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[44]) |
32 | 1.5 | - | - | - | - | - | - | - |
33 | 1.45 | - | - | - | - | - | - | - |
34 | 1.38 | - | - | - | - | - | - | - |
35 | 1.38 | - | - | - | - | - | - | - |
36 | 1.27 | - | - | - | - | - | - | - |
37 | 1.31 | - | - | - | - | - | - | - |
38 | 1.29 | - | - | - | - | - | - | - |
39 | 1.32 | - | - | - | - | - | - | - |
40 | 1.48 | - | - | - | - | - | - | - |
41 | 1.39 | - | - | - | - | - | - | - |
42 | 1.45 | - | - | - | - | - | - | - |
43 | 1.44 | - | - | - | - | - | - | - |
44 | 1.44 | - | - | - | - | - | - | - |
45 | 1.42 | 1.3587 | 1.1606 | 1.5569 | 0.2723 | 0.2107 | 0.1833 | 0.2107 |
46 | 1.39 | 1.2124 | 0.9118 | 1.513 | 0.1235 | 0.088 | 0.1373 | 0.0689 |
47 | 1.4 | 1.142 | 0.8084 | 1.4757 | 0.0648 | 0.0726 | 0.0811 | 0.04 |
48 | 1.39 | 1.0294 | 0.663 | 1.3957 | 0.0268 | 0.0237 | 0.099 | 0.014 |
49 | 1.3 | 1.1285 | 0.7333 | 1.5237 | 0.1976 | 0.0974 | 0.1841 | 0.0612 |
50 | 1.32 | 1.1842 | 0.7412 | 1.6272 | 0.274 | 0.3043 | 0.3199 | 0.1289 |
51 | 1.35 | 1.2444 | 0.7495 | 1.7393 | 0.3379 | 0.3823 | 0.3823 | 0.2193 |
52 | 1.51 | 1.3692 | 0.8254 | 1.913 | 0.3059 | 0.5276 | 0.3448 | 0.3993 |
53 | 1.37 | 1.2077 | 0.6314 | 1.7841 | 0.2905 | 0.152 | 0.2677 | 0.2148 |
54 | 1.25 | 1.218 | 0.6199 | 1.8161 | 0.4582 | 0.3092 | 0.2235 | 0.2335 |
55 | 1.15 | 1.2173 | 0.6016 | 1.8329 | 0.4152 | 0.4585 | 0.2391 | 0.2391 |
56 | 1.09 | 1.2761 | 0.6382 | 1.914 | 0.2837 | 0.6508 | 0.3073 | 0.3073 |
57 | 1.09 | 1.255 | 0.503 | 2.0071 | 0.3336 | 0.6664 | 0.3336 | 0.3149 |
58 | 1.06 | 1.1235 | 0.2483 | 1.9986 | 0.4435 | 0.5299 | 0.2753 | 0.2392 |
59 | 1.02 | 1.0128 | 0.0671 | 1.9586 | 0.4941 | 0.4611 | 0.2112 | 0.188 |
60 | 1.01 | 0.8387 | -0.1655 | 1.8428 | 0.369 | 0.3617 | 0.1409 | 0.1202 |
61 | 1 | 0.9039 | -0.146 | 1.9537 | 0.4288 | 0.4215 | 0.2298 | 0.1584 |
62 | 1 | 0.9784 | -0.1296 | 2.0864 | 0.4848 | 0.4848 | 0.2728 | 0.2071 |
63 | 1.05 | 1.0933 | -0.0833 | 2.2699 | 0.4713 | 0.5617 | 0.3344 | 0.2818 |
64 | 1.3 | 1.2644 | 0.0121 | 2.5168 | 0.4778 | 0.6314 | 0.3504 | 0.3918 |
65 | 1.34 | 1.1053 | -0.2119 | 2.4224 | 0.3634 | 0.386 | 0.3468 | 0.3092 |
