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[45]) |
33 | 1.2727 | - | - | - | - | - | - | - |
34 | 1.2611 | - | - | - | - | - | - | - |
35 | 1.2881 | - | - | - | - | - | - | - |
36 | 1.3213 | - | - | - | - | - | - | - |
37 | 1.2999 | - | - | - | - | - | - | - |
38 | 1.3074 | - | - | - | - | - | - | - |
39 | 1.3242 | - | - | - | - | - | - | - |
40 | 1.3516 | - | - | - | - | - | - | - |
41 | 1.3511 | - | - | - | - | - | - | - |
42 | 1.3419 | - | - | - | - | - | - | - |
43 | 1.3716 | - | - | - | - | - | - | - |
44 | 1.3622 | - | - | - | - | - | - | - |
45 | 1.3896 | - | - | - | - | - | - | - |
46 | 1.4227 | 1.4016 | 1.357 | 1.4462 | 0.1767 | 0.7006 | 1 | 0.7006 |
47 | 1.4684 | 1.4016 | 1.3267 | 1.4764 | 0.0401 | 0.2901 | 0.9985 | 0.6231 |
48 | 1.457 | 1.4016 | 1.3056 | 1.4976 | 0.1289 | 0.0862 | 0.9494 | 0.5966 |
49 | 1.4718 | 1.4016 | 1.2883 | 1.5148 | 0.1121 | 0.1687 | 0.9608 | 0.5821 |
50 | 1.4748 | 1.4016 | 1.2734 | 1.5298 | 0.1315 | 0.1415 | 0.925 | 0.5726 |
51 | 1.5527 | 1.4016 | 1.26 | 1.5432 | 0.0182 | 0.1554 | 0.8579 | 0.5658 |
52 | 1.5751 | 1.4016 | 1.2477 | 1.5554 | 0.0135 | 0.0271 | 0.7379 | 0.5606 |
53 | 1.5557 | 1.4016 | 1.2364 | 1.5667 | 0.0337 | 0.0197 | 0.7254 | 0.5565 |
54 | 1.5553 | 1.4016 | 1.2258 | 1.5773 | 0.0432 | 0.0428 | 0.7471 | 0.5531 |
55 | 1.577 | 1.4016 | 1.2158 | 1.5873 | 0.0321 | 0.0524 | 0.6241 | 0.5503 |
56 | 1.4975 | 1.4016 | 1.2063 | 1.5968 | 0.1678 | 0.0391 | 0.6537 | 0.5479 |
57 | 1.437 | 1.4016 | 1.1973 | 1.6058 | 0.367 | 0.1787 | 0.5457 | 0.5457 |
58 | 1.3322 | 1.4016 | 1.1886 | 1.6145 | 0.2615 | 0.3722 | 0.4229 | 0.5439 |
59 | 1.2732 | 1.4016 | 1.1803 | 1.6228 | 0.1277 | 0.7306 | 0.2769 | 0.5422 |
60 | 1.3449 | 1.4016 | 1.1723 | 1.6308 | 0.314 | 0.8638 | 0.3178 | 0.5408 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
46 | 0.0162 | 0.0151 | 0 | 4e-04 | 0 | 0 |
47 | 0.0272 | 0.0477 | 0.0314 | 0.0045 | 0.0025 | 0.0496 |
48 | 0.0349 | 0.0395 | 0.0341 | 0.0031 | 0.0027 | 0.0516 |
49 | 0.0412 | 0.0501 | 0.0381 | 0.0049 | 0.0032 | 0.0568 |
50 | 0.0467 | 0.0522 | 0.0409 | 0.0054 | 0.0037 | 0.0605 |
51 | 0.0515 | 0.1078 | 0.0521 | 0.0228 | 0.0069 | 0.0828 |
52 | 0.056 | 0.1238 | 0.0623 | 0.0301 | 0.0102 | 0.1009 |
53 | 0.0601 | 0.11 | 0.0683 | 0.0238 | 0.0119 | 0.109 |
54 | 0.064 | 0.1097 | 0.0729 | 0.0236 | 0.0132 | 0.1148 |
55 | 0.0676 | 0.1252 | 0.0781 | 0.0308 | 0.0149 | 0.1222 |
56 | 0.0711 | 0.0684 | 0.0772 | 0.0092 | 0.0144 | 0.1201 |
57 | 0.0744 | 0.0253 | 0.0729 | 0.0013 | 0.0133 | 0.1154 |
58 | 0.0775 | -0.0495 | 0.0711 | 0.0048 | 0.0127 | 0.1125 |
59 | 0.0805 | -0.0916 | 0.0726 | 0.0165 | 0.0129 | 0.1137 |
60 | 0.0835 | -0.0404 | 0.0704 | 0.0032 | 0.0123 | 0.1109 |