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[35]) |
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 | - | - | - | - | - | - | - |
35 | 116.26 | - | - | - | - | - | - | - |
36 | 116.35 | 116.4103 | 114.9342 | 117.8865 | 0.4681 | 0.5791 | 1 | 0.5791 |
37 | 117.9 | 116.5489 | 114.5521 | 118.5457 | 0.0924 | 0.5774 | 0.9992 | 0.6116 |
38 | 117.7 | 116.5136 | 113.8433 | 119.1839 | 0.1919 | 0.1544 | 0.9875 | 0.5738 |
39 | 117.53 | 116.6137 | 113.112 | 120.1153 | 0.304 | 0.2716 | 0.9236 | 0.5785 |
40 | 117.86 | 116.6481 | 112.4632 | 120.8329 | 0.2851 | 0.3398 | 0.6981 | 0.5721 |
41 | 117.65 | 116.6597 | 111.7367 | 121.5826 | 0.3467 | 0.3164 | 0.5427 | 0.5632 |
42 | 116.51 | 116.7068 | 111.0616 | 122.352 | 0.4728 | 0.3717 | 0.605 | 0.5616 |
43 | 115.93 | 116.7191 | 110.3986 | 123.0396 | 0.4033 | 0.5258 | 0.469 | 0.5566 |
44 | 115.31 | 116.7358 | 109.7397 | 123.7318 | 0.3448 | 0.5893 | 0.5882 | 0.553 |
45 | 115 | 116.7559 | 109.1146 | 124.3971 | 0.3262 | 0.6446 | 0.5859 | 0.5506 |
46 | 115.45 | 116.7635 | 108.5016 | 125.0254 | 0.3777 | 0.6622 | 0.5315 | 0.5475 |
47 | 115.83 | 116.7749 | 107.909 | 125.6408 | 0.4173 | 0.6152 | 0.5453 | 0.5453 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
36 | 0.0065 | -5e-04 | 0 | 0.0036 | 0 | 0 |
37 | 0.0087 | 0.0116 | 0.0061 | 1.8255 | 0.9146 | 0.9563 |
38 | 0.0117 | 0.0102 | 0.0074 | 1.4075 | 1.0789 | 1.0387 |
39 | 0.0153 | 0.0079 | 0.0075 | 0.8397 | 1.0191 | 1.0095 |
40 | 0.0183 | 0.0104 | 0.0081 | 1.4688 | 1.109 | 1.0531 |
41 | 0.0215 | 0.0085 | 0.0082 | 0.9808 | 1.0876 | 1.0429 |
42 | 0.0247 | -0.0017 | 0.0072 | 0.0387 | 0.9378 | 0.9684 |
43 | 0.0276 | -0.0068 | 0.0072 | 0.6227 | 0.8984 | 0.9478 |
44 | 0.0306 | -0.0122 | 0.0077 | 2.0328 | 1.0244 | 1.0122 |
45 | 0.0334 | -0.015 | 0.0085 | 3.0831 | 1.2303 | 1.1092 |
46 | 0.0361 | -0.0112 | 0.0087 | 1.7253 | 1.2753 | 1.1293 |
47 | 0.0387 | -0.0081 | 0.0087 | 0.8928 | 1.2434 | 1.1151 |