66 | 1.24 | 1.0739 | -0.2932 | 2.441 | 0.4059 | 0.3514 | 0.4003 | 0.2998 |
67 | 1.22 | 1.0219 | -0.3835 | 2.4274 | 0.3912 | 0.3805 | 0.4291 | 0.2799 |
68 | 1.06 | 1.0602 | -0.3826 | 2.5031 | 0.4999 | 0.4141 | 0.4839 | 0.303 |
69 | 1 | 1.064 | -0.4835 | 2.6116 | 0.4677 | 0.502 | 0.4869 | 0.317 |
70 | 1 | 0.9813 | -0.6893 | 2.652 | 0.4913 | 0.4913 | 0.4632 | 0.2953 |
71 | 1 | 0.9045 | -0.8587 | 2.6677 | 0.4577 | 0.4577 | 0.4489 | 0.2758 |
72 | 1.01 | 0.7234 | -1.1236 | 2.5705 | 0.3805 | 0.3846 | 0.3805 | 0.2235 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
45 | 0.0744 | 0.0451 | 0 | 0.0038 | 0 | 0 |
46 | 0.1265 | 0.1465 | 0.0958 | 0.0315 | 0.0176 | 0.1328 |
47 | 0.1491 | 0.2259 | 0.1391 | 0.0665 | 0.0339 | 0.1842 |
48 | 0.1816 | 0.3504 | 0.1919 | 0.1301 | 0.058 | 0.2408 |
49 | 0.1787 | 0.1519 | 0.1839 | 0.0294 | 0.0523 | 0.2286 |
50 | 0.1909 | 0.1147 | 0.1724 | 0.0184 | 0.0466 | 0.2159 |
51 | 0.2029 | 0.0849 | 0.1599 | 0.0111 | 0.0416 | 0.2038 |
52 | 0.2026 | 0.1028 | 0.1528 | 0.0198 | 0.0388 | 0.1971 |
53 | 0.2435 | 0.1344 | 0.1507 | 0.0263 | 0.0374 | 0.1935 |
54 | 0.2505 | 0.0263 | 0.1383 | 0.001 | 0.0338 | 0.1839 |
55 | 0.2581 | -0.0553 | 0.1307 | 0.0045 | 0.0311 | 0.1765 |
56 | 0.255 | -0.1458 | 0.132 | 0.0346 | 0.0314 | 0.1773 |
57 | 0.3057 | -0.1315 | 0.1319 | 0.0272 | 0.0311 | 0.1764 |
58 | 0.3974 | -0.0565 | 0.1266 | 0.004 | 0.0292 | 0.1708 |
59 | 0.4764 | 0.0071 | 0.1186 | 1e-04 | 0.0272 | 0.165 |
60 | 0.6109 | 0.2043 | 0.124 | 0.0294 | 0.0274 | 0.1654 |
61 | 0.5926 | 0.1064 | 0.1229 | 0.0092 | 0.0263 | 0.1622 |
62 | 0.5778 | 0.0221 | 0.1173 | 5e-04 | 0.0249 | 0.1577 |
63 | 0.5491 | -0.0396 | 0.1132 | 0.0019 | 0.0237 | 0.1538 |
64 | 0.5053 | 0.0281 | 0.109 | 0.0013 | 0.0225 | 0.1501 |
65 | 0.608 | 0.2124 | 0.1139 | 0.0551 | 0.0241 | 0.1552 |
66 | 0.6495 | 0.1546 | 0.1157 | 0.0276 | 0.0242 | 0.1557 |
67 | 0.7017 | 0.1938 | 0.1191 | 0.0392 | 0.0249 | 0.1578 |
68 | 0.6943 | -2e-04 | 0.1142 | 0 | 0.0239 | 0.1545 |
69 | 0.7421 | -0.0602 | 0.112 | 0.0041 | 0.0231 | 0.1519 |
70 | 0.8686 | 0.019 | 0.1084 | 3e-04 | 0.0222 | 0.149 |
71 | 0.9945 | 0.1055 | 0.1083 | 0.0091 | 0.0217 | 0.1473 |
72 | 1.3026 | 0.3961 | 0.1186 | 0.0821 | 0.0239 | 0.1545 |