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[32]) |
20 | 8.7 | - | - | - | - | - | - | - |
21 | 8.7 | - | - | - | - | - | - | - |
22 | 8.5 | - | - | - | - | - | - | - |
23 | 8.4 | - | - | - | - | - | - | - |
24 | 8.5 | - | - | - | - | - | - | - |
25 | 8.7 | - | - | - | - | - | - | - |
26 | 8.7 | - | - | - | - | - | - | - |
27 | 8.6 | - | - | - | - | - | - | - |
28 | 8.5 | - | - | - | - | - | - | - |
29 | 8.3 | - | - | - | - | - | - | - |
30 | 8 | - | - | - | - | - | - | - |
31 | 8.2 | - | - | - | - | - | - | - |
32 | 8.1 | - | - | - | - | - | - | - |
33 | 8.1 | 8.1089 | 7.8808 | 8.337 | 0.4695 | 0.5305 | 0 | 0.5305 |
34 | 8 | 8.2752 | 7.8837 | 8.6666 | 0.0841 | 0.8098 | 0.1301 | 0.8098 |
35 | 7.9 | 8.6081 | 8.0474 | 9.1687 | 0.0067 | 0.9832 | 0.7665 | 0.9621 |
36 | 7.9 | 8.8708 | 8.2697 | 9.4718 | 8e-04 | 0.9992 | 0.8867 | 0.994 |
37 | 8 | 9.0888 | 8.4872 | 9.6903 | 2e-04 | 0.9999 | 0.8974 | 0.9994 |
38 | 8 | 8.8673 | 8.2368 | 9.4978 | 0.0035 | 0.9965 | 0.6985 | 0.9915 |
39 | 7.9 | 8.5304 | 7.8748 | 9.186 | 0.0297 | 0.9436 | 0.4176 | 0.9009 |
40 | 8 | 8.3281 | 7.6707 | 8.9856 | 0.164 | 0.8991 | 0.3042 | 0.7518 |
41 | 7.7 | 8.042 | 7.3791 | 8.7049 | 0.156 | 0.5494 | 0.2228 | 0.4319 |
42 | 7.2 | 7.886 | 7.2046 | 8.5674 | 0.0242 | 0.7037 | 0.3715 | 0.2691 |
43 | 7.5 | 8.1173 | 7.4232 | 8.8114 | 0.0407 | 0.9952 | 0.4077 | 0.5195 |
44 | 7.3 | 8.0757 | 7.3798 | 8.7715 | 0.0144 | 0.9475 | 0.4727 | 0.4727 |
45 | 7 | 8.0731 | 7.3064 | 8.8398 | 0.003 | 0.9759 | 0.4726 | 0.4726 |
46 | 7 | 8.2461 | 7.3636 | 9.1286 | 0.0028 | 0.9972 | 0.7077 | 0.6272 |
47 | 7 | 8.6051 | 7.5447 | 9.6655 | 0.0015 | 0.9985 | 0.9038 | 0.8247 |
48 | 7.2 | 8.9057 | 7.7911 | 10.0202 | 0.0014 | 0.9996 | 0.9615 | 0.9217 |
49 | 7.3 | 9.1163 | 8.003 | 10.2295 | 7e-04 | 0.9996 | 0.9753 | 0.9632 |
50 | 7.1 | 8.88 | 7.7442 | 10.0158 | 0.0011 | 0.9968 | 0.9356 | 0.9108 |
51 | 6.8 | 8.523 | 7.3624 | 9.6835 | 0.0018 | 0.9919 | 0.8536 | 0.7625 |
52 | 6.4 | 8.3068 | 7.1444 | 9.4691 | 7e-04 | 0.9945 | 0.6975 | 0.6363 |
53 | 6.1 | 8.0497 | 6.8805 | 9.2188 | 5e-04 | 0.9972 | 0.7211 | 0.4664 |
54 | 6.5 | 7.9054 | 6.7119 | 9.0988 | 0.0105 | 0.9985 | 0.8767 | 0.3746 |
