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 | 110.91 | - | - | - | - | - | - | - |
21 | 111.22 | - | - | - | - | - | - | - |
22 | 111.09 | - | - | - | - | - | - | - |
23 | 111 | - | - | - | - | - | - | - |
24 | 111.06 | - | - | - | - | - | - | - |
25 | 111.55 | - | - | - | - | - | - | - |
26 | 112.32 | - | - | - | - | - | - | - |
27 | 112.64 | - | - | - | - | - | - | - |
28 | 112.36 | - | - | - | - | - | - | - |
29 | 112.04 | - | - | - | - | - | - | - |
30 | 112.37 | - | - | - | - | - | - | - |
31 | 112.59 | - | - | - | - | - | - | - |
32 | 112.89 | - | - | - | - | - | - | - |
33 | 113.22 | 112.9449 | 112.4444 | 113.4454 | 0.1407 | 0.5851 | 1 | 0.5851 |
34 | 112.85 | 113.2105 | 112.4223 | 113.9986 | 0.185 | 0.4906 | 1 | 0.7873 |
35 | 113.06 | 113.0822 | 112.0689 | 114.0954 | 0.4829 | 0.6733 | 1 | 0.6449 |
36 | 112.99 | 113.453 | 112.2883 | 114.6177 | 0.218 | 0.7458 | 1 | 0.8283 |
37 | 113.32 | 113.5706 | 112.2104 | 114.9309 | 0.359 | 0.7986 | 0.9982 | 0.8366 |
38 | 113.74 | 114.2516 | 112.7793 | 115.7239 | 0.2479 | 0.8925 | 0.9949 | 0.9651 |
39 | 113.91 | 114.4501 | 112.8166 | 116.0836 | 0.2585 | 0.8029 | 0.9851 | 0.9694 |
40 | 114.52 | 114.5575 | 112.8201 | 116.2948 | 0.4831 | 0.7674 | 0.9934 | 0.97 |
41 | 114.96 | 114.4934 | 112.6146 | 116.3723 | 0.3132 | 0.489 | 0.9948 | 0.9528 |
42 | 114.91 | 114.9712 | 112.9901 | 116.9522 | 0.4759 | 0.5044 | 0.995 | 0.9803 |
43 | 115.3 | 115.0684 | 112.9608 | 117.176 | 0.4147 | 0.5586 | 0.9894 | 0.9786 |
44 | 115.44 | 115.355 | 113.1453 | 117.5646 | 0.4699 | 0.5194 | 0.9856 | 0.9856 |
45 | 115.52 | 115.4543 | 112.9984 | 117.9101 | 0.4791 | 0.5045 | 0.9627 | 0.9796 |
46 | 116.08 | 115.7151 | 113.0189 | 118.4114 | 0.3954 | 0.5564 | 0.9814 | 0.98 |
47 | 115.94 | 115.824 | 112.8844 | 118.7636 | 0.4692 | 0.4322 | 0.9673 | 0.9748 |
48 | 115.56 | 116.0689 | 112.9251 | 119.2127 | 0.3755 | 0.532 | 0.9725 | 0.9763 |
49 | 115.88 | 116.1963 | 112.8212 | 119.5714 | 0.4271 | 0.6441 | 0.9526 | 0.9726 |
50 | 116.66 | 116.4217 | 112.8576 | 119.9858 | 0.4479 | 0.6171 | 0.9299 | 0.9739 |
51 | 117.41 | 116.5674 | 112.7862 | 120.3487 | 0.3311 | 0.4809 | 0.9158 | 0.9717 |
52 | 117.68 | 116.7758 | 112.8119 | 120.7397 | 0.3274 | 0.3769 | 0.8677 | 0.9727 |
53 | 117.85 | 116.9361 | 112.768 | 121.1042 | 0.3337 | 0.3632 | 0.8236 | 0.9715 |
