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 | 7.5 | - | - | - | - | - | - | - |
37 | 7.3 | - | - | - | - | - | - | - |
38 | 7 | - | - | - | - | - | - | - |
39 | 7 | - | - | - | - | - | - | - |
40 | 7 | - | - | - | - | - | - | - |
41 | 7.2 | - | - | - | - | - | - | - |
42 | 7.3 | - | - | - | - | - | - | - |
43 | 7.1 | - | - | - | - | - | - | - |
44 | 6.8 | - | - | - | - | - | - | - |
45 | 6.4 | - | - | - | - | - | - | - |
46 | 6.1 | - | - | - | - | - | - | - |
47 | 6.5 | - | - | - | - | - | - | - |
48 | 7.7 | - | - | - | - | - | - | - |
49 | 7.9 | 7.7088 | 7.3061 | 8.1116 | 0.1761 | 0.5172 | 0.9767 | 0.5172 |
50 | 7.5 | 6.9493 | 6.1802 | 7.7183 | 0.0802 | 0.0077 | 0.4486 | 0.0279 |
51 | 6.9 | 6.2375 | 5.2554 | 7.2196 | 0.0931 | 0.0059 | 0.064 | 0.0018 |
52 | 6.6 | 5.9062 | 4.8451 | 6.9673 | 0.1 | 0.0332 | 0.0217 | 5e-04 |
53 | 6.9 | 6.3511 | 5.2733 | 7.4288 | 0.1591 | 0.3254 | 0.0613 | 0.0071 |
54 | 7.7 | 7.0205 | 5.9317 | 8.1093 | 0.1106 | 0.5859 | 0.3074 | 0.1106 |
55 | 8 | 7.2221 | 6.0928 | 8.3515 | 0.0885 | 0.2035 | 0.5839 | 0.2035 |
56 | 8 | 6.8533 | 5.6233 | 8.0832 | 0.0338 | 0.0338 | 0.5338 | 0.0886 |
57 | 7.7 | 6.0894 | 4.7375 | 7.4413 | 0.0098 | 0.0028 | 0.3262 | 0.0098 |
58 | 7.3 | 5.4098 | 3.9762 | 6.8434 | 0.0049 | 9e-04 | 0.1727 | 9e-04 |
59 | 7.4 | 5.6582 | 4.1891 | 7.1274 | 0.0101 | 0.0143 | 0.1307 | 0.0032 |
60 | 8.1 | 7.0367 | 5.5499 | 8.5234 | 0.0805 | 0.316 | 0.1909 | 0.1909 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0267 | 0.0248 | 0 | 0.0365 | 0 | 0 |
50 | 0.0565 | 0.0792 | 0.052 | 0.3033 | 0.1699 | 0.4122 |
51 | 0.0803 | 0.1062 | 0.0701 | 0.4389 | 0.2596 | 0.5095 |
52 | 0.0917 | 0.1175 | 0.0819 | 0.4814 | 0.315 | 0.5613 |
53 | 0.0866 | 0.0864 | 0.0828 | 0.3013 | 0.3123 | 0.5588 |
54 | 0.0791 | 0.0968 | 0.0852 | 0.4617 | 0.3372 | 0.5807 |
55 | 0.0798 | 0.1077 | 0.0884 | 0.6051 | 0.3755 | 0.6127 |
56 | 0.0916 | 0.1673 | 0.0982 | 1.315 | 0.4929 | 0.7021 |
57 | 0.1133 | 0.2645 | 0.1167 | 2.5941 | 0.7264 | 0.8523 |
58 | 0.1352 | 0.3494 | 0.14 | 3.5729 | 1.011 | 1.0055 |
59 | 0.1325 | 0.3078 | 0.1552 | 3.0337 | 1.1949 | 1.0931 |
60 | 0.1078 | 0.1511 | 0.1549 | 1.1307 | 1.1895 | 1.0907 |