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 | 100.09 | - | - | - | - | - | - | - |
37 | 100.7 | - | - | - | - | - | - | - |
38 | 100.78 | - | - | - | - | - | - | - |
39 | 99.81 | - | - | - | - | - | - | - |
40 | 98.45 | - | - | - | - | - | - | - |
41 | 98.49 | - | - | - | - | - | - | - |
42 | 97.48 | - | - | - | - | - | - | - |
43 | 97.91 | - | - | - | - | - | - | - |
44 | 96.94 | - | - | - | - | - | - | - |
45 | 98.53 | - | - | - | - | - | - | - |
46 | 96.82 | - | - | - | - | - | - | - |
47 | 95.76 | - | - | - | - | - | - | - |
48 | 95.27 | - | - | - | - | - | - | - |
49 | 97.32 | 99.7165 | 96.9234 | 102.5096 | 0.0463 | 0.9991 | 0.245 | 0.9991 |
50 | 96.68 | 99.2147 | 96.4215 | 102.0078 | 0.0376 | 0.9082 | 0.136 | 0.9972 |
51 | 97.87 | 100.9319 | 98.1388 | 103.7251 | 0.0158 | 0.9986 | 0.7844 | 1 |
52 | 97.42 | 100.8179 | 98.0248 | 103.611 | 0.0086 | 0.9807 | 0.9517 | 1 |
53 | 97.94 | 100.1959 | 97.4028 | 102.989 | 0.0567 | 0.9743 | 0.8844 | 0.9997 |
54 | 99.52 | 100.7478 | 97.9547 | 103.5409 | 0.1945 | 0.9756 | 0.9891 | 0.9999 |
55 | 100.99 | 100.7349 | 97.9418 | 103.528 | 0.429 | 0.803 | 0.9763 | 0.9999 |
56 | 99.92 | 99.3739 | 96.5808 | 102.167 | 0.3508 | 0.1284 | 0.9562 | 0.998 |
57 | 101.97 | 100.4811 | 97.688 | 103.2742 | 0.1481 | 0.6531 | 0.9145 | 0.9999 |
58 | 101.58 | 102.4787 | 99.6856 | 105.2718 | 0.2641 | 0.6394 | 1 | 1 |
59 | 99.54 | 100.9854 | 98.1923 | 103.7785 | 0.1552 | 0.3382 | 0.9999 | 1 |
60 | 100.83 | 101.4554 | 98.6623 | 104.2485 | 0.3304 | 0.9105 | 1 | 1 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0143 | -0.024 | 0.002 | 5.7432 | 0.4786 | 0.6918 |
50 | 0.0144 | -0.0255 | 0.0021 | 6.4245 | 0.5354 | 0.7317 |
51 | 0.0141 | -0.0303 | 0.0025 | 9.3755 | 0.7813 | 0.8839 |
52 | 0.0141 | -0.0337 | 0.0028 | 11.5458 | 0.9622 | 0.9809 |
53 | 0.0142 | -0.0225 | 0.0019 | 5.0892 | 0.4241 | 0.6512 |
54 | 0.0141 | -0.0122 | 0.001 | 1.5076 | 0.1256 | 0.3544 |
55 | 0.0141 | 0.0025 | 2e-04 | 0.0651 | 0.0054 | 0.0737 |
56 | 0.0143 | 0.0055 | 5e-04 | 0.2982 | 0.0248 | 0.1576 |
57 | 0.0142 | 0.0148 | 0.0012 | 2.2167 | 0.1847 | 0.4298 |
58 | 0.0139 | -0.0088 | 7e-04 | 0.8077 | 0.0673 | 0.2594 |
59 | 0.0141 | -0.0143 | 0.0012 | 2.0891 | 0.1741 | 0.4172 |
60 | 0.014 | -0.0062 | 5e-04 | 0.3911 | 0.0326 | 0.1805 |