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 | 27.94 | - | - | - | - | - | - | - |
21 | 25.23 | - | - | - | - | - | - | - |
22 | 26.53 | - | - | - | - | - | - | - |
23 | 27.21 | - | - | - | - | - | - | - |
24 | 28.53 | - | - | - | - | - | - | - |
25 | 30.35 | - | - | - | - | - | - | - |
26 | 31.21 | - | - | - | - | - | - | - |
27 | 32.86 | - | - | - | - | - | - | - |
28 | 33.2 | - | - | - | - | - | - | - |
29 | 35.73 | - | - | - | - | - | - | - |
30 | 34.53 | - | - | - | - | - | - | - |
31 | 36.54 | - | - | - | - | - | - | - |
32 | 40.1 | - | - | - | - | - | - | - |
33 | 40.56 | 43.5653 | 40.4782 | 46.6525 | 0.0282 | 0.9861 | 1 | 0.9861 |
34 | 46.14 | 44.5196 | 38.8723 | 50.1668 | 0.2869 | 0.9153 | 1 | 0.9375 |
35 | 42.85 | 42.0266 | 33.9435 | 50.1097 | 0.4209 | 0.1593 | 0.9998 | 0.6798 |
36 | 38.22 | 41.0451 | 31.8484 | 50.2418 | 0.2736 | 0.3502 | 0.9962 | 0.5798 |
37 | 40.18 | 42.1495 | 32.2693 | 52.0298 | 0.348 | 0.7822 | 0.9904 | 0.6578 |
38 | 42.19 | 42.7953 | 32.0384 | 53.5522 | 0.4561 | 0.6832 | 0.9826 | 0.6883 |
39 | 47.56 | 42.1447 | 30.3778 | 53.9116 | 0.1835 | 0.497 | 0.939 | 0.6333 |
40 | 47.26 | 41.6495 | 29.0522 | 54.2467 | 0.1913 | 0.1789 | 0.9057 | 0.5953 |
41 | 44.03 | 41.7314 | 28.4595 | 55.0033 | 0.3671 | 0.2071 | 0.8123 | 0.5952 |
42 | 49.83 | 42.0877 | 28.1436 | 56.0318 | 0.1382 | 0.3924 | 0.856 | 0.61 |
43 | 53.35 | 41.894 | 27.2522 | 56.5359 | 0.0626 | 0.144 | 0.7632 | 0.5949 |
44 | 58.9 | 41.5316 | 26.2314 | 56.8318 | 0.013 | 0.065 | 0.5728 | 0.5728 |
45 | 59.64 | 41.3391 | 25.4839 | 57.1944 | 0.0118 | 0.015 | 0.5384 | 0.5609 |
46 | 56.99 | 41.3844 | 25.0166 | 57.7522 | 0.0308 | 0.0144 | 0.2845 | 0.5611 |
47 | 53.2 | 41.5332 | 24.669 | 58.3974 | 0.0876 | 0.0362 | 0.4392 | 0.5661 |
48 | 53.24 | 41.5463 | 24.179 | 58.9136 | 0.0935 | 0.0942 | 0.6463 | 0.5648 |
49 | 57.85 | 41.4841 | 23.6245 | 59.3436 | 0.0362 | 0.0985 | 0.5569 | 0.5604 |
50 | 55.69 | 41.4759 | 23.1476 | 59.8041 | 0.0643 | 0.04 | 0.4696 | 0.5585 |
51 | 55.64 | 41.5322 | 22.7502 | 60.3143 | 0.0705 | 0.0698 | 0.2647 | 0.5594 |
52 | 62.52 | 41.5529 | 22.3228 | 60.7829 | 0.0163 | 0.0755 | 0.2804 | 0.5589 |
53 | 64.4 | 41.5572 | 21.887 | 61.2275 | 0.0114 | 0.0184 | 0.4027 | 0.5577 |
54 | 64.65 | 41.5345 | 21.436 | 61.633 | 0.0121 | 0.0129 | 0.2093 | 0.5556 |
