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 | 7.2 | - | - | - | - | - | - | - |
50 | 7.5 | - | - | - | - | - | - | - |
51 | 7.3 | - | - | - | - | - | - | - |
52 | 7 | - | - | - | - | - | - | - |
53 | 7 | - | - | - | - | - | - | - |
54 | 7 | - | - | - | - | - | - | - |
55 | 7.2 | - | - | - | - | - | - | - |
56 | 7.3 | - | - | - | - | - | - | - |
57 | 7.1 | - | - | - | - | - | - | - |
58 | 6.8 | - | - | - | - | - | - | - |
59 | 6.4 | - | - | - | - | - | - | - |
60 | 6.1 | - | - | - | - | - | - | - |
61 | 6.5 | - | - | - | - | - | - | - |
62 | 7.7 | 7.5853 | 7.2111 | 7.9594 | 0.2739 | 1 | 0.6724 | 1 |
63 | 7.9 | 7.6003 | 6.8983 | 8.3023 | 0.2014 | 0.3904 | 0.7991 | 0.9989 |
64 | 7.5 | 6.9761 | 6.0808 | 7.8713 | 0.1257 | 0.0216 | 0.4791 | 0.8513 |
65 | 6.9 | 6.3441 | 5.3908 | 7.2975 | 0.1266 | 0.0087 | 0.0888 | 0.3743 |
66 | 6.6 | 5.9165 | 4.9599 | 6.8732 | 0.0807 | 0.022 | 0.0132 | 0.116 |
67 | 6.9 | 6.0863 | 5.1289 | 7.0437 | 0.0479 | 0.1465 | 0.0113 | 0.1985 |
68 | 7.7 | 6.5265 | 5.5688 | 7.4842 | 0.0082 | 0.2223 | 0.0567 | 0.5217 |
69 | 8 | 6.7657 | 5.7883 | 7.743 | 0.0067 | 0.0305 | 0.2513 | 0.7029 |
70 | 8 | 6.7358 | 5.6962 | 7.7753 | 0.0086 | 0.0086 | 0.4518 | 0.6717 |
71 | 7.7 | 6.3361 | 5.2189 | 7.4534 | 0.0084 | 0.0018 | 0.4554 | 0.3869 |
72 | 7.3 | 5.8136 | 4.6441 | 6.983 | 0.0064 | 8e-04 | 0.3156 | 0.125 |
73 | 7.4 | 5.8267 | 4.6365 | 7.017 | 0.0048 | 0.0076 | 0.1338 | 0.1338 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
62 | 0.0252 | 0.0151 | 0.0013 | 0.0132 | 0.0011 | 0.0331 |
63 | 0.0471 | 0.0394 | 0.0033 | 0.0898 | 0.0075 | 0.0865 |
64 | 0.0655 | 0.0751 | 0.0063 | 0.2745 | 0.0229 | 0.1512 |
65 | 0.0767 | 0.0876 | 0.0073 | 0.309 | 0.0257 | 0.1605 |
66 | 0.0825 | 0.1155 | 0.0096 | 0.4671 | 0.0389 | 0.1973 |
67 | 0.0803 | 0.1337 | 0.0111 | 0.662 | 0.0552 | 0.2349 |
68 | 0.0749 | 0.1798 | 0.015 | 1.377 | 0.1147 | 0.3387 |
69 | 0.0737 | 0.1824 | 0.0152 | 1.5236 | 0.127 | 0.3563 |
70 | 0.0787 | 0.1877 | 0.0156 | 1.5983 | 0.1332 | 0.365 |
71 | 0.09 | 0.2152 | 0.0179 | 1.8601 | 0.155 | 0.3937 |
72 | 0.1026 | 0.2557 | 0.0213 | 2.2095 | 0.1841 | 0.4291 |
73 | 0.1042 | 0.27 | 0.0225 | 2.4751 | 0.2063 | 0.4542 |