55 | 7.7 | 8.1698 | 6.9571 | 9.3826 | 0.2238 | 0.9965 | 0.8605 | 0.5449 |
56 | 7.9 | 8.1317 | 6.915 | 9.3484 | 0.3545 | 0.7566 | 0.9098 | 0.5204 |
57 | 7.5 | 8.119 | 6.8614 | 9.3766 | 0.1673 | 0.6336 | 0.9594 | 0.5118 |
58 | 6.9 | 8.2639 | 6.9447 | 9.583 | 0.0214 | 0.8718 | 0.9698 | 0.5962 |
59 | 6.6 | 8.5954 | 7.1683 | 10.0226 | 0.0031 | 0.9901 | 0.9858 | 0.7519 |
60 | 6.9 | 8.8828 | 7.4153 | 10.3503 | 0.004 | 0.9989 | 0.9877 | 0.8521 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.0143 | -0.0011 | 0 | 1e-04 | 0 | 0 |
34 | 0.0241 | -0.0333 | 0.0172 | 0.0757 | 0.0379 | 0.1947 |
35 | 0.0332 | -0.0823 | 0.0389 | 0.5014 | 0.1924 | 0.4386 |
36 | 0.0346 | -0.1094 | 0.0565 | 0.9424 | 0.3799 | 0.6163 |
37 | 0.0338 | -0.1198 | 0.0692 | 1.1854 | 0.541 | 0.7355 |
38 | 0.0363 | -0.0978 | 0.0739 | 0.7522 | 0.5762 | 0.7591 |
39 | 0.0392 | -0.0739 | 0.0739 | 0.3974 | 0.5506 | 0.7421 |
40 | 0.0403 | -0.0394 | 0.0696 | 0.1077 | 0.4953 | 0.7038 |
41 | 0.0421 | -0.0425 | 0.0666 | 0.117 | 0.4532 | 0.6732 |
42 | 0.0441 | -0.087 | 0.0686 | 0.4706 | 0.455 | 0.6745 |
43 | 0.0436 | -0.076 | 0.0693 | 0.381 | 0.4483 | 0.6695 |
44 | 0.044 | -0.096 | 0.0715 | 0.6016 | 0.461 | 0.679 |
45 | 0.0485 | -0.1329 | 0.0763 | 1.1516 | 0.5142 | 0.717 |
46 | 0.0546 | -0.1511 | 0.0816 | 1.5529 | 0.5884 | 0.767 |
47 | 0.0629 | -0.1865 | 0.0886 | 2.5764 | 0.7209 | 0.8491 |
48 | 0.0639 | -0.1915 | 0.095 | 2.9093 | 0.8577 | 0.9261 |
49 | 0.0623 | -0.1992 | 0.1012 | 3.2988 | 1.0013 | 1.0006 |
50 | 0.0653 | -0.2004 | 0.1067 | 3.1683 | 1.1217 | 1.0591 |
51 | 0.0695 | -0.2022 | 0.1117 | 2.9686 | 1.2189 | 1.104 |
52 | 0.0714 | -0.2295 | 0.1176 | 3.6357 | 1.3397 | 1.1575 |
53 | 0.0741 | -0.2422 | 0.1235 | 3.8012 | 1.4569 | 1.207 |
54 | 0.077 | -0.1778 | 0.126 | 1.9751 | 1.4805 | 1.2167 |
55 | 0.0757 | -0.0575 | 0.123 | 0.2207 | 1.4257 | 1.194 |
56 | 0.0763 | -0.0285 | 0.1191 | 0.0537 | 1.3685 | 1.1698 |
57 | 0.079 | -0.0762 | 0.1174 | 0.3831 | 1.3291 | 1.1529 |
58 | 0.0814 | -0.165 | 0.1192 | 1.8601 | 1.3495 | 1.1617 |
59 | 0.0847 | -0.2321 | 0.1234 | 3.9817 | 1.447 | 1.2029 |
60 | 0.0843 | -0.2232 | 0.127 | 3.9314 | 1.5358 | 1.2393 |