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[32]) |
20 | 2.9 | - | - | - | - | - | - | - |
21 | 3 | - | - | - | - | - | - | - |
22 | 2.2 | - | - | - | - | - | - | - |
23 | 2.3 | - | - | - | - | - | - | - |
24 | 2.8 | - | - | - | - | - | - | - |
25 | 2.8 | - | - | - | - | - | - | - |
26 | 2.8 | - | - | - | - | - | - | - |
27 | 2.2 | - | - | - | - | - | - | - |
28 | 2.6 | - | - | - | - | - | - | - |
29 | 2.8 | - | - | - | - | - | - | - |
30 | 2.5 | - | - | - | - | - | - | - |
31 | 2.4 | - | - | - | - | - | - | - |
32 | 2.3 | - | - | - | - | - | - | - |
33 | 1.9 | 2.4732 | 1.9536 | 2.9929 | 0.0153 | 0.7433 | 0.0235 | 0.7433 |
34 | 1.7 | 2.5703 | 1.884 | 3.2566 | 0.0065 | 0.9722 | 0.8549 | 0.7799 |
35 | 2 | 2.6337 | 1.9135 | 3.3539 | 0.0423 | 0.9945 | 0.8181 | 0.8181 |
36 | 2.1 | 2.4638 | 1.6161 | 3.3114 | 0.2002 | 0.8582 | 0.2184 | 0.6475 |
37 | 1.7 | 2.4014 | 1.3814 | 3.4214 | 0.0889 | 0.7188 | 0.2219 | 0.5772 |
38 | 1.8 | 2.4601 | 1.2898 | 3.6303 | 0.1345 | 0.8985 | 0.2846 | 0.6057 |
39 | 1.8 | 2.5879 | 1.3616 | 3.8142 | 0.104 | 0.896 | 0.7324 | 0.6773 |
40 | 1.8 | 2.5736 | 1.3046 | 3.8426 | 0.1161 | 0.8839 | 0.4838 | 0.6637 |
41 | 1.3 | 2.474 | 1.1322 | 3.8157 | 0.0432 | 0.8376 | 0.3169 | 0.6003 |
42 | 1.3 | 2.4193 | 0.963 | 3.8756 | 0.066 | 0.934 | 0.4567 | 0.5638 |
43 | 1.3 | 2.4892 | 0.9456 | 4.0329 | 0.0655 | 0.9345 | 0.5451 | 0.5949 |
44 | 1.2 | 2.567 | 0.9758 | 4.1583 | 0.0461 | 0.9407 | 0.6289 | 0.6289 |
45 | 1.4 | 2.5513 | 0.9208 | 4.1818 | 0.0832 | 0.9479 | 0.7832 | 0.6187 |
46 | 2.2 | 2.4704 | 0.7765 | 4.1644 | 0.3772 | 0.8922 | 0.8136 | 0.5782 |
47 | 2.9 | 2.4445 | 0.668 | 4.2209 | 0.3076 | 0.6063 | 0.6881 | 0.5633 |
48 | 3.1 | 2.5005 | 0.6584 | 4.3426 | 0.2618 | 0.3354 | 0.665 | 0.5845 |
49 | 3.5 | 2.5543 | 0.6709 | 4.4377 | 0.1625 | 0.285 | 0.813 | 0.6043 |
50 | 3.6 | 2.532 | 0.6094 | 4.4547 | 0.1381 | 0.1619 | 0.7722 | 0.5935 |
51 | 4.4 | 2.4734 | 0.495 | 4.4518 | 0.0282 | 0.1322 | 0.7477 | 0.5682 |
52 | 4.1 | 2.4618 | 0.4176 | 4.5059 | 0.0581 | 0.0316 | 0.7371 | 0.5616 |
53 | 5.1 | 2.5079 | 0.4107 | 4.605 | 0.0077 | 0.0684 | 0.8705 | 0.577 |
54 | 5.8 | 2.5422 | 0.4069 | 4.6775 | 0.0014 | 0.0094 | 0.8729 | 0.588 |
