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[40]) |
28 | 8.2 | - | - | - | - | - | - | - |
29 | 7.9 | - | - | - | - | - | - | - |
30 | 7.3 | - | - | - | - | - | - | - |
31 | 6.9 | - | - | - | - | - | - | - |
32 | 6.6 | - | - | - | - | - | - | - |
33 | 6.7 | - | - | - | - | - | - | - |
34 | 6.9 | - | - | - | - | - | - | - |
35 | 7 | - | - | - | - | - | - | - |
36 | 7.1 | - | - | - | - | - | - | - |
37 | 7.2 | - | - | - | - | - | - | - |
38 | 7.1 | - | - | - | - | - | - | - |
39 | 6.9 | - | - | - | - | - | - | - |
40 | 7 | - | - | - | - | - | - | - |
41 | 6.8 | 6.9682 | 6.6547 | 7.2816 | 0.1465 | 0.4211 | 0 | 0.4211 |
42 | 6.4 | 7.0459 | 6.4654 | 7.6264 | 0.0146 | 0.7968 | 0.1955 | 0.5616 |
43 | 6.7 | 6.8677 | 5.9884 | 7.747 | 0.3542 | 0.8514 | 0.4713 | 0.3841 |
44 | 6.6 | 6.7018 | 5.6774 | 7.7263 | 0.4228 | 0.5014 | 0.5772 | 0.2842 |
45 | 6.4 | 6.7015 | 5.6271 | 7.7759 | 0.2912 | 0.5734 | 0.5011 | 0.293 |
46 | 6.3 | 6.6609 | 5.5709 | 7.7508 | 0.2582 | 0.6805 | 0.3336 | 0.271 |
47 | 6.2 | 6.6443 | 5.5495 | 7.7391 | 0.2132 | 0.7312 | 0.2621 | 0.2621 |
48 | 6.5 | 6.6092 | 5.5077 | 7.7107 | 0.4229 | 0.7667 | 0.1913 | 0.2434 |
49 | 6.8 | 6.6183 | 5.5086 | 7.728 | 0.3742 | 0.5828 | 0.1521 | 0.2501 |
50 | 6.8 | 6.5181 | 5.4002 | 7.636 | 0.3106 | 0.3106 | 0.1538 | 0.1991 |
51 | 6.4 | 6.4579 | 5.3322 | 7.5836 | 0.4598 | 0.2757 | 0.2207 | 0.1726 |
52 | 6.1 | 6.5581 | 5.4249 | 7.6913 | 0.2141 | 0.6078 | 0.2223 | 0.2223 |
53 | 5.8 | 6.7732 | 5.5777 | 7.9688 | 0.0553 | 0.8651 | 0.4825 | 0.355 |
54 | 6.1 | 7.0164 | 5.7123 | 8.3204 | 0.0842 | 0.9662 | 0.8229 | 0.5098 |
55 | 7.2 | 7.0754 | 5.6149 | 8.5358 | 0.4336 | 0.9047 | 0.6928 | 0.5403 |
56 | 7.3 | 7.0463 | 5.4857 | 8.6069 | 0.375 | 0.4235 | 0.7124 | 0.5232 |
57 | 6.9 | 7.0157 | 5.4066 | 8.6248 | 0.444 | 0.3645 | 0.7734 | 0.5076 |
58 | 6.1 | 7.0044 | 5.3684 | 8.6403 | 0.1393 | 0.5497 | 0.8006 | 0.5021 |
59 | 5.8 | 7.0038 | 5.3477 | 8.6599 | 0.0771 | 0.8576 | 0.8293 | 0.5018 |
60 | 6.2 | 7.0052 | 5.3307 | 8.6796 | 0.173 | 0.9208 | 0.7228 | 0.5024 |
61 | 7.1 | 7.0056 | 5.3135 | 8.6976 | 0.4565 | 0.8246 | 0.5941 | 0.5026 |
62 | 7.7 | 7.0053 | 5.2963 | 8.7143 | 0.2128 | 0.4568 | 0.5931 | 0.5024 |
