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[48]) |
36 | 38.22 | - | - | - | - | - | - | - |
37 | 40.18 | - | - | - | - | - | - | - |
38 | 42.19 | - | - | - | - | - | - | - |
39 | 47.56 | - | - | - | - | - | - | - |
40 | 47.26 | - | - | - | - | - | - | - |
41 | 44.03 | - | - | - | - | - | - | - |
42 | 49.83 | - | - | - | - | - | - | - |
43 | 53.35 | - | - | - | - | - | - | - |
44 | 58.9000000000001 | - | - | - | - | - | - | - |
45 | 59.64 | - | - | - | - | - | - | - |
46 | 56.99 | - | - | - | - | - | - | - |
47 | 53.2 | - | - | - | - | - | - | - |
48 | 53.24 | - | - | - | - | - | - | - |
49 | 57.85 | 57.4316 | 51.8226 | 63.5813 | 0.447 | 0.9092 | 1 | 0.9092 |
50 | 55.69 | 57.2772 | 48.5118 | 67.4431 | 0.3798 | 0.456 | 0.9982 | 0.7818 |
51 | 55.64 | 56.4109 | 45.9183 | 69.0142 | 0.4523 | 0.5446 | 0.9157 | 0.689 |
52 | 62.52 | 55.2233 | 43.4311 | 69.8227 | 0.1636 | 0.4777 | 0.8575 | 0.605 |
53 | 64.4 | 58.3772 | 44.9443 | 75.3213 | 0.243 | 0.3159 | 0.9515 | 0.7238 |
54 | 64.65 | 61.871 | 46.5636 | 81.5672 | 0.3911 | 0.4006 | 0.8846 | 0.8048 |
55 | 67.71 | 61.989 | 45.5122 | 83.6525 | 0.3024 | 0.4049 | 0.7828 | 0.7857 |
56 | 67.21 | 60.5921 | 43.3267 | 83.8202 | 0.2883 | 0.274 | 0.5568 | 0.7325 |
57 | 59.37 | 59.8022 | 41.8905 | 84.3341 | 0.4862 | 0.277 | 0.5052 | 0.7 |
58 | 53.26 | 63.6185 | 43.9121 | 90.9552 | 0.2288 | 0.6197 | 0.6827 | 0.7716 |
59 | 52.42 | 64.6559 | 43.9225 | 93.8161 | 0.2054 | 0.7782 | 0.7794 | 0.7786 |
60 | 55.03 | 63.1315 | 42.023 | 93.345 | 0.2996 | 0.7564 | 0.7395 | 0.7395 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0546 | 0.0073 | 0 | 0.175 | 0 | 0 |
50 | 0.0906 | -0.0277 | 0.0175 | 2.5193 | 1.3472 | 1.1607 |
51 | 0.114 | -0.0137 | 0.0162 | 0.5943 | 1.0962 | 1.047 |
52 | 0.1349 | 0.1321 | 0.0452 | 53.2419 | 14.1327 | 3.7593 |
53 | 0.1481 | 0.1032 | 0.0568 | 36.2739 | 18.5609 | 4.3082 |
54 | 0.1624 | 0.0449 | 0.0548 | 7.7229 | 16.7546 | 4.0932 |
55 | 0.1783 | 0.0923 | 0.0602 | 32.7298 | 19.0368 | 4.3631 |
56 | 0.1956 | 0.1092 | 0.0663 | 43.7968 | 22.1318 | 4.7044 |
57 | 0.2093 | -0.0072 | 0.0597 | 0.1868 | 19.6934 | 4.4377 |
58 | 0.2192 | -0.1628 | 0.07 | 107.2993 | 28.454 | 5.3342 |
59 | 0.2301 | -0.1892 | 0.0809 | 149.7161 | 39.4778 | 6.2831 |
60 | 0.2442 | -0.1283 | 0.0848 | 65.634 | 41.6575 | 6.4543 |