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[49]) |
37 | 1.2998 | - | - | - | - | - | - | - |
38 | 1.3362 | - | - | - | - | - | - | - |
39 | 1.3692 | - | - | - | - | - | - | - |
40 | 1.3834 | - | - | - | - | - | - | - |
41 | 1.4207 | - | - | - | - | - | - | - |
42 | 1.486 | - | - | - | - | - | - | - |
43 | 1.4385 | - | - | - | - | - | - | - |
44 | 1.4453 | - | - | - | - | - | - | - |
45 | 1.426 | - | - | - | - | - | - | - |
46 | 1.445 | - | - | - | - | - | - | - |
47 | 1.3503 | - | - | - | - | - | - | - |
48 | 1.4001 | - | - | - | - | - | - | - |
49 | 1.3418 | - | - | - | - | - | - | - |
50 | 1.2939 | 1.3339 | 1.2378 | 1.4392 | 0.2281 | 0.4416 | 0.483 | 0.4416 |
51 | 1.3176 | 1.3519 | 1.2248 | 1.4952 | 0.3193 | 0.7864 | 0.4066 | 0.5551 |
52 | 1.3443 | 1.3567 | 1.2066 | 1.5297 | 0.4443 | 0.671 | 0.381 | 0.5669 |
53 | 1.3356 | 1.3311 | 1.1659 | 1.5252 | 0.4821 | 0.4472 | 0.1829 | 0.4572 |
54 | 1.3214 | 1.3223 | 1.1423 | 1.5374 | 0.4968 | 0.4517 | 0.0678 | 0.4294 |
55 | 1.2403 | 1.3434 | 1.1454 | 1.584 | 0.2004 | 0.5712 | 0.2193 | 0.5053 |
56 | 1.259 | 1.3395 | 1.1288 | 1.5993 | 0.2717 | 0.773 | 0.2124 | 0.4932 |
57 | 1.2284 | 1.3282 | 1.1074 | 1.604 | 0.239 | 0.6887 | 0.2436 | 0.4616 |
58 | 1.2611 | 1.3383 | 1.1041 | 1.6347 | 0.3048 | 0.7663 | 0.2403 | 0.4908 |
59 | 1.293 | 1.3399 | 1.0947 | 1.6541 | 0.3849 | 0.6885 | 0.4741 | 0.4953 |
60 | 1.2993 | 1.3386 | 1.0835 | 1.6691 | 0.408 | 0.6065 | 0.3576 | 0.4923 |
61 | 1.2986 | 1.37 | 1.098 | 1.7269 | 0.3476 | 0.651 | 0.5615 | 0.5615 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0403 | -0.03 | 0 | 0.0016 | 0 | 0 |
51 | 0.0541 | -0.0254 | 0.0277 | 0.0012 | 0.0014 | 0.0373 |
52 | 0.0651 | -0.0091 | 0.0215 | 2e-04 | 0.001 | 0.0313 |
53 | 0.0744 | 0.0033 | 0.017 | 0 | 7e-04 | 0.0272 |
54 | 0.083 | -7e-04 | 0.0137 | 0 | 6e-04 | 0.0243 |
55 | 0.0914 | -0.0768 | 0.0242 | 0.0106 | 0.0023 | 0.0476 |
56 | 0.0989 | -0.0601 | 0.0293 | 0.0065 | 0.0029 | 0.0536 |
57 | 0.1059 | -0.0752 | 0.0351 | 0.01 | 0.0038 | 0.0613 |
58 | 0.113 | -0.0577 | 0.0376 | 0.006 | 0.004 | 0.0632 |
59 | 0.1196 | -0.035 | 0.0373 | 0.0022 | 0.0038 | 0.0618 |
60 | 0.126 | -0.0293 | 0.0366 | 0.0015 | 0.0036 | 0.0601 |
61 | 0.1329 | -0.0521 | 0.0379 | 0.0051 | 0.0037 | 0.0611 |