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[96]) |
84 | 104.95 | - | - | - | - | - | - | - |
85 | 105.85 | - | - | - | - | - | - | - |
86 | 106.23 | - | - | - | - | - | - | - |
87 | 104.86 | - | - | - | - | - | - | - |
88 | 107.44 | - | - | - | - | - | - | - |
89 | 108.23 | - | - | - | - | - | - | - |
90 | 108.45 | - | - | - | - | - | - | - |
91 | 109.39 | - | - | - | - | - | - | - |
92 | 110.15 | - | - | - | - | - | - | - |
93 | 109.13 | - | - | - | - | - | - | - |
94 | 110.28 | - | - | - | - | - | - | - |
95 | 110.17 | - | - | - | - | - | - | - |
96 | 109.99 | - | - | - | - | - | - | - |
97 | 109.26 | 110.3433 | 109.705 | 110.9817 | 4e-04 | 0.861 | 1 | 0.861 |
98 | 109.11 | 110.4854 | 109.5556 | 111.4152 | 0.0019 | 0.9951 | 1 | 0.8518 |
99 | 107.06 | 109.0811 | 107.9138 | 110.2484 | 3e-04 | 0.4807 | 1 | 0.0635 |
100 | 109.53 | 111.4015 | 110.0254 | 112.7776 | 0.0038 | 1 | 1 | 0.9778 |
101 | 108.92 | 111.7582 | 110.1925 | 113.3239 | 2e-04 | 0.9974 | 1 | 0.9866 |
102 | 109.24 | 112.1087 | 110.368 | 113.8495 | 6e-04 | 0.9998 | 1 | 0.9915 |
103 | 109.12 | 112.5149 | 110.6107 | 114.419 | 2e-04 | 0.9996 | 0.9994 | 0.9953 |
104 | 109 | 112.8624 | 110.8045 | 114.9202 | 1e-04 | 0.9998 | 0.9951 | 0.9969 |
105 | 107.23 | 111.8038 | 109.6006 | 114.007 | 0 | 0.9937 | 0.9913 | 0.9467 |
106 | 109.49 | 113.2668 | 110.9255 | 115.6081 | 8e-04 | 1 | 0.9938 | 0.997 |
107 | 109.04 | 113.1159 | 110.6429 | 115.5889 | 6e-04 | 0.998 | 0.9902 | 0.9934 |
108 | 109.02 | 113.1135 | 110.5145 | 115.7124 | 0.001 | 0.9989 | 0.9908 | 0.9908 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
97 | 0.003 | -0.0098 | 0 | 1.1736 | 0 | 0 |
98 | 0.0043 | -0.0124 | 0.0111 | 1.8917 | 1.5327 | 1.238 |
99 | 0.0055 | -0.0185 | 0.0136 | 4.085 | 2.3834 | 1.5438 |
100 | 0.0063 | -0.0168 | 0.0144 | 3.5027 | 2.6632 | 1.6319 |
101 | 0.0071 | -0.0254 | 0.0166 | 8.0553 | 3.7417 | 1.9343 |
102 | 0.0079 | -0.0256 | 0.0181 | 8.2296 | 4.4896 | 2.1189 |
103 | 0.0086 | -0.0302 | 0.0198 | 11.5251 | 5.4947 | 2.3441 |
104 | 0.0093 | -0.0342 | 0.0216 | 14.9179 | 6.6726 | 2.5831 |
105 | 0.0101 | -0.0409 | 0.0238 | 20.9194 | 8.2556 | 2.8733 |
106 | 0.0105 | -0.0333 | 0.0247 | 14.2644 | 8.8565 | 2.976 |
107 | 0.0112 | -0.036 | 0.0258 | 16.6129 | 9.5616 | 3.0922 |
108 | 0.0117 | -0.0362 | 0.0266 | 16.7566 | 10.1612 | 3.1877 |