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[61]) |
49 | 6.4 | - | - | - | - | - | - | - |
50 | 6.7 | - | - | - | - | - | - | - |
51 | 6.6 | - | - | - | - | - | - | - |
52 | 6.4 | - | - | - | - | - | - | - |
53 | 6.3 | - | - | - | - | - | - | - |
54 | 6.2 | - | - | - | - | - | - | - |
55 | 6.5 | - | - | - | - | - | - | - |
56 | 6.8 | - | - | - | - | - | - | - |
57 | 6.8 | - | - | - | - | - | - | - |
58 | 6.4 | - | - | - | - | - | - | - |
59 | 6.1 | - | - | - | - | - | - | - |
60 | 5.8 | - | - | - | - | - | - | - |
61 | 6.1 | - | - | - | - | - | - | - |
62 | 7.2 | 6.3642 | 5.9157 | 6.8126 | 1e-04 | 0.8759 | 0.0711 | 0.8759 |
63 | 7.3 | 6.5792 | 5.8474 | 7.3109 | 0.0268 | 0.0482 | 0.4777 | 0.9003 |
64 | 6.9 | 6.5833 | 5.6111 | 7.5556 | 0.2616 | 0.0743 | 0.6442 | 0.8351 |
65 | 6.1 | 6.4648 | 5.3807 | 7.5488 | 0.2548 | 0.2157 | 0.6171 | 0.7452 |
66 | 5.8 | 6.3635 | 5.2466 | 7.4804 | 0.1614 | 0.6781 | 0.6129 | 0.6781 |
67 | 6.2 | 6.3419 | 5.2128 | 7.471 | 0.4027 | 0.8266 | 0.3919 | 0.6627 |
68 | 7.1 | 6.3762 | 5.2321 | 7.5203 | 0.1075 | 0.6186 | 0.2339 | 0.682 |
69 | 7.7 | 6.4148 | 5.2433 | 7.5863 | 0.0158 | 0.1258 | 0.2596 | 0.7008 |
70 | 7.9 | 6.428 | 5.22 | 7.636 | 0.0085 | 0.0195 | 0.5181 | 0.7027 |
71 | 7.7 | 6.4188 | 5.1753 | 7.6622 | 0.0217 | 0.0098 | 0.6923 | 0.6923 |
72 | 7.4 | 6.4045 | 5.1316 | 7.6774 | 0.0627 | 0.023 | 0.824 | 0.6804 |
73 | 7.5 | 6.3978 | 5.0998 | 7.6959 | 0.048 | 0.0651 | 0.6735 | 0.6735 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
62 | 0.036 | 0.1313 | 0 | 0.6986 | 0 | 0 |
63 | 0.0567 | 0.1096 | 0.1204 | 0.5196 | 0.6091 | 0.7805 |
64 | 0.0754 | 0.0481 | 0.0963 | 0.1003 | 0.4395 | 0.6629 |
65 | 0.0856 | -0.0564 | 0.0864 | 0.1331 | 0.3629 | 0.6024 |
66 | 0.0895 | -0.0886 | 0.0868 | 0.3175 | 0.3538 | 0.5948 |
67 | 0.0908 | -0.0224 | 0.0761 | 0.0201 | 0.2982 | 0.5461 |
68 | 0.0915 | 0.1135 | 0.0814 | 0.5238 | 0.3304 | 0.5748 |
69 | 0.0932 | 0.2004 | 0.0963 | 1.6518 | 0.4956 | 0.704 |
70 | 0.0959 | 0.229 | 0.111 | 2.1667 | 0.6813 | 0.8254 |
71 | 0.0988 | 0.1996 | 0.1199 | 1.6415 | 0.7773 | 0.8816 |
72 | 0.1014 | 0.1554 | 0.1231 | 0.991 | 0.7967 | 0.8926 |
73 | 0.1035 | 0.1723 | 0.1272 | 1.2147 | 0.8316 | 0.9119 |