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[46]) |
34 | 111.85 | - | - | - | - | - | - | - |
35 | 112.12 | - | - | - | - | - | - | - |
36 | 112.15 | - | - | - | - | - | - | - |
37 | 112.17 | - | - | - | - | - | - | - |
38 | 112.67 | - | - | - | - | - | - | - |
39 | 112.8 | - | - | - | - | - | - | - |
40 | 113.44 | - | - | - | - | - | - | - |
41 | 113.53 | - | - | - | - | - | - | - |
42 | 114.53 | - | - | - | - | - | - | - |
43 | 114.51 | - | - | - | - | - | - | - |
44 | 115.05 | - | - | - | - | - | - | - |
45 | 116.67 | - | - | - | - | - | - | - |
46 | 117.07 | - | - | - | - | - | - | - |
47 | 116.92 | 117.3144 | 116.7349 | 117.8953 | 0.0916 | 0.7952 | 1 | 0.7952 |
48 | 117 | 117.6378 | 116.908 | 118.3698 | 0.0438 | 0.9727 | 1 | 0.9358 |
49 | 117.02 | 117.7142 | 116.8282 | 118.6034 | 0.063 | 0.9423 | 1 | 0.9222 |
50 | 117.35 | 118.2545 | 117.2282 | 119.2852 | 0.0427 | 0.9905 | 1 | 0.9878 |
51 | 117.36 | 118.4568 | 117.297 | 119.6223 | 0.0326 | 0.9686 | 1 | 0.9902 |
52 | 117.82 | 119.1438 | 117.8533 | 120.4413 | 0.0228 | 0.9965 | 1 | 0.9991 |
53 | 117.88 | 119.3118 | 117.8968 | 120.7353 | 0.0243 | 0.98 | 1 | 0.999 |
54 | 118.24 | 119.9855 | 118.4455 | 121.5356 | 0.0136 | 0.9961 | 1 | 0.9999 |
55 | 118.5 | 120.2141 | 118.5536 | 121.8861 | 0.0223 | 0.9897 | 1 | 0.9999 |
56 | 118.8 | 120.7957 | 119.0138 | 122.591 | 0.0147 | 0.9939 | 1 | 1 |
57 | 119.76 | 122.5249 | 120.6134 | 124.4515 | 0.0025 | 0.9999 | 1 | 1 |
58 | 120.09 | 122.8872 | 120.857 | 124.9344 | 0.0037 | 0.9986 | 1 | 1 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
47 | 0.0025 | -0.0034 | 0 | 0.1556 | 0 | 0 |
48 | 0.0032 | -0.0054 | 0.0044 | 0.4068 | 0.2812 | 0.5303 |
49 | 0.0039 | -0.0059 | 0.0049 | 0.4819 | 0.3481 | 0.59 |
50 | 0.0044 | -0.0076 | 0.0056 | 0.818 | 0.4656 | 0.6823 |
51 | 0.005 | -0.0093 | 0.0063 | 1.2029 | 0.613 | 0.783 |
52 | 0.0056 | -0.0111 | 0.0071 | 1.7524 | 0.8029 | 0.8961 |
53 | 0.0061 | -0.012 | 0.0078 | 2.0502 | 0.9811 | 0.9905 |
54 | 0.0066 | -0.0145 | 0.0087 | 3.0469 | 1.2393 | 1.1133 |
55 | 0.0071 | -0.0143 | 0.0093 | 2.9381 | 1.4281 | 1.195 |
56 | 0.0076 | -0.0165 | 0.01 | 3.983 | 1.6836 | 1.2975 |
57 | 0.008 | -0.0226 | 0.0111 | 7.6449 | 2.2255 | 1.4918 |
58 | 0.0085 | -0.0228 | 0.0121 | 7.8243 | 2.6921 | 1.6408 |