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[48]) |
36 | 1.1856 | - | - | - | - | - | - | - |
37 | 1.2103 | - | - | - | - | - | - | - |
38 | 1.1938 | - | - | - | - | - | - | - |
39 | 1.202 | - | - | - | - | - | - | - |
40 | 1.2271 | - | - | - | - | - | - | - |
41 | 1.277 | - | - | - | - | - | - | - |
42 | 1.265 | - | - | - | - | - | - | - |
43 | 1.2684 | - | - | - | - | - | - | - |
44 | 1.2811 | - | - | - | - | - | - | - |
45 | 1.2727 | - | - | - | - | - | - | - |
46 | 1.2611 | - | - | - | - | - | - | - |
47 | 1.2881 | - | - | - | - | - | - | - |
48 | 1.3213 | - | - | - | - | - | - | - |
49 | 1.2999 | 1.3298 | 1.2797 | 1.3799 | 0.1207 | 0.6309 | 1 | 0.6309 |
50 | 1.3074 | 1.3298 | 1.2435 | 1.4162 | 0.3053 | 0.7516 | 0.999 | 0.5768 |
51 | 1.3242 | 1.3298 | 1.2184 | 1.4412 | 0.4605 | 0.6535 | 0.9877 | 0.5597 |
52 | 1.3516 | 1.3298 | 1.1981 | 1.4616 | 0.3731 | 0.5334 | 0.9368 | 0.5505 |
53 | 1.3511 | 1.3298 | 1.1805 | 1.4792 | 0.3901 | 0.3876 | 0.756 | 0.5446 |
54 | 1.3419 | 1.3298 | 1.1647 | 1.495 | 0.4431 | 0.4004 | 0.7793 | 0.5404 |
55 | 1.3716 | 1.3298 | 1.1504 | 1.5093 | 0.3242 | 0.4476 | 0.7489 | 0.5372 |
56 | 1.3622 | 1.3298 | 1.1371 | 1.5226 | 0.3711 | 0.3356 | 0.6899 | 0.5346 |
57 | 1.3896 | 1.3298 | 1.1246 | 1.5351 | 0.2841 | 0.3786 | 0.7074 | 0.5325 |
58 | 1.4227 | 1.3298 | 1.1129 | 1.5468 | 0.2008 | 0.2946 | 0.7327 | 0.5308 |
59 | 1.4684 | 1.3298 | 1.1018 | 1.5579 | 0.1169 | 0.2124 | 0.6401 | 0.5293 |
60 | 1.457 | 1.3298 | 1.0912 | 1.5685 | 0.1482 | 0.1276 | 0.528 | 0.528 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0192 | -0.0225 | 0 | 9e-04 | 0 | 0 |
50 | 0.0331 | -0.0169 | 0.0197 | 5e-04 | 7e-04 | 0.0265 |
51 | 0.0427 | -0.0042 | 0.0145 | 0 | 5e-04 | 0.0218 |
52 | 0.0506 | 0.0164 | 0.015 | 5e-04 | 5e-04 | 0.0218 |
53 | 0.0573 | 0.016 | 0.0152 | 5e-04 | 5e-04 | 0.0217 |
54 | 0.0633 | 0.0091 | 0.0142 | 1e-04 | 4e-04 | 0.0204 |
55 | 0.0689 | 0.0314 | 0.0166 | 0.0017 | 6e-04 | 0.0246 |
56 | 0.074 | 0.0243 | 0.0176 | 0.001 | 7e-04 | 0.0257 |
57 | 0.0787 | 0.0449 | 0.0206 | 0.0036 | 0.001 | 0.0314 |
58 | 0.0832 | 0.0698 | 0.0256 | 0.0086 | 0.0017 | 0.0418 |
59 | 0.0875 | 0.1042 | 0.0327 | 0.0192 | 0.0033 | 0.0578 |
60 | 0.0916 | 0.0956 | 0.0379 | 0.0162 | 0.0044 | 0.0664 |