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[46]) |
34 | 18 | - | - | - | - | - | - | - |
35 | 18 | - | - | - | - | - | - | - |
36 | 18 | - | - | - | - | - | - | - |
37 | 18 | - | - | - | - | - | - | - |
38 | 10 | - | - | - | - | - | - | - |
39 | 13 | - | - | - | - | - | - | - |
40 | 10 | - | - | - | - | - | - | - |
41 | 9 | - | - | - | - | - | - | - |
42 | 9 | - | - | - | - | - | - | - |
43 | 6 | - | - | - | - | - | - | - |
44 | 11 | - | - | - | - | - | - | - |
45 | 9 | - | - | - | - | - | - | - |
46 | 10 | - | - | - | - | - | - | - |
47 | 9 | 9.5652 | 3.2983 | 15.8321 | 0.4298 | 0.4459 | 0.0042 | 0.4459 |
48 | 16 | 9.7543 | 2.5555 | 16.953 | 0.0445 | 0.5814 | 0.0124 | 0.4733 |
49 | 10 | 9.6721 | 1.0602 | 18.284 | 0.4703 | 0.0749 | 0.029 | 0.4703 |
50 | 7 | 9.7078 | 0.1211 | 19.2945 | 0.2899 | 0.4762 | 0.4762 | 0.4762 |
51 | 7 | 9.6923 | -0.8709 | 20.2554 | 0.3087 | 0.6913 | 0.2697 | 0.4772 |
52 | 14 | 9.699 | -1.7203 | 21.1184 | 0.2302 | 0.6784 | 0.4794 | 0.4794 |
53 | 11 | 9.6961 | -2.5347 | 21.9269 | 0.4172 | 0.2452 | 0.5444 | 0.4806 |
54 | 10 | 9.6974 | -3.2881 | 22.6828 | 0.4818 | 0.4221 | 0.5419 | 0.4818 |
55 | 6 | 9.6968 | -4.0044 | 23.398 | 0.2985 | 0.4827 | 0.7015 | 0.4827 |
56 | 8 | 9.697 | -4.6832 | 24.0773 | 0.4085 | 0.6928 | 0.4295 | 0.4835 |
57 | 13 | 9.6969 | -5.3321 | 24.726 | 0.3333 | 0.5876 | 0.5362 | 0.4842 |
58 | 12 | 9.697 | -5.9539 | 25.3479 | 0.3865 | 0.3396 | 0.4849 | 0.4849 |
59 | 15 | 9.697 | -6.552 | 25.946 | 0.2612 | 0.3906 | 0.5335 | 0.4854 |
60 | 16 | 9.697 | -7.1288 | 26.5228 | 0.2314 | 0.2684 | 0.2314 | 0.4859 |
61 | 16 | 9.697 | -7.6865 | 27.0805 | 0.2386 | 0.2386 | 0.4864 | 0.4864 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
47 | 0.3343 | -0.0591 | 0 | 0.3195 | 0 | 0 |
48 | 0.3765 | 0.6403 | 0.3497 | 39.0093 | 19.6644 | 4.4345 |
49 | 0.4543 | 0.0339 | 0.2444 | 0.1075 | 13.1455 | 3.6257 |
50 | 0.5038 | -0.2789 | 0.2531 | 7.3322 | 11.6921 | 3.4194 |
51 | 0.556 | -0.2778 | 0.258 | 7.2483 | 10.8034 | 3.2868 |
52 | 0.6007 | 0.4434 | 0.2889 | 18.4984 | 12.0859 | 3.4765 |
53 | 0.6436 | 0.1345 | 0.2668 | 1.7002 | 10.6022 | 3.2561 |
54 | 0.6832 | 0.0312 | 0.2374 | 0.0916 | 9.2884 | 3.0477 |
55 | 0.7209 | -0.3812 | 0.2534 | 13.6664 | 9.7748 | 3.1265 |
56 | 0.7566 | -0.175 | 0.2455 | 2.88 | 9.0853 | 3.0142 |
57 | 0.7908 | 0.3406 | 0.2542 | 10.9102 | 9.2512 | 3.0416 |
58 | 0.8235 | 0.2375 | 0.2528 | 5.3039 | 8.9223 | 2.987 |
59 | 0.8549 | 0.5469 | 0.2754 | 28.1221 | 10.3992 | 3.2248 |
60 | 0.8853 | 0.65 | 0.3022 | 39.7281 | 12.4941 | 3.5347 |
61 | 0.9146 | 0.65 | 0.3254 | 39.7281 | 14.3097 | 3.7828 |