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[108]) |
96 | 108.1 | - | - | - | - | - | - | - |
97 | 108.4 | - | - | - | - | - | - | - |
98 | 108.84 | - | - | - | - | - | - | - |
99 | 109.62 | - | - | - | - | - | - | - |
100 | 110.42 | - | - | - | - | - | - | - |
101 | 110.67 | - | - | - | - | - | - | - |
102 | 111.66 | - | - | - | - | - | - | - |
103 | 112.28 | - | - | - | - | - | - | - |
104 | 112.87 | - | - | - | - | - | - | - |
105 | 112.18 | - | - | - | - | - | - | - |
106 | 112.36 | - | - | - | - | - | - | - |
107 | 112.16 | - | - | - | - | - | - | - |
108 | 111.49 | - | - | - | - | - | - | - |
109 | 111.25 | 111.3811 | 110.7866 | 111.9757 | 0.3327 | 0.3599 | 1 | 0.3599 |
110 | 111.36 | 111.4759 | 110.5359 | 112.4159 | 0.4045 | 0.6812 | 1 | 0.4883 |
111 | 111.74 | 112.0138 | 110.8248 | 113.2029 | 0.3259 | 0.8594 | 1 | 0.806 |
112 | 111.1 | 112.1095 | 110.7153 | 113.5038 | 0.0779 | 0.6983 | 0.9912 | 0.8081 |
113 | 111.33 | 112.5725 | 110.9996 | 114.1455 | 0.0608 | 0.9667 | 0.9911 | 0.9113 |
114 | 111.25 | 112.868 | 111.1347 | 114.6013 | 0.0337 | 0.959 | 0.914 | 0.9404 |
115 | 111.04 | 112.9417 | 111.0617 | 114.8218 | 0.0237 | 0.9611 | 0.7549 | 0.9349 |
116 | 110.97 | 113.3652 | 111.3491 | 115.3813 | 0.0099 | 0.9881 | 0.6849 | 0.9658 |
117 | 111.31 | 113.2899 | 111.1463 | 115.4335 | 0.0351 | 0.983 | 0.8449 | 0.9501 |
118 | 111.02 | 113.1955 | 110.9316 | 115.4594 | 0.0298 | 0.9487 | 0.7653 | 0.9301 |
119 | 111.07 | 113.2522 | 110.8741 | 115.6303 | 0.036 | 0.9671 | 0.816 | 0.9268 |
120 | 111.36 | 113.636 | 111.1489 | 116.1231 | 0.0364 | 0.9784 | 0.9546 | 0.9546 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
109 | 0.0027 | -0.0012 | 0 | 0.0172 | 0 | 0 |
110 | 0.0043 | -0.001 | 0.0011 | 0.0134 | 0.0153 | 0.1238 |
111 | 0.0054 | -0.0024 | 0.0016 | 0.075 | 0.0352 | 0.1876 |
112 | 0.0063 | -0.009 | 0.0034 | 1.0192 | 0.2812 | 0.5303 |
113 | 0.0071 | -0.011 | 0.0049 | 1.5439 | 0.5337 | 0.7306 |
114 | 0.0078 | -0.0143 | 0.0065 | 2.6179 | 0.8811 | 0.9387 |
115 | 0.0085 | -0.0168 | 0.008 | 3.6166 | 1.2719 | 1.1278 |
116 | 0.0091 | -0.0211 | 0.0096 | 5.737 | 1.83 | 1.3528 |
117 | 0.0097 | -0.0175 | 0.0105 | 3.9201 | 2.0622 | 1.4361 |
118 | 0.0102 | -0.0192 | 0.0114 | 4.7327 | 2.3293 | 1.5262 |
119 | 0.0107 | -0.0193 | 0.0121 | 4.7621 | 2.5505 | 1.597 |
120 | 0.0112 | -0.02 | 0.0127 | 5.1802 | 2.7696 | 1.6642 |