55 | 67.71 | 41.5614 | 21.045 | 62.0778 | 0.0062 | 0.0137 | 0.13 | 0.5555 |
56 | 67.21 | 41.6004 | 20.6736 | 62.5272 | 0.0082 | 0.0072 | 0.0526 | 0.5559 |
57 | 59.37 | 41.631 | 20.2953 | 62.9667 | 0.0516 | 0.0094 | 0.049 | 0.5559 |
58 | 53.26 | 41.6342 | 19.8947 | 63.3737 | 0.1473 | 0.0549 | 0.0831 | 0.555 |
59 | 52.42 | 41.612 | 19.4748 | 63.7492 | 0.1693 | 0.1512 | 0.1524 | 0.5532 |
60 | 55.03 | 41.6044 | 19.0788 | 64.1301 | 0.1214 | 0.1733 | 0.1557 | 0.5521 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.0362 | -0.069 | 0 | 9.032 | 0 | 0 |
34 | 0.0647 | 0.0364 | 0.0527 | 2.6258 | 5.8289 | 2.4143 |
35 | 0.0981 | 0.0196 | 0.0417 | 0.678 | 4.1119 | 2.0278 |
36 | 0.1143 | -0.0688 | 0.0485 | 7.9814 | 5.0793 | 2.2537 |
37 | 0.1196 | -0.0467 | 0.0481 | 3.8791 | 4.8393 | 2.1998 |
38 | 0.1282 | -0.0141 | 0.0424 | 0.3664 | 4.0938 | 2.0233 |
39 | 0.1425 | 0.1285 | 0.0547 | 29.3252 | 7.6983 | 2.7746 |
40 | 0.1543 | 0.1347 | 0.0647 | 31.4781 | 10.6708 | 3.2666 |
41 | 0.1623 | 0.0551 | 0.0637 | 5.2836 | 10.0722 | 3.1737 |
42 | 0.169 | 0.184 | 0.0757 | 59.9432 | 15.0593 | 3.8806 |
43 | 0.1783 | 0.2735 | 0.0937 | 131.2388 | 25.6211 | 5.0617 |
44 | 0.188 | 0.4182 | 0.1207 | 301.662 | 48.6245 | 6.9731 |
45 | 0.1957 | 0.4427 | 0.1455 | 334.9217 | 70.6473 | 8.4052 |
46 | 0.2018 | 0.3771 | 0.162 | 243.5338 | 82.9964 | 9.1102 |
47 | 0.2072 | 0.2809 | 0.17 | 136.1145 | 86.5376 | 9.3026 |
48 | 0.2133 | 0.2815 | 0.1769 | 136.7422 | 89.6754 | 9.4697 |
49 | 0.2197 | 0.3945 | 0.1897 | 267.844 | 100.1559 | 10.0078 |
50 | 0.2255 | 0.3427 | 0.1982 | 202.0414 | 105.8162 | 10.2867 |
51 | 0.2307 | 0.3397 | 0.2057 | 199.0287 | 110.7221 | 10.5225 |
52 | 0.2361 | 0.5046 | 0.2206 | 439.6207 | 127.167 | 11.2768 |
53 | 0.2415 | 0.5497 | 0.2363 | 521.7919 | 145.9587 | 12.0813 |
54 | 0.2469 | 0.5565 | 0.2508 | 534.3261 | 163.6118 | 12.7911 |
55 | 0.2519 | 0.6292 | 0.2673 | 683.7487 | 186.2264 | 13.6465 |
56 | 0.2567 | 0.6156 | 0.2818 | 655.8506 | 205.7941 | 14.3455 |
57 | 0.2615 | 0.4261 | 0.2876 | 314.673 | 210.1492 | 14.4965 |
58 | 0.2664 | 0.2792 | 0.2873 | 135.1597 | 207.265 | 14.3967 |
59 | 0.2714 | 0.2597 | 0.2862 | 116.8129 | 203.9149 | 14.2799 |
60 | 0.2762 | 0.3227 | 0.2875 | 180.2455 | 203.0696 | 14.2502 |