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 | 8.1 | - | - | - | - | - | - | - |
37 | 7.7 | - | - | - | - | - | - | - |
38 | 7.9 | - | - | - | - | - | - | - |
39 | 7.9 | - | - | - | - | - | - | - |
40 | 8 | - | - | - | - | - | - | - |
41 | 7.9 | - | - | - | - | - | - | - |
42 | 7.6 | - | - | - | - | - | - | - |
43 | 7.1 | - | - | - | - | - | - | - |
44 | 6.8 | - | - | - | - | - | - | - |
45 | 6.5 | - | - | - | - | - | - | - |
46 | 6.9 | - | - | - | - | - | - | - |
47 | 8.2 | - | - | - | - | - | - | - |
48 | 8.7 | - | - | - | - | - | - | - |
49 | 8.3 | 8.3191 | 7.842 | 8.7962 | 0.4687 | 0.0588 | 0.9945 | 0.0588 |
50 | 7.9 | 7.8185 | 6.8322 | 8.8047 | 0.4356 | 0.1693 | 0.4356 | 0.0399 |
51 | 7.5 | 6.9966 | 5.5339 | 8.4594 | 0.25 | 0.1131 | 0.1131 | 0.0112 |
52 | 7.8 | 6.5986 | 4.8328 | 8.3644 | 0.0912 | 0.1585 | 0.0599 | 0.0098 |
53 | 8.3 | 6.5539 | 4.6433 | 8.4644 | 0.0366 | 0.1006 | 0.0836 | 0.0138 |
54 | 8.4 | 6.7296 | 4.7622 | 8.6969 | 0.048 | 0.0588 | 0.1929 | 0.0248 |
55 | 8.2 | 6.8165 | 4.8143 | 8.8187 | 0.0878 | 0.0606 | 0.3907 | 0.0326 |
56 | 7.7 | 6.864 | 4.8057 | 8.9223 | 0.213 | 0.1016 | 0.5243 | 0.0402 |
57 | 7.2 | 6.4909 | 4.3172 | 8.6645 | 0.2613 | 0.1378 | 0.4967 | 0.0232 |
58 | 7.3 | 6.454 | 4.1015 | 8.8066 | 0.2405 | 0.2671 | 0.3551 | 0.0307 |
59 | 8.1 | 7.2404 | 4.6909 | 9.7899 | 0.2544 | 0.4817 | 0.2303 | 0.1309 |
60 | 8.5 | 7.4451 | 4.7317 | 10.1585 | 0.223 | 0.3181 | 0.1823 | 0.1823 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0293 | -0.0023 | 2e-04 | 4e-04 | 0 | 0.0055 |
50 | 0.0644 | 0.0104 | 9e-04 | 0.0066 | 6e-04 | 0.0235 |
51 | 0.1067 | 0.0719 | 0.006 | 0.2534 | 0.0211 | 0.1453 |
52 | 0.1365 | 0.1821 | 0.0152 | 1.4434 | 0.1203 | 0.3468 |
53 | 0.1487 | 0.2664 | 0.0222 | 3.049 | 0.2541 | 0.5041 |
54 | 0.1492 | 0.2482 | 0.0207 | 2.7903 | 0.2325 | 0.4822 |
55 | 0.1499 | 0.203 | 0.0169 | 1.914 | 0.1595 | 0.3994 |
56 | 0.153 | 0.1218 | 0.0101 | 0.6989 | 0.0582 | 0.2413 |
57 | 0.1709 | 0.1093 | 0.0091 | 0.5029 | 0.0419 | 0.2047 |
58 | 0.186 | 0.1311 | 0.0109 | 0.7157 | 0.0596 | 0.2442 |
59 | 0.1797 | 0.1187 | 0.0099 | 0.7389 | 0.0616 | 0.2481 |
60 | 0.1859 | 0.1417 | 0.0118 | 1.1128 | 0.0927 | 0.3045 |