54 | 118.21 | 117.1319 | 112.7841 | 121.4796 | 0.3135 | 0.3731 | 0.8417 | 0.9721 |
55 | 118.92 | 117.3023 | 112.7607 | 121.8438 | 0.2425 | 0.3476 | 0.8062 | 0.9716 |
56 | 119.03 | 117.4897 | 112.7703 | 122.2091 | 0.2612 | 0.2763 | 0.8027 | 0.972 |
57 | 119.17 | 117.6662 | 112.7611 | 122.5714 | 0.274 | 0.2929 | 0.8044 | 0.9718 |
58 | 118.95 | 117.8488 | 112.7673 | 122.9302 | 0.3355 | 0.3052 | 0.7525 | 0.9721 |
59 | 118.92 | 118.0285 | 112.7672 | 123.2899 | 0.3699 | 0.3657 | 0.7817 | 0.9722 |
60 | 118.9 | 118.2086 | 112.7726 | 123.6446 | 0.4016 | 0.3988 | 0.8302 | 0.9724 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.0023 | 0.0024 | 0 | 0.0757 | 0 | 0 |
34 | 0.0036 | -0.0032 | 0.0028 | 0.13 | 0.1028 | 0.3206 |
35 | 0.0046 | -2e-04 | 0.0019 | 5e-04 | 0.0687 | 0.2621 |
36 | 0.0052 | -0.0041 | 0.0025 | 0.2143 | 0.1051 | 0.3242 |
37 | 0.0061 | -0.0022 | 0.0024 | 0.0628 | 0.0967 | 0.3109 |
38 | 0.0066 | -0.0045 | 0.0028 | 0.2617 | 0.1242 | 0.3524 |
39 | 0.0073 | -0.0047 | 0.003 | 0.2917 | 0.1481 | 0.3848 |
40 | 0.0077 | -3e-04 | 0.0027 | 0.0014 | 0.1298 | 0.3602 |
41 | 0.0084 | 0.0041 | 0.0029 | 0.2177 | 0.1395 | 0.3735 |
42 | 0.0088 | -5e-04 | 0.0026 | 0.0037 | 0.126 | 0.3549 |
43 | 0.0093 | 0.002 | 0.0026 | 0.0536 | 0.1194 | 0.3455 |
44 | 0.0098 | 7e-04 | 0.0024 | 0.0072 | 0.11 | 0.3317 |
45 | 0.0109 | 6e-04 | 0.0023 | 0.0043 | 0.1019 | 0.3192 |
46 | 0.0119 | 0.0032 | 0.0023 | 0.1331 | 0.1041 | 0.3227 |
47 | 0.0129 | 0.001 | 0.0022 | 0.0135 | 0.0981 | 0.3132 |
48 | 0.0138 | -0.0044 | 0.0024 | 0.259 | 0.1081 | 0.3289 |
49 | 0.0148 | -0.0027 | 0.0024 | 0.1 | 0.1077 | 0.3281 |
50 | 0.0156 | 0.002 | 0.0024 | 0.0568 | 0.1048 | 0.3238 |
51 | 0.0166 | 0.0072 | 0.0026 | 0.7099 | 0.1367 | 0.3697 |
52 | 0.0173 | 0.0077 | 0.0029 | 0.8176 | 0.1707 | 0.4132 |
53 | 0.0182 | 0.0078 | 0.0031 | 0.8351 | 0.2024 | 0.4499 |
54 | 0.0189 | 0.0092 | 0.0034 | 1.1623 | 0.246 | 0.496 |
55 | 0.0198 | 0.0138 | 0.0039 | 2.6171 | 0.3491 | 0.5908 |
56 | 0.0205 | 0.0131 | 0.0042 | 2.3725 | 0.4334 | 0.6583 |
57 | 0.0213 | 0.0128 | 0.0046 | 2.2614 | 0.5065 | 0.7117 |
58 | 0.022 | 0.0093 | 0.0048 | 1.2127 | 0.5337 | 0.7305 |
59 | 0.0227 | 0.0076 | 0.0049 | 0.7947 | 0.5434 | 0.7371 |
60 | 0.0235 | 0.0058 | 0.0049 | 0.4781 | 0.541 | 0.7355 |