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[45]) |
33 | 17.8 | - | - | - | - | - | - | - |
34 | 21.5 | - | - | - | - | - | - | - |
35 | 17.1 | - | - | - | - | - | - | - |
36 | 18.7 | - | - | - | - | - | - | - |
37 | 19 | - | - | - | - | - | - | - |
38 | 16.4 | - | - | - | - | - | - | - |
39 | 16.9 | - | - | - | - | - | - | - |
40 | 18.6 | - | - | - | - | - | - | - |
41 | 19.3 | - | - | - | - | - | - | - |
42 | 19.4 | - | - | - | - | - | - | - |
43 | 17.6 | - | - | - | - | - | - | - |
44 | 18.6 | - | - | - | - | - | - | - |
45 | 18.1 | - | - | - | - | - | - | - |
46 | 20.4 | 18.2068 | 16.0065 | 20.4071 | 0.0254 | 0.5379 | 0.0017 | 0.5379 |
47 | 18.1 | 17.5643 | 15.1595 | 19.9691 | 0.3312 | 0.0104 | 0.6474 | 0.3312 |
48 | 19.6 | 18.912 | 16.4314 | 21.3926 | 0.2933 | 0.7394 | 0.5665 | 0.7394 |
49 | 19.9 | 18.0569 | 15.4241 | 20.6898 | 0.085 | 0.1253 | 0.2413 | 0.4872 |
50 | 19.2 | 17.6655 | 14.8632 | 20.4678 | 0.1416 | 0.059 | 0.8119 | 0.3806 |
51 | 17.8 | 18.9377 | 16.0707 | 21.8046 | 0.2183 | 0.4288 | 0.9182 | 0.7166 |
52 | 19.2 | 17.9292 | 14.9192 | 20.9392 | 0.204 | 0.5335 | 0.3311 | 0.4557 |
53 | 22 | 17.7802 | 14.6313 | 20.929 | 0.0043 | 0.1884 | 0.1721 | 0.4211 |
54 | 21.1 | 18.9379 | 15.7305 | 22.1454 | 0.0932 | 0.0307 | 0.3888 | 0.6957 |
55 | 19.5 | 17.8158 | 14.4715 | 21.1601 | 0.1618 | 0.0271 | 0.5503 | 0.4339 |
56 | 22.2 | 17.9042 | 14.444 | 21.3643 | 0.0075 | 0.183 | 0.3467 | 0.4558 |
57 | 20.9 | 18.9138 | 15.3983 | 22.4293 | 0.1341 | 0.0335 | 0.675 | 0.675 |
58 | 22.2 | 17.7199 | 14.0727 | 21.3672 | 0.008 | 0.0437 | 0.0749 | 0.4191 |
59 | 23.5 | 18.033 | 14.288 | 21.7781 | 0.0021 | 0.0146 | 0.486 | 0.486 |
60 | 21.5 | 18.8671 | 15.068 | 22.6662 | 0.0872 | 0.0084 | 0.3527 | 0.6538 |
61 | 24.3 | 17.6441 | 13.7181 | 21.5702 | 4e-04 | 0.0271 | 0.13 | 0.41 |
62 | 22.8 | 18.1622 | 14.1529 | 22.1716 | 0.0117 | 0.0013 | 0.306 | 0.5121 |
63 | 20.3 | 18.8002 | 14.7367 | 22.8637 | 0.2347 | 0.0268 | 0.6853 | 0.6322 |
64 | 23.7 | 17.59 | 13.4047 | 21.7754 | 0.0021 | 0.1022 | 0.2254 | 0.4056 |
65 | 23.3 | 18.2875 | 14.0306 | 22.5444 | 0.0105 | 0.0064 | 0.0437 | 0.5344 |
66 | 19.6 | 18.7163 | 14.4041 | 23.0284 | 0.344 | 0.0186 | 0.1393 | 0.6103 |
