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[44]) |
32 | 8.7 | - | - | - | - | - | - | - |
33 | 8.7 | - | - | - | - | - | - | - |
34 | 8.5 | - | - | - | - | - | - | - |
35 | 8.4 | - | - | - | - | - | - | - |
36 | 8.5 | - | - | - | - | - | - | - |
37 | 8.7 | - | - | - | - | - | - | - |
38 | 8.7 | - | - | - | - | - | - | - |
39 | 8.6 | - | - | - | - | - | - | - |
40 | 8.5 | - | - | - | - | - | - | - |
41 | 8.3 | - | - | - | - | - | - | - |
42 | 8 | - | - | - | - | - | - | - |
43 | 8.2 | - | - | - | - | - | - | - |
44 | 8.1 | - | - | - | - | - | - | - |
45 | 8.1 | 8.214 | 7.913 | 8.515 | 0.2289 | 0.7711 | 8e-04 | 0.7711 |
46 | 8 | 8.4364 | 7.9716 | 8.9013 | 0.0329 | 0.922 | 0.3943 | 0.922 |
47 | 7.9 | 8.6816 | 8.1526 | 9.2106 | 0.0019 | 0.9942 | 0.8516 | 0.9844 |
48 | 7.9 | 8.9577 | 8.4286 | 9.4867 | 0 | 1 | 0.955 | 0.9993 |
49 | 8 | 8.9749 | 8.4303 | 9.5195 | 2e-04 | 0.9999 | 0.8388 | 0.9992 |
50 | 8 | 8.6036 | 8.0386 | 9.1686 | 0.0181 | 0.9819 | 0.369 | 0.9597 |
51 | 7.9 | 8.091 | 7.5259 | 8.6561 | 0.2538 | 0.6239 | 0.0387 | 0.4876 |
52 | 8 | 7.7375 | 7.1489 | 8.3262 | 0.1911 | 0.2943 | 0.0056 | 0.1137 |
53 | 7.7 | 7.6303 | 6.9695 | 8.291 | 0.4181 | 0.1364 | 0.0235 | 0.0818 |
54 | 7.2 | 7.7202 | 6.9909 | 8.4495 | 0.081 | 0.5217 | 0.226 | 0.1537 |
55 | 7.5 | 8.4638 | 7.7032 | 9.2243 | 0.0065 | 0.9994 | 0.7517 | 0.8257 |
56 | 7.3 | 8.5548 | 7.7899 | 9.3196 | 7e-04 | 0.9966 | 0.8781 | 0.8781 |
57 | 7 | 8.4684 | 7.6825 | 9.2542 | 1e-04 | 0.9982 | 0.8209 | 0.8209 |
58 | 7 | 8.2424 | 7.4212 | 9.0636 | 0.0015 | 0.9985 | 0.7186 | 0.6331 |
59 | 7 | 8.0994 | 7.23 | 8.9689 | 0.0066 | 0.9934 | 0.6735 | 0.4995 |
60 | 7.2 | 8.2636 | 7.3514 | 9.1759 | 0.0111 | 0.9967 | 0.7827 | 0.6374 |
61 | 7.3 | 8.4649 | 7.5154 | 9.4144 | 0.0081 | 0.9955 | 0.8314 | 0.7744 |
62 | 7.1 | 8.4073 | 7.4278 | 9.3868 | 0.0045 | 0.9866 | 0.7924 | 0.7307 |
63 | 6.8 | 8.1171 | 7.1058 | 9.1285 | 0.0053 | 0.9756 | 0.6631 | 0.5133 |
64 | 6.4 | 7.7465 | 6.6965 | 8.7965 | 0.006 | 0.9614 | 0.3181 | 0.2547 |
65 | 6.1 | 7.4435 | 6.3424 | 8.5446 | 0.0084 | 0.9684 | 0.324 | 0.1213 |
66 | 6.5 | 7.3023 | 6.1401 | 8.4645 | 0.088 | 0.9787 | 0.5685 | 0.0893 |
