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[45]) |
33 | 17.8 | - | - | - | - | - | - | - |
34 | 21.5 | - | - | - | - | - | - | - |
35 | 17.1 | - | - | - | - | - | - | - |
36 | 18.7 | - | - | - | - | - | - | - |
37 | 19 | - | - | - | - | - | - | - |
38 | 16.4 | - | - | - | - | - | - | - |
39 | 16.9 | - | - | - | - | - | - | - |
40 | 18.6 | - | - | - | - | - | - | - |
41 | 19.3 | - | - | - | - | - | - | - |
42 | 19.4 | - | - | - | - | - | - | - |
43 | 17.6 | - | - | - | - | - | - | - |
44 | 18.6 | - | - | - | - | - | - | - |
45 | 18.1 | - | - | - | - | - | - | - |
46 | 20.4 | 20.1083 | 18.2794 | 21.9372 | 0.3773 | 0.9843 | 0.0679 | 0.9843 |
47 | 18.1 | 17.181 | 15.2595 | 19.1024 | 0.1743 | 5e-04 | 0.5329 | 0.1743 |
48 | 19.6 | 19.0382 | 17.0401 | 21.0364 | 0.2908 | 0.8213 | 0.63 | 0.8213 |
49 | 19.9 | 18.5131 | 16.396 | 20.6302 | 0.0996 | 0.1571 | 0.3261 | 0.6489 |
50 | 19.2 | 17.3158 | 15.0731 | 19.5585 | 0.0498 | 0.012 | 0.7883 | 0.2466 |
51 | 17.8 | 18.2711 | 15.9684 | 20.5738 | 0.3442 | 0.2146 | 0.8784 | 0.5579 |
52 | 19.2 | 18.0065 | 15.5929 | 20.4202 | 0.1662 | 0.5666 | 0.3149 | 0.4698 |
53 | 22 | 18.8696 | 16.3514 | 21.3878 | 0.0074 | 0.3985 | 0.3688 | 0.7254 |
54 | 21.1 | 18.8598 | 16.2873 | 21.4324 | 0.0439 | 0.0084 | 0.3403 | 0.7187 |
55 | 19.5 | 16.9649 | 14.288 | 19.6418 | 0.0317 | 0.0012 | 0.321 | 0.203 |
56 | 22.2 | 17.8602 | 15.0943 | 20.6261 | 0.0011 | 0.1226 | 0.3 | 0.4325 |
57 | 20.9 | 18.3424 | 15.5255 | 21.1593 | 0.0376 | 0.0036 | 0.567 | 0.567 |
58 | 22.2 | 17.628 | 14.2013 | 21.0546 | 0.0045 | 0.0306 | 0.0564 | 0.3936 |
59 | 23.5 | 17.5733 | 13.987 | 21.1597 | 6e-04 | 0.0057 | 0.3867 | 0.3867 |
60 | 21.5 | 18.6157 | 14.9169 | 22.3146 | 0.0632 | 0.0048 | 0.301 | 0.6077 |
61 | 24.3 | 17.4915 | 13.5953 | 21.3877 | 3e-04 | 0.0219 | 0.1128 | 0.3798 |
62 | 22.8 | 17.6959 | 13.6359 | 21.7559 | 0.0069 | 7e-04 | 0.2339 | 0.4227 |
63 | 20.3 | 18.5785 | 14.4199 | 22.7371 | 0.2086 | 0.0233 | 0.6432 | 0.5892 |
64 | 23.7 | 17.4174 | 13.0759 | 21.7589 | 0.0023 | 0.0966 | 0.2105 | 0.379 |
65 | 23.3 | 17.8122 | 13.3319 | 22.2925 | 0.0082 | 0.005 | 0.0335 | 0.4499 |
66 | 19.6 | 18.525 | 13.9515 | 23.0985 | 0.3225 | 0.0204 | 0.1349 | 0.5723 |