67 | 18 | 17.5585 | 13.13 | 21.987 | 0.4225 | 0.1831 | 0.1951 | 0.4053 |
68 | 17.3 | 18.4048 | 13.9141 | 22.8955 | 0.3148 | 0.5701 | 0.0488 | 0.5529 |
69 | 16.8 | 18.6188 | 14.0711 | 23.1665 | 0.2166 | 0.7151 | 0.1628 | 0.5885 |
70 | 18.2 | 17.5497 | 12.8917 | 22.2078 | 0.3922 | 0.6238 | 0.0252 | 0.4084 |
71 | 16.5 | 18.5105 | 13.7978 | 23.2233 | 0.2015 | 0.5514 | 0.019 | 0.5678 |
72 | 16 | 18.5115 | 13.7395 | 23.2835 | 0.1511 | 0.7956 | 0.1098 | 0.5671 |
73 | 18.4 | 17.563 | 12.6871 | 22.439 | 0.3683 | 0.7351 | 0.0034 | 0.4146 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
46 | 0.0617 | 0.1205 | 0 | 4.8103 | 0 | 0 |
47 | 0.0699 | 0.0305 | 0.0755 | 0.287 | 2.5486 | 1.5964 |
48 | 0.0669 | 0.0364 | 0.0624 | 0.4734 | 1.8569 | 1.3627 |
49 | 0.0744 | 0.1021 | 0.0724 | 3.3968 | 2.2419 | 1.4973 |
50 | 0.0809 | 0.0869 | 0.0753 | 2.3548 | 2.2645 | 1.5048 |
51 | 0.0772 | -0.0601 | 0.0727 | 1.2943 | 2.1028 | 1.4501 |
52 | 0.0857 | 0.0709 | 0.0725 | 1.615 | 2.0331 | 1.4259 |
53 | 0.0904 | 0.2373 | 0.0931 | 17.8071 | 4.0048 | 2.0012 |
54 | 0.0864 | 0.1142 | 0.0954 | 4.6745 | 4.0792 | 2.0197 |
55 | 0.0958 | 0.0945 | 0.0953 | 2.8366 | 3.955 | 1.9887 |
56 | 0.0986 | 0.2399 | 0.1085 | 18.4541 | 5.2731 | 2.2963 |
57 | 0.0948 | 0.105 | 0.1082 | 3.945 | 5.1624 | 2.2721 |
58 | 0.105 | 0.2528 | 0.1193 | 20.0709 | 6.3092 | 2.5118 |
59 | 0.106 | 0.3032 | 0.1324 | 29.8877 | 7.9934 | 2.8273 |
60 | 0.1027 | 0.1396 | 0.1329 | 6.9324 | 7.9226 | 2.8147 |
61 | 0.1135 | 0.3772 | 0.1482 | 44.3006 | 10.1963 | 3.1932 |
62 | 0.1126 | 0.2554 | 0.1545 | 21.5088 | 10.8617 | 3.2957 |
63 | 0.1103 | 0.0798 | 0.1503 | 2.2494 | 10.3833 | 3.2223 |
64 | 0.1214 | 0.3474 | 0.1607 | 37.3319 | 11.8016 | 3.4353 |
65 | 0.1188 | 0.2741 | 0.1664 | 25.1253 | 12.4678 | 3.531 |
66 | 0.1175 | 0.0472 | 0.1607 | 0.781 | 11.9113 | 3.4513 |
67 | 0.1287 | 0.0251 | 0.1545 | 0.1949 | 11.3787 | 3.3732 |
68 | 0.1245 | -0.06 | 0.1504 | 1.2205 | 10.9371 | 3.3071 |
69 | 0.1246 | -0.0977 | 0.1482 | 3.3079 | 10.6192 | 3.2587 |
70 | 0.1354 | 0.0371 | 0.1438 | 0.4228 | 10.2113 | 3.1955 |
71 | 0.1299 | -0.1086 | 0.1424 | 4.0423 | 9.974 | 3.1582 |
72 | 0.1315 | -0.1357 | 0.1422 | 6.3076 | 9.8383 | 3.1366 |
73 | 0.1416 | 0.0477 | 0.1388 | 0.7005 | 9.5119 | 3.0841 |