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[44]) |
32 | 0.8244 | - | - | - | - | - | - | - |
33 | 0.8487 | - | - | - | - | - | - | - |
34 | 0.8572 | - | - | - | - | - | - | - |
35 | 0.8214 | - | - | - | - | - | - | - |
36 | 0.8827 | - | - | - | - | - | - | - |
37 | 0.9216 | - | - | - | - | - | - | - |
38 | 0.8865 | - | - | - | - | - | - | - |
39 | 0.8816 | - | - | - | - | - | - | - |
40 | 0.8884 | - | - | - | - | - | - | - |
41 | 0.9466 | - | - | - | - | - | - | - |
42 | 0.918 | - | - | - | - | - | - | - |
43 | 0.9337 | - | - | - | - | - | - | - |
44 | 0.9559 | - | - | - | - | - | - | - |
45 | 0.9626 | 0.9457 | 0.8699 | 1.073 | 0.3973 | 0.4375 | 0.9323 | 0.4375 |
46 | 0.9434 | 0.9456 | 0.8586 | 1.1091 | 0.4894 | 0.4193 | 0.8554 | 0.4509 |
47 | 0.8639 | 0.9456 | 0.8494 | 1.1456 | 0.2116 | 0.5086 | 0.8883 | 0.4598 |
48 | 0.7996 | 0.9456 | 0.8417 | 1.184 | 0.1149 | 0.7492 | 0.6975 | 0.4663 |
49 | 0.668 | 0.9456 | 0.8349 | 1.2253 | 0.0259 | 0.8469 | 0.5668 | 0.4713 |
50 | 0.6572 | 0.9456 | 0.8289 | 1.271 | 0.0412 | 0.9528 | 0.6391 | 0.4753 |
51 | 0.6928 | 0.9456 | 0.8235 | 1.3227 | 0.0944 | 0.9331 | 0.6303 | 0.4787 |
52 | 0.6438 | 0.9456 | 0.8185 | 1.3828 | 0.088 | 0.8715 | 0.6012 | 0.4816 |
53 | 0.6454 | 0.9456 | 0.8139 | 1.4552 | 0.1241 | 0.8772 | 0.4985 | 0.4842 |
54 | 0.6873 | 0.9456 | 0.8097 | 1.5463 | 0.1996 | 0.8364 | 0.5359 | 0.4866 |
55 | 0.7265 | 0.9456 | 0.8057 | 1.669 | 0.2764 | 0.758 | 0.5129 | 0.4889 |
56 | 0.7912 | 0.9456 | 0.802 | 1.8538 | 0.3695 | 0.6818 | 0.4911 | 0.4911 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
45 | 0.0687 | 0.0179 | 0.0015 | 3e-04 | 0 | 0.0049 |
46 | 0.0882 | -0.0023 | 2e-04 | 0 | 0 | 6e-04 |
47 | 0.1079 | -0.0864 | 0.0072 | 0.0067 | 6e-04 | 0.0236 |
48 | 0.1286 | -0.1544 | 0.0129 | 0.0213 | 0.0018 | 0.0421 |
49 | 0.1509 | -0.2936 | 0.0245 | 0.0771 | 0.0064 | 0.0801 |
50 | 0.1756 | -0.305 | 0.0254 | 0.0832 | 0.0069 | 0.0833 |
51 | 0.2035 | -0.2674 | 0.0223 | 0.0639 | 0.0053 | 0.073 |
52 | 0.2359 | -0.3192 | 0.0266 | 0.0911 | 0.0076 | 0.0871 |
53 | 0.2749 | -0.3175 | 0.0265 | 0.0901 | 0.0075 | 0.0867 |
54 | 0.3241 | -0.2732 | 0.0228 | 0.0667 | 0.0056 | 0.0746 |
55 | 0.3903 | -0.2317 | 0.0193 | 0.048 | 0.004 | 0.0633 |
56 | 0.49 | -0.1633 | 0.0136 | 0.0238 | 0.002 | 0.0446 |