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[49]) |
37 | 7.8 | - | - | - | - | - | - | - |
38 | 7.6 | - | - | - | - | - | - | - |
39 | 7.4 | - | - | - | - | - | - | - |
40 | 7 | - | - | - | - | - | - | - |
41 | 7 | - | - | - | - | - | - | - |
42 | 7.2 | - | - | - | - | - | - | - |
43 | 7.5 | - | - | - | - | - | - | - |
44 | 7.8 | - | - | - | - | - | - | - |
45 | 7.8 | - | - | - | - | - | - | - |
46 | 7.7 | - | - | - | - | - | - | - |
47 | 7.6 | - | - | - | - | - | - | - |
48 | 7.6 | - | - | - | - | - | - | - |
49 | 7.5 | - | - | - | - | - | - | - |
50 | 7.5 | 7.3294 | 7.0902 | 7.5686 | 0.0811 | 0.0811 | 0.0133 | 0.0811 |
51 | 7.6 | 6.9809 | 6.5 | 7.4619 | 0.0058 | 0.0172 | 0.0438 | 0.0172 |
52 | 7.6 | 6.4852 | 5.7586 | 7.2118 | 0.0013 | 0.0013 | 0.0825 | 0.0031 |
53 | 7.9 | 6.5383 | 5.5781 | 7.4985 | 0.0027 | 0.0151 | 0.173 | 0.0248 |
54 | 7.6 | 6.7882 | 5.6921 | 7.8844 | 0.0733 | 0.0234 | 0.2308 | 0.1016 |
55 | 7.5 | 7.0877 | 5.8834 | 8.292 | 0.2511 | 0.2022 | 0.2511 | 0.2511 |
56 | 7.5 | 7.3614 | 6.0538 | 8.6689 | 0.4177 | 0.4177 | 0.2554 | 0.4177 |
57 | 7.6 | 7.3549 | 5.9402 | 8.7696 | 0.3671 | 0.4203 | 0.2687 | 0.4203 |
58 | 7.7 | 7.2632 | 5.7498 | 8.7767 | 0.2858 | 0.3314 | 0.2858 | 0.3796 |
59 | 7.8 | 7.1697 | 5.5668 | 8.7726 | 0.2204 | 0.2584 | 0.2994 | 0.3432 |
60 | 7.9 | 7.1677 | 5.4817 | 8.8537 | 0.1973 | 0.2312 | 0.3076 | 0.3496 |
61 | 7.9 | 7.0644 | 5.2979 | 8.8309 | 0.1769 | 0.1769 | 0.3144 | 0.3144 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0166 | 0.0233 | 0 | 0.0291 | 0 | 0 |
51 | 0.0352 | 0.0887 | 0.056 | 0.3833 | 0.2062 | 0.4541 |
52 | 0.0572 | 0.1719 | 0.0946 | 1.2428 | 0.5517 | 0.7428 |
53 | 0.0749 | 0.2083 | 0.123 | 1.8542 | 0.8773 | 0.9367 |
54 | 0.0824 | 0.1196 | 0.1223 | 0.659 | 0.8337 | 0.9131 |
55 | 0.0867 | 0.0582 | 0.1116 | 0.17 | 0.7231 | 0.8503 |
56 | 0.0906 | 0.0188 | 0.0984 | 0.0192 | 0.6225 | 0.789 |
57 | 0.0981 | 0.0333 | 0.0903 | 0.0601 | 0.5522 | 0.7431 |
58 | 0.1063 | 0.0601 | 0.0869 | 0.1908 | 0.512 | 0.7156 |
59 | 0.1141 | 0.0879 | 0.087 | 0.3973 | 0.5006 | 0.7075 |
60 | 0.12 | 0.1022 | 0.0884 | 0.5362 | 0.5038 | 0.7098 |
61 | 0.1276 | 0.1183 | 0.0909 | 0.6982 | 0.52 | 0.7211 |