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]) |
37 | 1.2 | - | - | - | - | - | - | - |
38 | 1.2 | - | - | - | - | - | - | - |
39 | 1.5 | - | - | - | - | - | - | - |
40 | 1.6 | - | - | - | - | - | - | - |
41 | 1.7 | - | - | - | - | - | - | - |
42 | 1.8 | - | - | - | - | - | - | - |
43 | 1.8 | - | - | - | - | - | - | - |
44 | 1.8 | - | - | - | - | - | - | - |
45 | 1.3 | - | - | - | - | - | - | - |
46 | 1.3 | - | - | - | - | - | - | - |
47 | 1.4 | - | - | - | - | - | - | - |
48 | 1.1 | - | - | - | - | - | - | - |
49 | 1.5 | - | - | - | - | - | - | - |
50 | 2.2 | 1.3829 | 1.019 | 1.9831 | 0.0038 | 0.3511 | 0.7248 | 0.3511 |
51 | 2.9 | 1.4261 | 0.9322 | 2.4488 | 0.0024 | 0.069 | 0.4437 | 0.4437 |
52 | 3.1 | 1.4975 | 0.8898 | 3.0323 | 0.0204 | 0.0366 | 0.4479 | 0.4987 |
53 | 3.5 | 1.4204 | 0.7978 | 3.2053 | 0.0112 | 0.0326 | 0.3794 | 0.4652 |
54 | 3.6 | 1.3875 | 0.7399 | 3.4891 | 0.0195 | 0.0244 | 0.3502 | 0.4582 |
55 | 4.4 | 1.1576 | 0.6171 | 2.9132 | 1e-04 | 0.0032 | 0.2366 | 0.3511 |
56 | 4.2 | 1.2612 | 0.6284 | 3.7072 | 0.0093 | 0.0059 | 0.333 | 0.4241 |
57 | 5.2 | 1.2766 | 0.6087 | 4.1926 | 0.0042 | 0.0247 | 0.4937 | 0.4403 |
58 | 5.8 | 1.194 | 0.5603 | 4.0911 | 9e-04 | 0.0034 | 0.4714 | 0.418 |
59 | 5.9 | 1.0928 | 0.5101 | 3.7987 | 2e-04 | 3e-04 | 0.412 | 0.384 |
60 | 5.4 | 1.0689 | 0.4874 | 3.9667 | 0.0017 | 5e-04 | 0.4916 | 0.3853 |
61 | 5.5 | 0.9209 | 0.4284 | 3.2321 | 1e-04 | 1e-04 | 0.3117 | 0.3117 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.2214 | 0.5909 | 0 | 0.6677 | 0 | 0 |
51 | 0.3659 | 1.0335 | 0.8122 | 2.1723 | 1.42 | 1.1916 |
52 | 0.5229 | 1.0701 | 0.8982 | 2.568 | 1.8027 | 1.3426 |
53 | 0.6411 | 1.464 | 1.0396 | 4.3246 | 2.4332 | 1.5599 |
54 | 0.7728 | 1.5947 | 1.1506 | 4.8953 | 2.9256 | 1.7104 |
55 | 0.7737 | 2.8008 | 1.4257 | 10.5129 | 4.1901 | 2.047 |
56 | 0.9895 | 2.33 | 1.5549 | 8.6363 | 4.8253 | 2.1967 |
57 | 1.1654 | 3.0733 | 1.7447 | 15.3931 | 6.1463 | 2.4792 |
58 | 1.2379 | 3.8575 | 1.9794 | 21.2149 | 7.8206 | 2.7965 |
59 | 1.2633 | 4.3988 | 2.2214 | 23.1088 | 9.3494 | 3.0577 |
60 | 1.3832 | 4.0521 | 2.3878 | 18.7587 | 10.2048 | 3.1945 |
61 | 1.2805 | 4.9725 | 2.6032 | 20.9682 | 11.1017 | 3.3319 |