67 | 18 | 17.3611 | 12.6169 | 22.1053 | 0.3959 | 0.1775 | 0.1884 | 0.3801 |
68 | 17.3 | 17.926 | 13.062 | 22.7901 | 0.4004 | 0.4881 | 0.0425 | 0.4721 |
69 | 16.8 | 18.4565 | 13.5023 | 23.4107 | 0.2561 | 0.6764 | 0.1668 | 0.5561 |
70 | 18.2 | 17.3236 | 12.2093 | 22.438 | 0.3685 | 0.5795 | 0.0308 | 0.383 |
71 | 16.5 | 18.0342 | 12.8148 | 23.2536 | 0.2823 | 0.4752 | 0.0201 | 0.4901 |
72 | 16 | 18.3758 | 13.0677 | 23.6839 | 0.1902 | 0.7557 | 0.1243 | 0.5406 |
73 | 18.4 | 17.3051 | 11.8465 | 22.7637 | 0.3471 | 0.6803 | 0.006 | 0.3877 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
46 | 0.0464 | 0.0145 | 0 | 0.0851 | 0 | 0 |
47 | 0.0571 | 0.0535 | 0.034 | 0.8446 | 0.4648 | 0.6818 |
48 | 0.0535 | 0.0295 | 0.0325 | 0.3156 | 0.4151 | 0.6443 |
49 | 0.0583 | 0.0749 | 0.0431 | 1.9234 | 0.7922 | 0.89 |
50 | 0.0661 | 0.1088 | 0.0562 | 3.5502 | 1.3438 | 1.1592 |
51 | 0.0643 | -0.0258 | 0.0512 | 0.2219 | 1.1568 | 1.0755 |
52 | 0.0684 | 0.0663 | 0.0533 | 1.4243 | 1.195 | 1.0932 |
53 | 0.0681 | 0.1659 | 0.0674 | 9.7993 | 2.2706 | 1.5068 |
54 | 0.0696 | 0.1188 | 0.0731 | 5.0183 | 2.5759 | 1.6049 |
55 | 0.0805 | 0.1494 | 0.0807 | 6.4267 | 2.9609 | 1.7207 |
56 | 0.079 | 0.243 | 0.0955 | 18.8342 | 4.404 | 2.0986 |
57 | 0.0784 | 0.1394 | 0.0992 | 6.5414 | 4.5821 | 2.1406 |
58 | 0.0992 | 0.2594 | 0.1115 | 20.9034 | 5.8376 | 2.4161 |
59 | 0.1041 | 0.3373 | 0.1276 | 35.1256 | 7.9296 | 2.816 |
60 | 0.1014 | 0.1549 | 0.1294 | 8.3191 | 7.9555 | 2.8206 |
61 | 0.1136 | 0.3892 | 0.1457 | 46.3554 | 10.3555 | 3.218 |
62 | 0.1171 | 0.2884 | 0.1541 | 26.052 | 11.2789 | 3.3584 |
63 | 0.1142 | 0.0927 | 0.1507 | 2.9636 | 10.8169 | 3.2889 |
64 | 0.1272 | 0.3607 | 0.1617 | 39.4709 | 12.325 | 3.5107 |
65 | 0.1283 | 0.3081 | 0.169 | 30.116 | 13.2146 | 3.6352 |
66 | 0.126 | 0.058 | 0.1637 | 1.1556 | 12.6403 | 3.5553 |
67 | 0.1394 | 0.0368 | 0.158 | 0.4081 | 12.0843 | 3.4762 |
68 | 0.1384 | -0.0349 | 0.1526 | 0.3919 | 11.5759 | 3.4023 |
69 | 0.137 | -0.0898 | 0.15 | 2.7441 | 11.2079 | 3.3478 |
70 | 0.1506 | 0.0506 | 0.146 | 0.768 | 10.7904 | 3.2849 |
71 | 0.1477 | -0.0851 | 0.1437 | 2.3537 | 10.4659 | 3.2351 |
72 | 0.1474 | -0.1293 | 0.1431 | 5.6442 | 10.2873 | 3.2074 |
73 | 0.1609 | 0.0633 | 0.1403 | 1.1988 | 9.9627 | 3.1564 |