 0.005 | 0.004 | 0.0025 | 0.0499 |
53 | 0.0166 | 0.0088 | 0.0057 | 0.0061 | 0.0032 | 0.0567 |
54 | 0.0195 | 0.007 | 0.0059 | 0.0039 | 0.0033 | 0.0577 |
55 | 0.0223 | 0.0063 | 0.006 | 0.0032 | 0.0033 | 0.0575 |
56 | 0.025 | 0.0091 | 0.0064 | 0.0066 | 0.0037 | 0.061 |
57 | 0.0275 | 0.0087 | 0.0066 | 0.006 | 0.004 | 0.063 |
58 | 0.03 | 0.0106 | 0.007 | 0.009 | 0.0045 | 0.0669 |
59 | 0.0325 | 0.0126 | 0.0075 | 0.0126 | 0.0052 | 0.0722 |
60 | 0.0348 | 0.0123 | 0.0079 | 0.0121 | 0.0058 | 0.0761 |