63 | 7.9 | 7.005 | 5.2796 | 8.7304 | 0.1546 | 0.2149 | 0.754 | 0.5023 |
64 | 7.7 | 7.0048 | 5.2634 | 8.7463 | 0.217 | 0.1568 | 0.8457 | 0.5022 |
65 | 7.4 | 7.0048 | 5.2475 | 8.762 | 0.3297 | 0.219 | 0.9105 | 0.5021 |
66 | 7.5 | 7.0048 | 5.2319 | 8.7776 | 0.292 | 0.3311 | 0.8414 | 0.5021 |
67 | 8 | 7.0048 | 5.2164 | 8.7931 | 0.1377 | 0.2936 | 0.4153 | 0.5021 |
68 | 8.1 | 7.0048 | 5.2011 | 8.8084 | 0.117 | 0.1397 | 0.3742 | 0.5021 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
41 | 0.023 | -0.0241 | 0 | 0.0283 | 0 | 0 |
42 | 0.042 | -0.0917 | 0.0579 | 0.4172 | 0.2227 | 0.4719 |
43 | 0.0653 | -0.0244 | 0.0467 | 0.0281 | 0.1579 | 0.3973 |
44 | 0.078 | -0.0152 | 0.0389 | 0.0104 | 0.121 | 0.3478 |
45 | 0.0818 | -0.045 | 0.0401 | 0.0909 | 0.115 | 0.3391 |
46 | 0.0835 | -0.0542 | 0.0424 | 0.1302 | 0.1175 | 0.3428 |
47 | 0.0841 | -0.0669 | 0.0459 | 0.1974 | 0.1289 | 0.3591 |
48 | 0.085 | -0.0165 | 0.0422 | 0.0119 | 0.1143 | 0.3381 |
49 | 0.0855 | 0.0274 | 0.0406 | 0.033 | 0.1053 | 0.3245 |
50 | 0.0875 | 0.0432 | 0.0409 | 0.0795 | 0.1027 | 0.3205 |
51 | 0.0889 | -0.009 | 0.038 | 0.0034 | 0.0937 | 0.306 |
52 | 0.0882 | -0.0699 | 0.0406 | 0.2099 | 0.1033 | 0.3215 |
53 | 0.0901 | -0.1437 | 0.0486 | 0.9472 | 0.1683 | 0.4102 |
54 | 0.0948 | -0.1306 | 0.0544 | 0.8397 | 0.2162 | 0.465 |
55 | 0.1053 | 0.0176 | 0.052 | 0.0155 | 0.2028 | 0.4504 |
56 | 0.113 | 0.036 | 0.051 | 0.0644 | 0.1942 | 0.4407 |
57 | 0.117 | -0.0165 | 0.0489 | 0.0134 | 0.1835 | 0.4284 |
58 | 0.1192 | -0.1291 | 0.0534 | 0.8179 | 0.2188 | 0.4677 |
59 | 0.1206 | -0.1719 | 0.0596 | 1.4492 | 0.2835 | 0.5325 |
60 | 0.122 | -0.1149 | 0.0624 | 0.6483 | 0.3018 | 0.5493 |
61 | 0.1232 | 0.0135 | 0.0601 | 0.0089 | 0.2878 | 0.5365 |
62 | 0.1245 | 0.0992 | 0.0618 | 0.4826 | 0.2967 | 0.5447 |
63 | 0.1257 | 0.1278 | 0.0647 | 0.8011 | 0.3186 | 0.5645 |
64 | 0.1268 | 0.0992 | 0.0661 | 0.4833 | 0.3255 | 0.5705 |
65 | 0.128 | 0.0564 | 0.0658 | 0.1562 | 0.3187 | 0.5645 |
66 | 0.1291 | 0.0707 | 0.0659 | 0.2452 | 0.3159 | 0.562 |
67 | 0.1303 | 0.1421 | 0.0688 | 0.9905 | 0.3409 | 0.5838 |
68 | 0.1314 | 0.1564 | 0.0719 | 1.1995 | 0.3715 | 0.6095 |