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 | 1.3248 | 1.237 | 1.4343 | 0.2905 | 0.3803 | 0.4189 | 0.3803 |
51 | 1.3176 | 1.3425 | 1.2188 | 1.5138 | 0.3877 | 0.7111 | 0.3801 | 0.5033 |
52 | 1.3443 | 1.3482 | 1.1994 | 1.5712 | 0.4862 | 0.6062 | 0.3786 | 0.5226 |
53 | 1.3356 | 1.3267 | 1.1659 | 1.5798 | 0.4725 | 0.4458 | 0.2333 | 0.4535 |
54 | 1.3214 | 1.3227 | 1.148 | 1.613 | 0.4966 | 0.4652 | 0.1351 | 0.4486 |
55 | 1.2403 | 1.3414 | 1.1464 | 1.6887 | 0.2842 | 0.5448 | 0.2918 | 0.499 |
56 | 1.259 | 1.3388 | 1.1327 | 1.7241 | 0.3425 | 0.6917 | 0.294 | 0.4938 |
57 | 1.2284 | 1.3245 | 1.1133 | 1.7325 | 0.3221 | 0.6236 | 0.313 | 0.467 |
58 | 1.2611 | 1.335 | 1.1095 | 1.7964 | 0.3768 | 0.6747 | 0.3202 | 0.4885 |
59 | 1.293 | 1.3299 | 1.0975 | 1.8238 | 0.4418 | 0.6075 | 0.4677 | 0.4811 |
60 | 1.2993 | 1.3332 | 1.0909 | 1.8736 | 0.451 | 0.558 | 0.4042 | 0.4876 |
61 | 1.2986 | 1.3601 | 1.0972 | 1.9978 | 0.4251 | 0.5741 | 0.5224 | 0.5224 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0422 | -0.0233 | 0 | 0.001 | 0 | 0 |
51 | 0.0651 | -0.0186 | 0.0209 | 6e-04 | 8e-04 | 0.0281 |
52 | 0.0844 | -0.0029 | 0.0149 | 0 | 5e-04 | 0.023 |
53 | 0.0973 | 0.0067 | 0.0129 | 1e-04 | 4e-04 | 0.0204 |
54 | 0.112 | -0.001 | 0.0105 | 0 | 3e-04 | 0.0183 |
55 | 0.1321 | -0.0753 | 0.0213 | 0.0102 | 0.002 | 0.0445 |
56 | 0.1469 | -0.0596 | 0.0268 | 0.0064 | 0.0026 | 0.0511 |
57 | 0.1571 | -0.0726 | 0.0325 | 0.0092 | 0.0034 | 0.0586 |
58 | 0.1763 | -0.0554 | 0.035 | 0.0055 | 0.0037 | 0.0605 |
59 | 0.1895 | -0.0277 | 0.0343 | 0.0014 | 0.0034 | 0.0586 |
60 | 0.2068 | -0.0255 | 0.0335 | 0.0012 | 0.0032 | 0.0568 |
61 | 0.2392 | -0.0452 | 0.0345 | 0.0038 | 0.0033 | 0.0572 |