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[155]) |
143 | 106.03 | - | - | - | - | - | - | - |
144 | 106.48 | - | - | - | - | - | - | - |
145 | 106.25 | - | - | - | - | - | - | - |
146 | 106.7 | - | - | - | - | - | - | - |
147 | 107.6 | - | - | - | - | - | - | - |
148 | 108.05 | - | - | - | - | - | - | - |
149 | 108.72 | - | - | - | - | - | - | - |
150 | 109.17 | - | - | - | - | - | - | - |
151 | 109.08 | - | - | - | - | - | - | - |
152 | 109.04 | - | - | - | - | - | - | - |
153 | 109.34 | - | - | - | - | - | - | - |
154 | 109.37 | - | - | - | - | - | - | - |
155 | 108.96 | - | - | - | - | - | - | - |
156 | 108.77 | 109.2002 | 108.8999 | 109.5004 | 0.0025 | 0.9416 | 1 | 0.9416 |
157 | 108.11 | 108.8037 | 108.3192 | 109.2882 | 0.0025 | 0.5543 | 1 | 0.2636 |
158 | 108.67 | 109.1296 | 108.5003 | 109.759 | 0.0762 | 0.9993 | 1 | 0.7013 |
159 | 109.05 | 109.7836 | 109.0339 | 110.5333 | 0.0276 | 0.9982 | 1 | 0.9844 |
160 | 109.43 | 110.3035 | 109.4495 | 111.1574 | 0.0225 | 0.998 | 1 | 0.999 |
161 | 109.62 | 110.7061 | 109.7591 | 111.653 | 0.0123 | 0.9959 | 1 | 0.9998 |
162 | 109.85 | 110.8818 | 109.8501 | 111.9135 | 0.025 | 0.9917 | 0.9994 | 0.9999 |
163 | 109.34 | 110.7602 | 109.6503 | 111.8702 | 0.0061 | 0.946 | 0.9985 | 0.9993 |
164 | 109.65 | 110.8915 | 109.7085 | 112.0746 | 0.0198 | 0.9949 | 0.9989 | 0.9993 |
165 | 109.69 | 111.1374 | 109.8855 | 112.3893 | 0.0117 | 0.9901 | 0.9976 | 0.9997 |
166 | 109.91 | 111.3437 | 110.0265 | 112.6609 | 0.0164 | 0.9931 | 0.9983 | 0.9998 |
167 | 110.09 | 111.2952 | 109.9159 | 112.6746 | 0.0434 | 0.9755 | 0.9995 | 0.9995 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
156 | 0.0014 | -0.0039 | 0 | 0.185 | 0 | 0 |
157 | 0.0023 | -0.0064 | 0.0052 | 0.4813 | 0.3331 | 0.5772 |
158 | 0.0029 | -0.0042 | 0.0048 | 0.2112 | 0.2925 | 0.5408 |
159 | 0.0035 | -0.0067 | 0.0053 | 0.5382 | 0.3539 | 0.5949 |
160 | 0.0039 | -0.0079 | 0.0058 | 0.7629 | 0.4357 | 0.6601 |
161 | 0.0044 | -0.0098 | 0.0065 | 1.1795 | 0.5597 | 0.7481 |
162 | 0.0047 | -0.0093 | 0.0069 | 1.0647 | 0.6318 | 0.7949 |
163 | 0.0051 | -0.0128 | 0.0076 | 2.0171 | 0.805 | 0.8972 |
164 | 0.0054 | -0.0112 | 0.008 | 1.5414 | 0.8868 | 0.9417 |
165 | 0.0057 | -0.013 | 0.0085 | 2.095 | 1.0076 | 1.0038 |
166 | 0.006 | -0.0129 | 0.0089 | 2.0555 | 1.1029 | 1.0502 |
167 | 0.0063 | -0.0108 | 0.0091 | 1.4525 | 1.132 | 1.064 |