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[21]) |
9 | 105.87 | - | - | - | - | - | - | - |
10 | 105.66 | - | - | - | - | - | - | - |
11 | 106.76 | - | - | - | - | - | - | - |
12 | 106 | - | - | - | - | - | - | - |
13 | 107.22 | - | - | - | - | - | - | - |
14 | 107.33 | - | - | - | - | - | - | - |
15 | 107.11 | - | - | - | - | - | - | - |
16 | 108.86 | - | - | - | - | - | - | - |
17 | 107.72 | - | - | - | - | - | - | - |
18 | 107.88 | - | - | - | - | - | - | - |
19 | 108.38 | - | - | - | - | - | - | - |
20 | 107.72 | - | - | - | - | - | - | - |
21 | 108.41 | - | - | - | - | - | - | - |
22 | 109.9 | 108.41 | 106.8239 | 109.9961 | 0.0328 | 0.5 | 0.9997 | 0.5 |
23 | 111.45 | 108.41 | 106.1669 | 110.6531 | 0.004 | 0.0965 | 0.9253 | 0.5 |
24 | 112.18 | 108.41 | 105.6627 | 111.1573 | 0.0036 | 0.015 | 0.9572 | 0.5 |
25 | 113.34 | 108.41 | 105.2377 | 111.5823 | 0.0012 | 0.0099 | 0.7689 | 0.5 |
26 | 113.46 | 108.41 | 104.8633 | 111.9567 | 0.0026 | 0.0032 | 0.7247 | 0.5 |
27 | 114.06 | 108.41 | 104.5248 | 112.2952 | 0.0022 | 0.0054 | 0.744 | 0.5 |
28 | 115.54 | 108.41 | 104.2135 | 112.6065 | 4e-04 | 0.0042 | 0.4168 | 0.5 |
29 | 116.39 | 108.41 | 103.9237 | 112.8963 | 2e-04 | 9e-04 | 0.6185 | 0.5 |
30 | 115.94 | 108.41 | 103.6516 | 113.1684 | 0.001 | 5e-04 | 0.5864 | 0.5 |
31 | 116.97 | 108.41 | 103.3942 | 113.4258 | 4e-04 | 0.0016 | 0.5047 | 0.5 |
32 | 115.94 | 108.41 | 103.1494 | 113.6706 | 0.0025 | 7e-04 | 0.6014 | 0.5 |
33 | 115.91 | 108.41 | 102.9154 | 113.9046 | 0.0037 | 0.0036 | 0.5 | 0.5 |
34 | 116.43 | 108.41 | 102.6911 | 114.1289 | 0.003 | 0.0051 | 0.3048 | 0.5 |
35 | 116.26 | 108.41 | 102.4752 | 114.3448 | 0.0048 | 0.004 | 0.1577 | 0.5 |
36 | 116.35 | 108.41 | 102.2669 | 114.5531 | 0.0056 | 0.0061 | 0.1145 | 0.5 |
37 | 117.9 | 108.41 | 102.0654 | 114.7546 | 0.0017 | 0.0071 | 0.0639 | 0.5 |
38 | 117.7 | 108.41 | 101.8702 | 114.9498 | 0.0027 | 0.0022 | 0.0651 | 0.5 |
39 | 117.53 | 108.41 | 101.6806 | 115.1394 | 0.004 | 0.0034 | 0.0499 | 0.5 |
40 | 117.86 | 108.41 | 101.4962 | 115.3238 | 0.0037 | 0.0049 | 0.0216 | 0.5 |
41 | 117.65 | 108.41 | 101.3166 | 115.5034 | 0.0053 | 0.0045 | 0.0137 | 0.5 |
42 | 116.51 | 108.41 | 101.1414 | 115.6786 | 0.0145 | 0.0064 | 0.0212 | 0.5 |
43 | 115.93 | 108.41 | 100.9703 | 115.8497 | 0.0238 | 0.0164 | 0.0121 | 0.5 |
44 | 115.31 | 108.41 | 100.8031 | 116.0169 | 0.0377 | 0.0263 | 0.0262 | 0.5 |
45 | 115 | 108.41 | 100.6395 | 116.1805 | 0.0482 | 0.0409 | 0.0293 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
22 | 0.0075 | 0.0137 | 0 | 2.2201 | 0 | 0 |
23 | 0.0106 | 0.028 | 0.0209 | 9.2416 | 5.7309 | 2.3939 |
24 | 0.0129 | 0.0348 | 0.0255 | 14.2129 | 8.5582 | 2.9254 |
25 | 0.0149 | 0.0455 | 0.0305 | 24.3049 | 12.4949 | 3.5348 |
26 | 0.0167 | 0.0466 | 0.0337 | 25.5025 | 15.0964 | 3.8854 |
27 | 0.0183 | 0.0521 | 0.0368 | 31.9225 | 17.9008 | 4.2309 |
28 | 0.0197 | 0.0658 | 0.0409 | 50.8369 | 22.6059 | 4.7546 |
29 | 0.0211 | 0.0736 | 0.045 | 63.6804 | 27.7402 | 5.2669 |
30 | 0.0224 | 0.0695 | 0.0477 | 56.7009 | 30.9581 | 5.564 |
31 | 0.0236 | 0.079 | 0.0509 | 73.2736 | 35.1896 | 5.9321 |
32 | 0.0248 | 0.0695 | 0.0525 | 56.7009 | 37.1452 | 6.0947 |
33 | 0.0259 | 0.0692 | 0.0539 | 56.25 | 38.7373 | 6.2239 |
34 | 0.0269 | 0.074 | 0.0555 | 64.3204 | 40.7052 | 6.3801 |
35 | 0.0279 | 0.0724 | 0.0567 | 61.6225 | 42.1993 | 6.4961 |
36 | 0.0289 | 0.0732 | 0.0578 | 63.0436 | 43.5889 | 6.6022 |
37 | 0.0299 | 0.0875 | 0.0596 | 90.0601 | 46.4934 | 6.8186 |
38 | 0.0308 | 0.0857 | 0.0612 | 86.3041 | 48.8352 | 6.9882 |
39 | 0.0317 | 0.0841 | 0.0625 | 83.1744 | 50.7429 | 7.1234 |
40 | 0.0325 | 0.0872 | 0.0638 | 89.3025 | 52.7724 | 7.2645 |
41 | 0.0334 | 0.0852 | 0.0648 | 85.3776 | 54.4026 | 7.3758 |
42 | 0.0342 | 0.0747 | 0.0653 | 65.61 | 54.9363 | 7.4119 |
43 | 0.035 | 0.0694 | 0.0655 | 56.5504 | 55.0097 | 7.4169 |
44 | 0.0358 | 0.0636 | 0.0654 | 47.61 | 54.6879 | 7.3951 |
45 | 0.0366 | 0.0608 | 0.0652 | 43.4281 | 54.2188 | 7.3633 |