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[44]) |
32 | 0.8244 | - | - | - | - | - | - | - |
33 | 0.8487 | - | - | - | - | - | - | - |
34 | 0.8572 | - | - | - | - | - | - | - |
35 | 0.8214 | - | - | - | - | - | - | - |
36 | 0.8827 | - | - | - | - | - | - | - |
37 | 0.9216 | - | - | - | - | - | - | - |
38 | 0.8865 | - | - | - | - | - | - | - |
39 | 0.8816 | - | - | - | - | - | - | - |
40 | 0.8884 | - | - | - | - | - | - | - |
41 | 0.9466 | - | - | - | - | - | - | - |
42 | 0.918 | - | - | - | - | - | - | - |
43 | 0.9337 | - | - | - | - | - | - | - |
44 | 0.9559 | - | - | - | - | - | - | - |
45 | 0.9626 | 0.9481 | 0.9052 | 0.991 | 0.2535 | 0.3603 | 1 | 0.3603 |
46 | 0.9434 | 0.9476 | 0.8951 | 1.0002 | 0.4371 | 0.2885 | 0.9996 | 0.379 |
47 | 0.8639 | 0.9476 | 0.8873 | 1.008 | 0.0033 | 0.5545 | 1 | 0.394 |
48 | 0.7996 | 0.9476 | 0.8804 | 1.0148 | 0 | 0.9927 | 0.9708 | 0.4046 |
49 | 0.668 | 0.9476 | 0.8742 | 1.0211 | 0 | 1 | 0.7563 | 0.4125 |
50 | 0.6572 | 0.9476 | 0.8684 | 1.0268 | 0 | 1 | 0.9349 | 0.4188 |
51 | 0.6928 | 0.9476 | 0.8631 | 1.0321 | 0 | 1 | 0.9371 | 0.4239 |
52 | 0.6438 | 0.9476 | 0.8581 | 1.0372 | 0 | 1 | 0.9025 | 0.4281 |
53 | 0.6454 | 0.9476 | 0.8533 | 1.0419 | 0 | 1 | 0.5084 | 0.4317 |
54 | 0.6873 | 0.9476 | 0.8488 | 1.0465 | 0 | 1 | 0.7215 | 0.4348 |
55 | 0.7265 | 0.9476 | 0.8444 | 1.0508 | 0 | 1 | 0.6042 | 0.4375 |
56 | 0.7912 | 0.9476 | 0.8403 | 1.055 | 0.0021 | 1 | 0.4399 | 0.4399 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
45 | 0.0231 | 0.0153 | 0.0013 | 2e-04 | 0 | 0.0042 |
46 | 0.0283 | -0.0045 | 4e-04 | 0 | 0 | 0.0012 |
47 | 0.0325 | -0.0883 | 0.0074 | 0.007 | 6e-04 | 0.0242 |
48 | 0.0362 | -0.1562 | 0.013 | 0.0219 | 0.0018 | 0.0427 |
49 | 0.0395 | -0.2951 | 0.0246 | 0.0782 | 0.0065 | 0.0807 |
50 | 0.0426 | -0.3065 | 0.0255 | 0.0843 | 0.007 | 0.0838 |
51 | 0.0455 | -0.2689 | 0.0224 | 0.0649 | 0.0054 | 0.0736 |
52 | 0.0482 | -0.3206 | 0.0267 | 0.0923 | 0.0077 | 0.0877 |
53 | 0.0508 | -0.3189 | 0.0266 | 0.0913 | 0.0076 | 0.0872 |
54 | 0.0532 | -0.2747 | 0.0229 | 0.0678 | 0.0056 | 0.0751 |
55 | 0.0556 | -0.2333 | 0.0194 | 0.0489 | 0.0041 | 0.0638 |
56 | 0.0578 | -0.1651 | 0.0138 | 0.0245 | 0.002 | 0.0452 |