67 | 7.7 | 7.9561 | 6.7287 | 9.1834 | 0.3413 | 0.99 | 0.7668 | 0.4091 |
68 | 7.9 | 8.0812 | 6.7922 | 9.3702 | 0.3914 | 0.7189 | 0.8826 | 0.4886 |
69 | 7.5 | 8.1223 | 6.7389 | 9.5057 | 0.189 | 0.6236 | 0.9441 | 0.5126 |
70 | 6.9 | 8.0154 | 6.5363 | 9.4945 | 0.0697 | 0.7527 | 0.9108 | 0.4554 |
71 | 6.6 | 7.9131 | 6.3511 | 9.4752 | 0.0497 | 0.8982 | 0.8741 | 0.4073 |
72 | 6.9 | 8.0185 | 6.3942 | 9.6429 | 0.0886 | 0.9565 | 0.8383 | 0.4609 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
45 | 0.0187 | -0.0139 | 0 | 0.013 | 0 | 0 |
46 | 0.0281 | -0.0517 | 0.0328 | 0.1905 | 0.1017 | 0.319 |
47 | 0.0311 | -0.09 | 0.0519 | 0.611 | 0.2715 | 0.521 |
48 | 0.0301 | -0.1181 | 0.0684 | 1.1187 | 0.4833 | 0.6952 |
49 | 0.031 | -0.1086 | 0.0765 | 0.9504 | 0.5767 | 0.7594 |
50 | 0.0335 | -0.0702 | 0.0754 | 0.3643 | 0.5413 | 0.7357 |
51 | 0.0356 | -0.0236 | 0.068 | 0.0365 | 0.4692 | 0.685 |
52 | 0.0388 | 0.0339 | 0.0638 | 0.0689 | 0.4192 | 0.6474 |
53 | 0.0442 | 0.0091 | 0.0577 | 0.0049 | 0.3731 | 0.6108 |
54 | 0.0482 | -0.0674 | 0.0587 | 0.2706 | 0.3629 | 0.6024 |
55 | 0.0458 | -0.1139 | 0.0637 | 0.9288 | 0.4143 | 0.6437 |
56 | 0.0456 | -0.1467 | 0.0706 | 1.5745 | 0.511 | 0.7148 |
57 | 0.0473 | -0.1734 | 0.0785 | 2.1561 | 0.6375 | 0.7985 |
58 | 0.0508 | -0.1507 | 0.0837 | 1.5436 | 0.7023 | 0.838 |
59 | 0.0548 | -0.1357 | 0.0871 | 1.2088 | 0.736 | 0.8579 |
60 | 0.0563 | -0.1287 | 0.0897 | 1.1313 | 0.7607 | 0.8722 |
61 | 0.0572 | -0.1376 | 0.0925 | 1.3571 | 0.7958 | 0.8921 |
62 | 0.0594 | -0.1555 | 0.096 | 1.7089 | 0.8465 | 0.9201 |
63 | 0.0636 | -0.1623 | 0.0995 | 1.7349 | 0.8933 | 0.9451 |
64 | 0.0692 | -0.1738 | 0.1032 | 1.8132 | 0.9393 | 0.9692 |
65 | 0.0755 | -0.1805 | 0.1069 | 1.805 | 0.9805 | 0.9902 |
66 | 0.0812 | -0.1099 | 0.1071 | 0.6437 | 0.9652 | 0.9824 |
67 | 0.0787 | -0.0322 | 0.1038 | 0.0656 | 0.9261 | 0.9623 |
68 | 0.0814 | -0.0224 | 0.1004 | 0.0328 | 0.8889 | 0.9428 |
69 | 0.0869 | -0.0766 | 0.0995 | 0.3873 | 0.8688 | 0.9321 |
70 | 0.0941 | -0.1392 | 0.101 | 1.2441 | 0.8832 | 0.9398 |
71 | 0.1007 | -0.1659 | 0.1034 | 1.7243 | 0.9144 | 0.9562 |
72 | 0.1034 | -0.1395 | 0.1047 | 1.2511 | 0.9264 | 0.9625 |