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 | 0.53 | - | - | - | - | - | - | - |
37 | 0.53 | - | - | - | - | - | - | - |
38 | 0.54 | - | - | - | - | - | - | - |
39 | 0.55 | - | - | - | - | - | - | - |
40 | 0.55 | - | - | - | - | - | - | - |
41 | 0.55 | - | - | - | - | - | - | - |
42 | 0.55 | - | - | - | - | - | - | - |
43 | 0.55 | - | - | - | - | - | - | - |
44 | 0.55 | - | - | - | - | - | - | - |
45 | 0.55 | - | - | - | - | - | - | - |
46 | 0.55 | - | - | - | - | - | - | - |
47 | 0.56 | - | - | - | - | - | - | - |
48 | 0.56 | - | - | - | - | - | - | - |
49 | 0.56 | 0.5583 | 0.5501 | 0.5664 | 0.3378 | 0.3378 | 1 | 0.3378 |
50 | 0.56 | 0.5607 | 0.5483 | 0.5732 | 0.4547 | 0.5453 | 0.9995 | 0.5453 |
51 | 0.56 | 0.5614 | 0.5465 | 0.5763 | 0.4261 | 0.5739 | 0.9333 | 0.5739 |
52 | 0.55 | 0.5606 | 0.5427 | 0.5786 | 0.1232 | 0.5273 | 0.8768 | 0.5273 |
53 | 0.56 | 0.5611 | 0.54 | 0.5821 | 0.4608 | 0.8488 | 0.8488 | 0.5392 |
54 | 0.55 | 0.5614 | 0.538 | 0.5849 | 0.1691 | 0.5482 | 0.8309 | 0.5482 |
55 | 0.55 | 0.5612 | 0.5355 | 0.587 | 0.1964 | 0.8036 | 0.8036 | 0.5371 |
56 | 0.56 | 0.5612 | 0.5332 | 0.5892 | 0.4656 | 0.7843 | 0.7843 | 0.5344 |
57 | 0.55 | 0.5614 | 0.5314 | 0.5914 | 0.2288 | 0.536 | 0.7712 | 0.536 |
58 | 0.55 | 0.5613 | 0.5294 | 0.5933 | 0.2432 | 0.7568 | 0.7568 | 0.5328 |
59 | 0.55 | 0.5613 | 0.5275 | 0.5951 | 0.2557 | 0.7443 | 0.5304 | 0.5304 |
60 | 0.55 | 0.5614 | 0.5258 | 0.5969 | 0.2654 | 0.7346 | 0.5298 | 0.5298 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0074 | 0.0031 | 3e-04 | 0 | 0 | 5e-04 |
50 | 0.0113 | -0.0013 | 1e-04 | 0 | 0 | 2e-04 |
51 | 0.0136 | -0.0025 | 2e-04 | 0 | 0 | 4e-04 |
52 | 0.0164 | -0.019 | 0.0016 | 1e-04 | 0 | 0.0031 |
53 | 0.0191 | -0.0019 | 2e-04 | 0 | 0 | 3e-04 |
54 | 0.0213 | -0.0204 | 0.0017 | 1e-04 | 0 | 0.0033 |
55 | 0.0234 | -0.02 | 0.0017 | 1e-04 | 0 | 0.0032 |
56 | 0.0254 | -0.0022 | 2e-04 | 0 | 0 | 4e-04 |
57 | 0.0273 | -0.0203 | 0.0017 | 1e-04 | 0 | 0.0033 |
58 | 0.029 | -0.0202 | 0.0017 | 1e-04 | 0 | 0.0033 |
59 | 0.0307 | -0.0202 | 0.0017 | 1e-04 | 0 | 0.0033 |
60 | 0.0323 | -0.0202 | 0.0017 | 1e-04 | 0 | 0.0033 |