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[52]) |
40 | 20.5 | - | - | - | - | - | - | - |
41 | 19.1 | - | - | - | - | - | - | - |
42 | 18.1 | - | - | - | - | - | - | - |
43 | 17 | - | - | - | - | - | - | - |
44 | 17.1 | - | - | - | - | - | - | - |
45 | 17.4 | - | - | - | - | - | - | - |
46 | 16.8 | - | - | - | - | - | - | - |
47 | 15.3 | - | - | - | - | - | - | - |
48 | 14.3 | - | - | - | - | - | - | - |
49 | 13.4 | - | - | - | - | - | - | - |
50 | 15.3 | - | - | - | - | - | - | - |
51 | 22.1 | - | - | - | - | - | - | - |
52 | 23.7 | - | - | - | - | - | - | - |
53 | 22.2 | 22.3 | 19.8367 | 24.7633 | 0.4683 | 0.1326 | 0.9946 | 0.1326 |
54 | 19.5 | 21.3 | 17.8164 | 24.7836 | 0.1556 | 0.3063 | 0.9641 | 0.0885 |
55 | 16.6 | 20.2 | 15.9335 | 24.4665 | 0.0491 | 0.6261 | 0.9292 | 0.0539 |
56 | 17.3 | 20.3 | 15.3734 | 25.2266 | 0.1163 | 0.9295 | 0.8985 | 0.0881 |
57 | 19.8 | 20.6 | 15.0919 | 26.1081 | 0.3879 | 0.8799 | 0.8726 | 0.135 |
58 | 21.2 | 20 | 13.9662 | 26.0338 | 0.3483 | 0.5259 | 0.8507 | 0.1147 |
59 | 21.5 | 18.5 | 11.9828 | 25.0172 | 0.1835 | 0.2084 | 0.8321 | 0.0589 |
60 | 20.6 | 17.5 | 10.5328 | 24.4672 | 0.1916 | 0.1302 | 0.816 | 0.0406 |
61 | 19.1 | 16.6 | 9.2102 | 23.9898 | 0.2536 | 0.1444 | 0.802 | 0.0298 |
62 | 19.6 | 18.5 | 10.7104 | 26.2896 | 0.391 | 0.44 | 0.7896 | 0.0954 |
63 | 23.5 | 25.3 | 17.1302 | 33.4698 | 0.3329 | 0.9143 | 0.7787 | 0.6495 |
64 | 24 | 26.9 | 18.3669 | 35.4331 | 0.2527 | 0.7826 | 0.7688 | 0.7688 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
53 | 0.0564 | -0.0045 | 0 | 0.01 | 0 | 0 |
54 | 0.0834 | -0.0845 | 0.0445 | 3.24 | 1.625 | 1.2748 |
55 | 0.1078 | -0.1782 | 0.0891 | 12.96 | 5.4033 | 2.3245 |
56 | 0.1238 | -0.1478 | 0.1037 | 9 | 6.3025 | 2.5105 |
57 | 0.1364 | -0.0388 | 0.0908 | 0.64 | 5.17 | 2.2738 |
58 | 0.1539 | 0.06 | 0.0856 | 1.44 | 4.5483 | 2.1327 |
59 | 0.1797 | 0.1622 | 0.0966 | 9 | 5.1843 | 2.2769 |
60 | 0.2031 | 0.1771 | 0.1066 | 9.61 | 5.7375 | 2.3953 |
61 | 0.2271 | 0.1506 | 0.1115 | 6.25 | 5.7944 | 2.4072 |
62 | 0.2148 | 0.0595 | 0.1063 | 1.21 | 5.336 | 2.31 |
63 | 0.1648 | -0.0711 | 0.1031 | 3.24 | 5.1455 | 2.2684 |
64 | 0.1618 | -0.1078 | 0.1035 | 8.41 | 5.4175 | 2.3276 |