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[62]) |
50 | 8.3 | - | - | - | - | - | - | - |
51 | 8 | - | - | - | - | - | - | - |
52 | 8.2 | - | - | - | - | - | - | - |
53 | 8.1 | - | - | - | - | - | - | - |
54 | 8.1 | - | - | - | - | - | - | - |
55 | 8 | - | - | - | - | - | - | - |
56 | 7.9 | - | - | - | - | - | - | - |
57 | 7.9 | - | - | - | - | - | - | - |
58 | 8 | - | - | - | - | - | - | - |
59 | 8 | - | - | - | - | - | - | - |
60 | 7.9 | - | - | - | - | - | - | - |
61 | 8 | - | - | - | - | - | - | - |
62 | 7.7 | - | - | - | - | - | - | - |
63 | 7.2 | 7.3891 | 7.0826 | 7.6956 | 0.1133 | 0.0234 | 0 | 0.0234 |
64 | 7.5 | 7.6022 | 7.0331 | 8.1713 | 0.3624 | 0.917 | 0.0198 | 0.3681 |
65 | 7.3 | 7.5592 | 6.7677 | 8.3507 | 0.2605 | 0.5583 | 0.0903 | 0.3637 |
66 | 7 | 7.6678 | 6.7882 | 8.5475 | 0.0684 | 0.7938 | 0.1678 | 0.4714 |
67 | 7 | 7.6904 | 6.7929 | 8.5878 | 0.0658 | 0.9342 | 0.2494 | 0.4916 |
68 | 7 | 7.6575 | 6.757 | 8.5581 | 0.0762 | 0.9238 | 0.2989 | 0.4632 |
69 | 7.2 | 7.6741 | 6.7644 | 8.5838 | 0.1535 | 0.9268 | 0.3132 | 0.4777 |
70 | 7.3 | 7.7324 | 6.7904 | 8.6744 | 0.1841 | 0.866 | 0.2889 | 0.5269 |
71 | 7.1 | 7.6636 | 6.6636 | 8.6636 | 0.1347 | 0.7619 | 0.2548 | 0.4715 |
72 | 6.8 | 7.5173 | 6.4576 | 8.5769 | 0.0923 | 0.7799 | 0.2395 | 0.3677 |
73 | 6.4 | 7.5293 | 6.4285 | 8.6301 | 0.0222 | 0.903 | 0.201 | 0.3806 |
74 | 6.1 | 7.2902 | 6.1662 | 8.4142 | 0.019 | 0.9397 | 0.2374 | 0.2374 |
75 | 6.5 | 7.0684 | 5.8713 | 8.2656 | 0.176 | 0.9436 | 0.4147 | 0.1506 |
76 | 7.7 | 7.442 | 6.1269 | 8.7571 | 0.3503 | 0.9198 | 0.4655 | 0.3503 |
77 | 7.9 | 7.4363 | 5.9791 | 8.8935 | 0.2664 | 0.3614 | 0.5727 | 0.3614 |
78 | 7.5 | 7.5193 | 5.9651 | 9.0735 | 0.4903 | 0.3156 | 0.7437 | 0.4098 |
79 | 6.9 | 7.5117 | 5.9067 | 9.1168 | 0.2275 | 0.5057 | 0.734 | 0.4091 |
80 | 6.6 | 7.4757 | 5.8403 | 9.1111 | 0.147 | 0.7549 | 0.7157 | 0.394 |
81 | 6.9 | 7.5292 | 5.8609 | 9.1975 | 0.2299 | 0.8625 | 0.6505 | 0.4205 |
82 | 7.7 | 7.6228 | 5.906 | 9.3396 | 0.4649 | 0.7954 | 0.6438 | 0.4649 |
83 | 8 | 7.5571 | 5.7758 | 9.3384 | 0.313 | 0.4375 | 0.6925 | 0.4375 |
84 | 8 | 7.3866 | 5.5372 | 9.2361 | 0.2578 | 0.2578 | 0.7329 | 0.3699 |
