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[33]) |
21 | 108.41 | - | - | - | - | - | - | - |
22 | 109.9 | - | - | - | - | - | - | - |
23 | 111.45 | - | - | - | - | - | - | - |
24 | 112.18 | - | - | - | - | - | - | - |
25 | 113.34 | - | - | - | - | - | - | - |
26 | 113.46 | - | - | - | - | - | - | - |
27 | 114.06 | - | - | - | - | - | - | - |
28 | 115.54 | - | - | - | - | - | - | - |
29 | 116.39 | - | - | - | - | - | - | - |
30 | 115.94 | - | - | - | - | - | - | - |
31 | 116.97 | - | - | - | - | - | - | - |
32 | 115.94 | - | - | - | - | - | - | - |
33 | 115.91 | - | - | - | - | - | - | - |
34 | 116.43 | 116.2968 | 114.8699 | 117.7237 | 0.4274 | 0.7024 | 1 | 0.7024 |
35 | 116.26 | 116.4415 | 114.533 | 118.3501 | 0.4261 | 0.5047 | 1 | 0.7074 |
36 | 116.35 | 116.4104 | 113.8892 | 118.9315 | 0.4813 | 0.5465 | 0.9995 | 0.6514 |
37 | 117.9 | 116.8396 | 113.5743 | 120.105 | 0.2622 | 0.6156 | 0.9822 | 0.7116 |
38 | 117.7 | 116.8459 | 112.9927 | 120.6991 | 0.332 | 0.2959 | 0.9575 | 0.683 |
39 | 117.53 | 116.9182 | 112.4364 | 121.4 | 0.3945 | 0.3662 | 0.8943 | 0.6704 |
40 | 117.86 | 117.5532 | 112.4642 | 122.6421 | 0.453 | 0.5036 | 0.7809 | 0.7366 |
41 | 117.65 | 117.6737 | 112.0225 | 123.3248 | 0.4967 | 0.4742 | 0.6719 | 0.7296 |
42 | 116.51 | 117.5104 | 111.3031 | 123.7178 | 0.376 | 0.4824 | 0.69 | 0.6933 |
43 | 115.93 | 117.7831 | 111.0492 | 124.5169 | 0.2948 | 0.6445 | 0.5935 | 0.7072 |
44 | 115.31 | 117.5268 | 110.2907 | 124.7629 | 0.2741 | 0.6673 | 0.6663 | 0.6693 |
45 | 115 | 117.8127 | 110.0928 | 125.5327 | 0.2376 | 0.7374 | 0.6855 | 0.6855 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
34 | 0.0063 | 0.0011 | 0 | 0.0177 | 0 | 0 |
35 | 0.0084 | -0.0016 | 0.0014 | 0.033 | 0.0254 | 0.1592 |
36 | 0.011 | -5e-04 | 0.0011 | 0.0036 | 0.0181 | 0.1346 |
37 | 0.0143 | 0.0091 | 0.0031 | 1.1244 | 0.2947 | 0.5428 |
38 | 0.0168 | 0.0073 | 0.0039 | 0.7294 | 0.3816 | 0.6178 |
39 | 0.0196 | 0.0052 | 0.0041 | 0.3743 | 0.3804 | 0.6168 |
40 | 0.0221 | 0.0026 | 0.0039 | 0.0942 | 0.3395 | 0.5827 |
41 | 0.0245 | -2e-04 | 0.0035 | 6e-04 | 0.2971 | 0.5451 |
42 | 0.027 | -0.0085 | 0.004 | 1.0009 | 0.3753 | 0.6126 |
43 | 0.0292 | -0.0157 | 0.0052 | 3.4338 | 0.6812 | 0.8253 |
44 | 0.0314 | -0.0189 | 0.0064 | 4.9141 | 1.066 | 1.0325 |
45 | 0.0334 | -0.0239 | 0.0079 | 7.9115 | 1.6364 | 1.2792 |