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[49]) |
48 | 1.1 | - | - | - | - | - | - | - |
49 | 1.5 | - | - | - | - | - | - | - |
50 | 2.2 | 1.7794 | 1.2164 | 2.8472 | 0.22 | 0.696 | 0.696 | 0.696 |
51 | 2.9 | 1.7085 | 0.9265 | 4.1451 | 0.1689 | 0.3463 | 0.3463 | 0.5666 |
52 | 3.1 | 2.0493 | 0.8583 | 9.9096 | 0.3967 | 0.416 | 0.416 | 0.5545 |
53 | 3.5 | 2.4583 | 0.7363 | 82.3662 | 0.4898 | 0.4937 | 0.4937 | 0.5094 |
54 | 3.6 | 2.6474 | 0.5875 | 175.6789 | 0.4957 | 0.4961 | 0.4961 | 0.5052 |
55 | 4.4 | 3.1096 | 0.4939 | 11.995 | 0.388 | 0.4569 | 0.4569 | 0.6387 |
56 | 4.2 | 3.7743 | 0.4144 | 3.6438 | 1 | 1 | 1 | 0 |
57 | 5.2 | 4.3902 | 0.3412 | 1.7425 | 0.7256 | 0.444 | 0.444 | 0.0162 |
58 | 5.8 | 5.3162 | 0.2852 | 0.9898 | 0.5867 | 0.479 | 0.479 | 0.0419 |
59 | 5.9 | 6.7042 | 0.2403 | 0.6222 | 0.6022 | 0.3854 | 0.3854 | 0.0468 |
60 | 5.4 | 8.4506 | 0.2022 | 0.424 | 0.7718 | 0.2667 | 0.2667 | 0.0448 |
61 | 5.5 | 11.0569 | 0.1715 | 0.3041 | 0.8444 | 0.1512 | 0.1512 | 0.0408 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.3062 | 0.2364 | 0 | 0.1769 | 0 | 0 |
51 | 0.7276 | 0.6974 | 0.4669 | 1.4196 | 0.7983 | 0.8935 |
52 | 1.9569 | 0.5127 | 0.4821 | 1.1039 | 0.9001 | 0.9488 |
53 | 16.5845 | 0.4238 | 0.4675 | 1.0852 | 0.9464 | 0.9728 |
54 | 33.3458 | 0.3598 | 0.446 | 0.9074 | 0.9386 | 0.9688 |
55 | 1.4578 | 0.415 | 0.4408 | 1.665 | 1.0597 | 1.0294 |
56 | -0.0176 | 0.1128 | 0.394 | 0.1812 | 0.9342 | 0.9665 |
57 | -0.3077 | 0.1844 | 0.3678 | 0.6557 | 0.8994 | 0.9484 |
58 | -0.4152 | 0.091 | 0.337 | 0.234 | 0.8254 | 0.9085 |
59 | -0.4629 | -0.12 | 0.3153 | 0.6467 | 0.8076 | 0.8987 |
60 | -0.4846 | -0.361 | 0.3195 | 9.306 | 1.5802 | 1.257 |
61 | -0.4962 | -0.5026 | 0.3347 | 30.8787 | 4.0217 | 2.0054 |