Model: ARIMA(0,1,0) w/ drift
Coefficients:
Constant
Estimate: 3.9339
Standard Error: 1.5048
Residual Variance: 274
Model Fit Metrics:
BIC: 1022.7
AICc: 1017.23
Forecast Values (Closing Price, First of the Month):
2025
Oct: 668
Nov: 672
Dec: 676
2026
Jan: 679
Feb: 683
Mar: 687
Apr: 691
May: 695
Jun: 699
Jul: 703
Aug: 707
Sep: 711
Oct: 715
Nov: 719
Dec: 723
2027
Jan: 727
Feb: 731
Mar: 735
Apr: 738
May: 742
Jun: 746
Jul: 750
Aug: 754
Sep: 758
Oct: 762
Nov: 766
Dec: 770
Model: ETS(M,A,N)
Coefficients:
Alpha (level): 0.7861696
Beta (trend): 0.0001000326
Level (l₀): 194.8838
Trend (b₀): 3.2616
Residual Variance: 0.0019
Model Fit Metrics:
BIC: 1255.948
AICc: 1242.491
Forecast Values (Closing Price, First of the Month):
2025
Oct: 663
Nov: 666
Dec: 670
2026
Jan: 673
Feb: 676
Mar: 679
Apr: 683
May: 686
Jun: 689
Jul: 693
Aug: 696
Sep: 699
Oct: 702
Nov: 706
Dec: 709
2027
Jan: 712
Feb: 715
Mar: 719
Apr: 722
May: 725
Jun: 728
Jul: 732
Aug: 735
Sep: 738
Oct: 742
Nov: 745
Dec: 748