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[52]) |
40 | 108.1 | - | - | - | - | - | - | - |
41 | 108.4 | - | - | - | - | - | - | - |
42 | 108.84 | - | - | - | - | - | - | - |
43 | 109.62 | - | - | - | - | - | - | - |
44 | 110.42 | - | - | - | - | - | - | - |
45 | 110.67 | - | - | - | - | - | - | - |
46 | 111.66 | - | - | - | - | - | - | - |
47 | 112.28 | - | - | - | - | - | - | - |
48 | 112.87 | - | - | - | - | - | - | - |
49 | 112.18 | - | - | - | - | - | - | - |
50 | 112.36 | - | - | - | - | - | - | - |
51 | 112.16 | - | - | - | - | - | - | - |
52 | 111.49 | - | - | - | - | - | - | - |
53 | 111.25 | 111.2943 | 110.5808 | 112.0078 | 0.4515 | 0.2955 | 1 | 0.2955 |
54 | 111.36 | 111.1063 | 109.9283 | 112.2843 | 0.3365 | 0.4055 | 0.9999 | 0.2616 |
55 | 111.74 | 110.8769 | 109.268 | 112.4859 | 0.1465 | 0.2781 | 0.9371 | 0.2276 |
56 | 111.1 | 110.739 | 108.6521 | 112.8259 | 0.3673 | 0.1736 | 0.6178 | 0.2403 |
57 | 111.33 | 110.6263 | 108.0732 | 113.1793 | 0.2945 | 0.358 | 0.4866 | 0.2536 |
58 | 111.25 | 110.5238 | 107.5221 | 113.5254 | 0.3177 | 0.2993 | 0.2291 | 0.264 |
59 | 111.04 | 110.4476 | 107.0074 | 113.8878 | 0.3679 | 0.3238 | 0.1482 | 0.2763 |
60 | 110.97 | 110.3864 | 106.5234 | 114.2494 | 0.3836 | 0.3701 | 0.1038 | 0.2878 |
61 | 111.31 | 110.3354 | 106.0663 | 114.6045 | 0.3273 | 0.3854 | 0.1985 | 0.298 |
62 | 111.02 | 110.2952 | 105.6353 | 114.9551 | 0.3802 | 0.3348 | 0.1926 | 0.3076 |
63 | 111.07 | 110.2629 | 105.2276 | 115.2983 | 0.3767 | 0.3841 | 0.2301 | 0.3165 |
64 | 111.36 | 110.2367 | 104.8406 | 115.6328 | 0.3416 | 0.3811 | 0.3245 | 0.3245 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
53 | 0.0033 | -4e-04 | 0 | 0.002 | 0 | 0 |
54 | 0.0054 | 0.0023 | 0.0013 | 0.0644 | 0.0332 | 0.1821 |
55 | 0.0074 | 0.0078 | 0.0035 | 0.7449 | 0.2704 | 0.52 |
56 | 0.0096 | 0.0033 | 0.0034 | 0.1303 | 0.2354 | 0.4852 |
57 | 0.0118 | 0.0064 | 0.004 | 0.4952 | 0.2874 | 0.5361 |
58 | 0.0139 | 0.0066 | 0.0044 | 0.5274 | 0.3274 | 0.5722 |
59 | 0.0159 | 0.0054 | 0.0046 | 0.351 | 0.3307 | 0.5751 |
60 | 0.0179 | 0.0053 | 0.0047 | 0.3406 | 0.332 | 0.5762 |
61 | 0.0197 | 0.0088 | 0.0051 | 0.9498 | 0.4006 | 0.6329 |
62 | 0.0216 | 0.0066 | 0.0053 | 0.5253 | 0.4131 | 0.6427 |
63 | 0.0233 | 0.0073 | 0.0055 | 0.6514 | 0.4347 | 0.6594 |
64 | 0.025 | 0.0102 | 0.0059 | 1.2618 | 0.5037 | 0.7097 |