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[155]) |
143 | 106.03 | - | - | - | - | - | - | - |
144 | 106.48 | - | - | - | - | - | - | - |
145 | 106.25 | - | - | - | - | - | - | - |
146 | 106.7 | - | - | - | - | - | - | - |
147 | 107.6 | - | - | - | - | - | - | - |
148 | 108.05 | - | - | - | - | - | - | - |
149 | 108.72 | - | - | - | - | - | - | - |
150 | 109.17 | - | - | - | - | - | - | - |
151 | 109.08 | - | - | - | - | - | - | - |
152 | 109.04 | - | - | - | - | - | - | - |
153 | 109.34 | - | - | - | - | - | - | - |
154 | 109.37 | - | - | - | - | - | - | - |
155 | 108.96 | - | - | - | - | - | - | - |
156 | 108.77 | 109.3258 | 108.9115 | 109.7448 | 0.0047 | 0.9564 | 1 | 0.9564 |
157 | 108.11 | 108.9499 | 108.3195 | 109.5915 | 0.0051 | 0.7087 | 1 | 0.4877 |
158 | 108.67 | 109.3909 | 108.5836 | 110.2164 | 0.0435 | 0.9988 | 1 | 0.8468 |
159 | 109.05 | 110.1261 | 109.1601 | 111.1183 | 0.0168 | 0.998 | 1 | 0.9894 |
160 | 109.43 | 110.6827 | 109.5766 | 111.823 | 0.0157 | 0.9975 | 1 | 0.9985 |
161 | 109.62 | 111.1048 | 109.8728 | 112.3793 | 0.0112 | 0.995 | 0.9999 | 0.9995 |
162 | 109.85 | 111.2703 | 109.929 | 112.6619 | 0.0227 | 0.9899 | 0.9985 | 0.9994 |
163 | 109.34 | 111.0864 | 109.6562 | 112.5741 | 0.0107 | 0.9483 | 0.9959 | 0.9975 |
164 | 109.65 | 111.2537 | 109.7276 | 112.8454 | 0.0241 | 0.9908 | 0.9968 | 0.9976 |
165 | 109.69 | 111.6541 | 110.0264 | 113.3561 | 0.0119 | 0.9895 | 0.9961 | 0.999 |
166 | 109.91 | 111.8751 | 110.1568 | 113.6764 | 0.0163 | 0.9913 | 0.9968 | 0.9992 |
167 | 110.09 | 111.9077 | 110.1106 | 113.7958 | 0.0296 | 0.981 | 0.9989 | 0.9989 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
156 | 0.002 | -0.0051 | 0 | 0.3089 | 0 | 0 |
157 | 0.003 | -0.0077 | 0.0064 | 0.7055 | 0.5072 | 0.7122 |
158 | 0.0039 | -0.0066 | 0.0065 | 0.5197 | 0.5114 | 0.7151 |
159 | 0.0046 | -0.0098 | 0.0073 | 1.1581 | 0.673 | 0.8204 |
160 | 0.0053 | -0.0113 | 0.0081 | 1.5692 | 0.8523 | 0.9232 |
161 | 0.0059 | -0.0134 | 0.009 | 2.2048 | 1.0777 | 1.0381 |
162 | 0.0064 | -0.0128 | 0.0095 | 2.0171 | 1.2119 | 1.1009 |
163 | 0.0068 | -0.0157 | 0.0103 | 3.0499 | 1.4416 | 1.2007 |
164 | 0.0073 | -0.0144 | 0.0107 | 2.572 | 1.5672 | 1.2519 |
165 | 0.0078 | -0.0176 | 0.0114 | 3.8575 | 1.7963 | 1.3402 |
166 | 0.0082 | -0.0176 | 0.012 | 3.8615 | 1.984 | 1.4085 |
167 | 0.0086 | -0.0162 | 0.0123 | 3.3042 | 2.094 | 1.4471 |