85 | 7.7 | 7.3215 | 5.4137 | 9.2293 | 0.3487 | 0.2429 | 0.8281 | 0.3487 |
86 | 7.3 | 7.0856 | 5.1339 | 9.0373 | 0.4148 | 0.2686 | 0.8389 | 0.2686 |
87 | 7.4 | 6.9014 | 4.8744 | 8.9284 | 0.3149 | 0.35 | 0.651 | 0.22 |
88 | 8.1 | 7.3737 | 5.2483 | 9.4991 | 0.2515 | 0.4903 | 0.3817 | 0.3817 |
89 | 8.3 | 7.4073 | 5.1711 | 9.6435 | 0.217 | 0.2719 | 0.3329 | 0.3988 |
90 | 8.2 | 7.4888 | 5.1662 | 9.8115 | 0.2742 | 0.2468 | 0.4962 | 0.4293 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
63 | 0.0212 | -0.0256 | 0 | 0.0357 | 0 | 0 |
64 | 0.0382 | -0.0134 | 0.0195 | 0.0104 | 0.0231 | 0.152 |
65 | 0.0534 | -0.0343 | 0.0244 | 0.0672 | 0.0378 | 0.1944 |
66 | 0.0585 | -0.0871 | 0.0401 | 0.446 | 0.1398 | 0.374 |
67 | 0.0595 | -0.0898 | 0.05 | 0.4766 | 0.2072 | 0.4552 |
68 | 0.06 | -0.0859 | 0.056 | 0.4324 | 0.2447 | 0.4947 |
69 | 0.0605 | -0.0618 | 0.0568 | 0.2248 | 0.2419 | 0.4918 |
70 | 0.0622 | -0.0559 | 0.0567 | 0.187 | 0.235 | 0.4848 |
71 | 0.0666 | -0.0735 | 0.0586 | 0.3176 | 0.2442 | 0.4942 |
72 | 0.0719 | -0.0954 | 0.0623 | 0.5145 | 0.2712 | 0.5208 |
73 | 0.0746 | -0.15 | 0.0702 | 1.2754 | 0.3625 | 0.6021 |
74 | 0.0787 | -0.1633 | 0.078 | 1.4166 | 0.4503 | 0.6711 |
75 | 0.0864 | -0.0804 | 0.0782 | 0.3231 | 0.4406 | 0.6637 |
76 | 0.0902 | 0.0347 | 0.0751 | 0.0666 | 0.4138 | 0.6433 |
77 | 0.1 | 0.0624 | 0.0742 | 0.215 | 0.4006 | 0.6329 |
78 | 0.1055 | -0.0026 | 0.0697 | 4e-04 | 0.3756 | 0.6128 |
79 | 0.109 | -0.0814 | 0.0704 | 0.3742 | 0.3755 | 0.6128 |
80 | 0.1116 | -0.1171 | 0.073 | 0.7668 | 0.3972 | 0.6303 |
81 | 0.113 | -0.0836 | 0.0736 | 0.3959 | 0.3972 | 0.6302 |
82 | 0.1149 | 0.0101 | 0.0704 | 0.006 | 0.3776 | 0.6145 |
83 | 0.1203 | 0.0586 | 0.0699 | 0.1962 | 0.369 | 0.6074 |
84 | 0.1277 | 0.083 | 0.0704 | 0.3762 | 0.3693 | 0.6077 |
85 | 0.1329 | 0.0517 | 0.0696 | 0.1432 | 0.3595 | 0.5996 |
86 | 0.1405 | 0.0303 | 0.068 | 0.046 | 0.3464 | 0.5886 |
87 | 0.1499 | 0.0722 | 0.0682 | 0.2486 | 0.3425 | 0.5852 |
88 | 0.1471 | 0.0985 | 0.0693 | 0.5275 | 0.3496 | 0.5913 |
89 | 0.154 | 0.1205 | 0.0712 | 0.7969 | 0.3662 | 0.6051 |
90 | 0.1582 | 0.095 | 0.0721 | 0.5058 | 0.3712 | 0.6092 |