55 | 5.9 | 2.5196 | 0.3458 | 4.6935 | 0.0012 | 0.0015 | 0.8643 | 0.5785 |
56 | 5.4 | 2.4772 | 0.2533 | 4.7012 | 0.005 | 0.0013 | 0.8698 | 0.5621 |
57 | 5.5 | 2.475 | 0.1962 | 4.7538 | 0.0046 | 0.0059 | 0.8224 | 0.5598 |
58 | 4.8 | 2.5113 | 0.1872 | 4.8354 | 0.0268 | 0.0059 | 0.6035 | 0.5707 |
59 | 3.2 | 2.5324 | 0.1722 | 4.8926 | 0.2897 | 0.0298 | 0.3801 | 0.5765 |
60 | 2.7 | 2.5114 | 0.1136 | 4.9092 | 0.4387 | 0.2867 | 0.3152 | 0.5686 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.1072 | -0.2318 | 0 | 0.3286 | 0 | 0 |
34 | 0.1362 | -0.3386 | 0.2852 | 0.7574 | 0.543 | 0.7369 |
35 | 0.1395 | -0.2406 | 0.2703 | 0.4016 | 0.4959 | 0.7042 |
36 | 0.1755 | -0.1476 | 0.2397 | 0.1323 | 0.405 | 0.6364 |
37 | 0.2167 | -0.2921 | 0.2501 | 0.492 | 0.4224 | 0.6499 |
38 | 0.2427 | -0.2683 | 0.2532 | 0.4357 | 0.4246 | 0.6516 |
39 | 0.2418 | -0.3045 | 0.2605 | 0.6208 | 0.4526 | 0.6728 |
40 | 0.2516 | -0.3006 | 0.2655 | 0.5985 | 0.4708 | 0.6862 |
41 | 0.2767 | -0.4745 | 0.2887 | 1.3782 | 0.5717 | 0.7561 |
42 | 0.3071 | -0.4626 | 0.3061 | 1.2528 | 0.6398 | 0.7999 |
43 | 0.3164 | -0.4778 | 0.3217 | 1.4143 | 0.7102 | 0.8427 |
44 | 0.3163 | -0.5325 | 0.3393 | 1.8687 | 0.8067 | 0.8982 |
45 | 0.3261 | -0.4513 | 0.3479 | 1.3254 | 0.8466 | 0.9201 |
46 | 0.3498 | -0.1095 | 0.3309 | 0.0731 | 0.7914 | 0.8896 |
47 | 0.3708 | 0.1864 | 0.3212 | 0.2075 | 0.7525 | 0.8674 |
48 | 0.3759 | 0.2398 | 0.3161 | 0.3594 | 0.7279 | 0.8532 |
49 | 0.3762 | 0.3703 | 0.3193 | 0.8944 | 0.7377 | 0.8589 |
50 | 0.3874 | 0.4218 | 0.325 | 1.1405 | 0.7601 | 0.8718 |
51 | 0.4081 | 0.7789 | 0.3489 | 3.7118 | 0.9154 | 0.9568 |
52 | 0.4237 | 0.6655 | 0.3647 | 2.6839 | 1.0038 | 1.0019 |
53 | 0.4266 | 1.0336 | 0.3966 | 6.7192 | 1.276 | 1.1296 |
54 | 0.4285 | 1.2815 | 0.4368 | 10.6133 | 1.7004 | 1.304 |
55 | 0.4402 | 1.3416 | 0.4762 | 11.4269 | 2.1233 | 1.4572 |
56 | 0.458 | 1.1799 | 0.5055 | 8.5426 | 2.3908 | 1.5462 |
57 | 0.4698 | 1.2222 | 0.5341 | 9.1507 | 2.6612 | 1.6313 |
58 | 0.4722 | 0.9114 | 0.5487 | 5.2383 | 2.7603 | 1.6614 |
59 | 0.4755 | 0.2636 | 0.5381 | 0.4457 | 2.6746 | 1.6354 |
60 | 0.4871 | 0.0751 | 0.5216 | 0.0356 | 2.5803 | 1.6063 |