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]) |
47 | 8.7 | - | - | - | - | - | - | - |
48 | 8.3 | - | - | - | - | - | - | - |
49 | 7.9 | 7.4391 | 6.8207 | 8.0574 | 0.072 | 0.0032 | 0.0032 | 0.0032 |
50 | 7.5 | 6.8863 | 5.8019 | 7.9707 | 0.1337 | 0.0335 | 0.0335 | 0.0053 |
51 | 7.8 | 6.9637 | 5.5988 | 8.3286 | 0.1149 | 0.2206 | 0.2206 | 0.0275 |
52 | 8.3 | 7.4238 | 5.9645 | 8.8831 | 0.1196 | 0.3067 | 0.3067 | 0.1196 |
53 | 8.4 | 7.7711 | 6.2845 | 9.2577 | 0.2035 | 0.2428 | 0.2428 | 0.2428 |
54 | 8.2 | 7.7168 | 6.2 | 9.2335 | 0.2662 | 0.1886 | 0.1886 | 0.2255 |
55 | 7.7 | 7.3586 | 5.7597 | 8.9575 | 0.3378 | 0.1512 | 0.1512 | 0.1243 |
56 | 7.2 | 7.013 | 5.2688 | 8.7573 | 0.4168 | 0.2201 | 0.2201 | 0.0741 |
57 | 7.3 | 6.912 | 5.0195 | 8.8044 | 0.3439 | 0.3827 | 0.3827 | 0.0753 |
58 | 8.1 | 7.0387 | 5.044 | 9.0335 | 0.1485 | 0.3987 | 0.3987 | 0.1076 |
59 | 8.5 | 7.1995 | 5.1413 | 9.2577 | 0.1078 | 0.1956 | 0.1956 | 0.1473 |
60 | 8.4 | 7.219 | 5.1069 | 9.3311 | 0.1366 | 0.1173 | 0.1173 | 0.1579 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0424 | 0.062 | 0 | 0.2125 | 0 | 0 |
50 | 0.0803 | 0.0891 | 0.0755 | 0.3766 | 0.2945 | 0.5427 |
51 | 0.1 | 0.1201 | 0.0904 | 0.6994 | 0.4295 | 0.6553 |
52 | 0.1003 | 0.118 | 0.0973 | 0.7677 | 0.514 | 0.717 |
53 | 0.0976 | 0.0809 | 0.094 | 0.3955 | 0.4903 | 0.7002 |
54 | 0.1003 | 0.0626 | 0.0888 | 0.2335 | 0.4475 | 0.669 |
55 | 0.1109 | 0.0464 | 0.0827 | 0.1165 | 0.4002 | 0.6326 |
56 | 0.1269 | 0.0267 | 0.0757 | 0.035 | 0.3546 | 0.5955 |
57 | 0.1397 | 0.0561 | 0.0735 | 0.1506 | 0.3319 | 0.5761 |
58 | 0.1446 | 0.1508 | 0.0813 | 1.1263 | 0.4113 | 0.6414 |
59 | 0.1459 | 0.1806 | 0.0903 | 1.6912 | 0.5277 | 0.7264 |
60 | 0.1493 | 0.1636 | 0.0964 | 1.3947 | 0.5999 | 0.7746 |