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[32]) |
20 | 129.08 | - | - | - | - | - | - | - |
21 | 128.99 | - | - | - | - | - | - | - |
22 | 129.11 | - | - | - | - | - | - | - |
23 | 129.08 | - | - | - | - | - | - | - |
24 | 129.19 | - | - | - | - | - | - | - |
25 | 129.23 | - | - | - | - | - | - | - |
26 | 129.25 | - | - | - | - | - | - | - |
27 | 129.31 | - | - | - | - | - | - | - |
28 | 129.33 | - | - | - | - | - | - | - |
29 | 129.39 | - | - | - | - | - | - | - |
30 | 129.55 | - | - | - | - | - | - | - |
31 | 129.43 | - | - | - | - | - | - | - |
32 | 129.45 | - | - | - | - | - | - | - |
33 | 129.57 | 129.3699 | 129.2378 | 129.5019 | 0.0015 | 0.117 | 1 | 0.117 |
34 | 129.76 | 129.276 | 129.0803 | 129.4716 | 0 | 0.0016 | 0.9518 | 0.0406 |
35 | 129.92 | 129.2351 | 128.941 | 129.5292 | 0 | 2e-04 | 0.8493 | 0.076 |
36 | 130.08 | 129.2435 | 128.8534 | 129.6335 | 0 | 3e-04 | 0.6059 | 0.1497 |
37 | 130.41 | 129.186 | 128.7146 | 129.6573 | 0 | 1e-04 | 0.4273 | 0.1361 |
38 | 130.84 | 129.2995 | 128.775 | 129.8239 | 0 | 0 | 0.5733 | 0.2869 |
39 | 131.24 | 129.2306 | 128.6631 | 129.798 | 0 | 0 | 0.3919 | 0.2242 |
40 | 131.49 | 129.2477 | 128.6447 | 129.8508 | 0 | 0 | 0.3946 | 0.2555 |
41 | 131.74 | 129.1903 | 128.5476 | 129.833 | 0 | 0 | 0.2712 | 0.2142 |
42 | 132.34 | 129.1602 | 128.4796 | 129.8407 | 0 | 0 | 0.1308 | 0.2019 |
43 | 133.5 | 129.2141 | 128.4939 | 129.9343 | 0 | 0 | 0.2784 | 0.2604 |
44 | 134.43 | 129.2385 | 128.4843 | 129.9927 | 0 | 0 | 0.2913 | 0.2913 |
45 | 136.5 | 129.2644 | 128.496 | 130.0328 | 0 | 0 | 0.2178 | 0.3179 |
46 | 137.41 | 129.3332 | 128.5542 | 130.1123 | 0 | 0 | 0.1415 | 0.3845 |
47 | 138.02 | 129.312 | 128.5275 | 130.0964 | 0 | 0 | 0.0644 | 0.3651 |
48 | 138.15 | 129.3227 | 128.5358 | 130.1096 | 0 | 0 | 0.0296 | 0.3756 |
49 | 138.24 | 129.2878 | 128.498 | 130.0775 | 0 | 0 | 0.0027 | 0.3436 |
50 | 138.2 | 129.2674 | 128.4736 | 130.0611 | 0 | 0 | 1e-04 | 0.326 |
51 | 138.31 | 129.2318 | 128.4323 | 130.0313 | 0 | 0 | 0 | 0.2964 |
52 | 138.65 | 129.27 | 128.4649 | 130.075 | 0 | 0 | 0 | 0.3306 |
53 | 139.3 | 129.227 | 128.4167 | 130.0372 | 0 | 0 | 0 | 0.2948 |
54 | 139.8 | 129.2432 | 128.4288 | 130.0577 | 0 | 0 | 0 | 0.3094 |
55 | 140.52 | 129.1977 | 128.3789 | 130.0164 | 0 | 0 | 0 | 0.2729 |
56 | 141.57 | 129.2317 | 128.4088 | 130.0546 | 0 | 0 | 0 | 0.3015 |
57 | 141.77 | 129.1888 | 128.361 | 130.0167 | 0 | 0 | 0 | 0.2682 |
58 | 141.66 | 129.2369 | 128.4044 | 130.0695 | 0 | 0 | 0 | 0.308 |
59 | 141.36 | 129.2087 | 128.3711 | 130.0463 | 0 | 0 | 0 | 0.2862 |
60 | 141.17 | 129.2552 | 128.413 | 130.0975 | 0 | 0 | 0 | 0.3252 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 5e-04 | 0.0015 | 0 | 0.0401 | 0 | 0 |
34 | 8e-04 | 0.0037 | 0.0026 | 0.2343 | 0.1372 | 0.3704 |
35 | 0.0012 | 0.0053 | 0.0035 | 0.4691 | 0.2478 | 0.4978 |
36 | 0.0015 | 0.0065 | 0.0043 | 0.6998 | 0.3608 | 0.6007 |
37 | 0.0019 | 0.0095 | 0.0053 | 1.4983 | 0.5883 | 0.767 |
38 | 0.0021 | 0.0119 | 0.0064 | 2.3732 | 0.8858 | 0.9412 |
39 | 0.0022 | 0.0155 | 0.0077 | 4.0379 | 1.3361 | 1.1559 |
40 | 0.0024 | 0.0173 | 0.0089 | 5.0277 | 1.7975 | 1.3407 |
41 | 0.0025 | 0.0197 | 0.0101 | 6.501 | 2.3202 | 1.5232 |
42 | 0.0027 | 0.0246 | 0.0116 | 10.1113 | 3.0993 | 1.7605 |
43 | 0.0028 | 0.0332 | 0.0135 | 18.3688 | 4.4874 | 2.1183 |
44 | 0.003 | 0.0402 | 0.0158 | 26.9517 | 6.3594 | 2.5218 |
45 | 0.003 | 0.056 | 0.0188 | 52.354 | 9.8975 | 3.146 |
46 | 0.0031 | 0.0624 | 0.022 | 65.234 | 13.8501 | 3.7216 |
47 | 0.0031 | 0.0673 | 0.025 | 75.8298 | 17.9821 | 4.2405 |
48 | 0.0031 | 0.0683 | 0.0277 | 77.9213 | 21.7283 | 4.6614 |
49 | 0.0031 | 0.0692 | 0.0301 | 80.1428 | 25.1644 | 5.0164 |
50 | 0.0031 | 0.0691 | 0.0323 | 79.7921 | 28.1993 | 5.3103 |
51 | 0.0032 | 0.0702 | 0.0343 | 82.4136 | 31.0527 | 5.5725 |
52 | 0.0032 | 0.0726 | 0.0362 | 87.9845 | 33.8993 | 5.8223 |
53 | 0.0032 | 0.0779 | 0.0382 | 101.4656 | 37.1167 | 6.0923 |
54 | 0.0032 | 0.0817 | 0.0402 | 111.4455 | 40.4953 | 6.3636 |
55 | 0.0032 | 0.0876 | 0.0422 | 128.1953 | 44.3083 | 6.6565 |
56 | 0.0032 | 0.0955 | 0.0445 | 152.2343 | 48.8052 | 6.9861 |
57 | 0.0033 | 0.0974 | 0.0466 | 158.2855 | 53.1845 | 7.2928 |
58 | 0.0033 | 0.0961 | 0.0485 | 154.3323 | 57.0748 | 7.5548 |
59 | 0.0033 | 0.094 | 0.0502 | 147.6536 | 60.4295 | 7.7736 |
60 | 0.0033 | 0.0922 | 0.0517 | 141.9619 | 63.3414 | 7.9587 |