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[97]) |
85 | 105.85 | - | - | - | - | - | - | - |
86 | 106.23 | - | - | - | - | - | - | - |
87 | 104.86 | - | - | - | - | - | - | - |
88 | 107.44 | - | - | - | - | - | - | - |
89 | 108.23 | - | - | - | - | - | - | - |
90 | 108.45 | - | - | - | - | - | - | - |
91 | 109.39 | - | - | - | - | - | - | - |
92 | 110.15 | - | - | - | - | - | - | - |
93 | 109.13 | - | - | - | - | - | - | - |
94 | 110.28 | - | - | - | - | - | - | - |
95 | 110.17 | - | - | - | - | - | - | - |
96 | 109.99 | - | - | - | - | - | - | - |
97 | 109.26 | - | - | - | - | - | - | - |
98 | 109.11 | 109.2354 | 108.5771 | 109.8936 | 0.3545 | 0.4708 | 1 | 0.4708 |
99 | 107.06 | 107.8142 | 106.8367 | 108.7918 | 0.0652 | 0.0047 | 1 | 0.0019 |
100 | 109.53 | 109.9922 | 108.754 | 111.2304 | 0.2322 | 1 | 1 | 0.8768 |
101 | 108.92 | 110.2785 | 108.8144 | 111.7427 | 0.0345 | 0.8418 | 0.9969 | 0.9136 |
102 | 109.24 | 110.6173 | 108.9519 | 112.2828 | 0.0525 | 0.9771 | 0.9946 | 0.9449 |
103 | 109.12 | 110.9435 | 109.0954 | 112.7915 | 0.0266 | 0.9646 | 0.9503 | 0.9629 |
104 | 109 | 111.2197 | 109.2039 | 113.2356 | 0.0155 | 0.9794 | 0.8509 | 0.9716 |
105 | 107.23 | 110.1565 | 107.9849 | 112.328 | 0.0041 | 0.8517 | 0.8229 | 0.7908 |
106 | 109.49 | 111.6485 | 109.3313 | 113.9658 | 0.0339 | 0.9999 | 0.8765 | 0.9783 |
107 | 109.04 | 111.5266 | 109.072 | 113.9813 | 0.0235 | 0.948 | 0.8606 | 0.9648 |
108 | 109.02 | 111.5158 | 108.931 | 114.1007 | 0.0292 | 0.9698 | 0.8764 | 0.9564 |
109 | 109.23 | 111.5103 | 108.8015 | 114.2191 | 0.0495 | 0.9642 | 0.9483 | 0.9483 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
98 | 0.0031 | -0.0011 | 1e-04 | 0.0157 | 0.0013 | 0.0362 |
99 | 0.0046 | -0.007 | 6e-04 | 0.5689 | 0.0474 | 0.2177 |
100 | 0.0057 | -0.0042 | 4e-04 | 0.2136 | 0.0178 | 0.1334 |
101 | 0.0068 | -0.0123 | 0.001 | 1.8457 | 0.1538 | 0.3922 |
102 | 0.0077 | -0.0125 | 0.001 | 1.8971 | 0.1581 | 0.3976 |
103 | 0.0085 | -0.0164 | 0.0014 | 3.325 | 0.2771 | 0.5264 |
104 | 0.0092 | -0.02 | 0.0017 | 4.9272 | 0.4106 | 0.6408 |
105 | 0.0101 | -0.0266 | 0.0022 | 8.5642 | 0.7137 | 0.8448 |
106 | 0.0106 | -0.0193 | 0.0016 | 4.6593 | 0.3883 | 0.6231 |
107 | 0.0112 | -0.0223 | 0.0019 | 6.1832 | 0.5153 | 0.7178 |
108 | 0.0118 | -0.0224 | 0.0019 | 6.2292 | 0.5191 | 0.7205 |
109 | 0.0124 | -0.0204 | 0.0017 | 5.1999 | 0.4333 | 0.6583 |