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 | 0.70196 | - | - | - | - | - | - | - |
37 | 0.69215 | - | - | - | - | - | - | - |
38 | 0.6769 | - | - | - | - | - | - | - |
39 | 0.67124 | - | - | - | - | - | - | - |
40 | 0.66532 | - | - | - | - | - | - | - |
41 | 0.67157 | - | - | - | - | - | - | - |
42 | 0.66428 | - | - | - | - | - | - | - |
43 | 0.66576 | - | - | - | - | - | - | - |
44 | 0.66942 | - | - | - | - | - | - | - |
45 | 0.6813 | - | - | - | - | - | - | - |
46 | 0.69144 | - | - | - | - | - | - | - |
47 | 0.69862 | - | - | - | - | - | - | - |
48 | 0.695 | - | - | - | - | - | - | - |
49 | 0.6987 | 0.695 | 0.6783 | 0.7117 | 0.3337 | 0.5 | 0.6307 | 0.5 |
50 | 0.6897 | 0.695 | 0.6713 | 0.7187 | 0.3298 | 0.3806 | 0.9331 | 0.5 |
51 | 0.6923 | 0.695 | 0.666 | 0.724 | 0.4284 | 0.6405 | 0.9459 | 0.5 |
52 | 0.6829 | 0.695 | 0.6615 | 0.7285 | 0.2398 | 0.5621 | 0.9589 | 0.5 |
53 | 0.684 | 0.695 | 0.6576 | 0.7324 | 0.2821 | 0.7364 | 0.8901 | 0.5 |
54 | 0.669 | 0.695 | 0.654 | 0.736 | 0.1065 | 0.7007 | 0.9291 | 0.5 |
55 | 0.6876 | 0.695 | 0.6507 | 0.7393 | 0.3709 | 0.8756 | 0.9022 | 0.5 |
56 | 0.6853 | 0.695 | 0.6477 | 0.7423 | 0.3435 | 0.621 | 0.8552 | 0.5 |
57 | 0.6776 | 0.695 | 0.6448 | 0.7452 | 0.2485 | 0.648 | 0.7036 | 0.5 |
58 | 0.6814 | 0.695 | 0.6421 | 0.7479 | 0.3068 | 0.7404 | 0.5524 | 0.5 |
59 | 0.6793 | 0.695 | 0.6395 | 0.7505 | 0.29 | 0.6849 | 0.4491 | 0.5 |
60 | 0.6792 | 0.695 | 0.637 | 0.753 | 0.2968 | 0.7019 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0123 | 0.0053 | 0 | 0 | 0 | 0 |
50 | 0.0174 | -0.0077 | 0.0065 | 0 | 0 | 0.0046 |
51 | 0.0213 | -0.0038 | 0.0056 | 0 | 0 | 0.004 |
52 | 0.0246 | -0.0174 | 0.0085 | 1e-04 | 0 | 0.007 |
53 | 0.0275 | -0.0158 | 0.01 | 1e-04 | 1e-04 | 0.0079 |
54 | 0.0301 | -0.0375 | 0.0146 | 7e-04 | 2e-04 | 0.0129 |
55 | 0.0325 | -0.0107 | 0.014 | 1e-04 | 1e-04 | 0.0122 |
56 | 0.0347 | -0.014 | 0.014 | 1e-04 | 1e-04 | 0.012 |
57 | 0.0369 | -0.025 | 0.0152 | 3e-04 | 2e-04 | 0.0127 |
58 | 0.0388 | -0.0196 | 0.0157 | 2e-04 | 2e-04 | 0.0128 |
59 | 0.0407 | -0.0225 | 0.0163 | 2e-04 | 2e-04 | 0.0131 |
60 | 0.0426 | -0.0227 | 0.0168 | 2e-04 | 2e-04 | 0.0133 |