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 | 7.6997 | 7.2631 | 8.1363 | 0.1843 | 0.4995 | 0.9636 | 0.4995 |
50 | 7.5 | 7.0487 | 6.1523 | 7.9451 | 0.1619 | 0.0313 | 0.5424 | 0.0772 |
51 | 6.9 | 6.6296 | 5.4256 | 7.8335 | 0.3299 | 0.0782 | 0.2732 | 0.0407 |
52 | 6.6 | 6.5396 | 5.1812 | 7.898 | 0.4653 | 0.3015 | 0.2533 | 0.047 |
53 | 6.9 | 6.8943 | 5.4483 | 8.3403 | 0.4969 | 0.655 | 0.3393 | 0.1374 |
54 | 7.7 | 7.18 | 5.6466 | 8.7134 | 0.2531 | 0.6398 | 0.4391 | 0.2531 |
55 | 8 | 7.0443 | 5.3932 | 8.6954 | 0.1283 | 0.2182 | 0.4736 | 0.2182 |
56 | 8 | 6.6931 | 4.9022 | 8.484 | 0.0763 | 0.0763 | 0.4534 | 0.1352 |
57 | 7.7 | 6.2827 | 4.3572 | 8.2082 | 0.0745 | 0.0402 | 0.4525 | 0.0745 |
58 | 7.3 | 5.9709 | 3.9283 | 8.0134 | 0.1011 | 0.0485 | 0.4507 | 0.0485 |
59 | 7.4 | 6.287 | 4.139 | 8.4349 | 0.1549 | 0.1776 | 0.4229 | 0.0986 |
60 | 8.1 | 7.4028 | 5.1502 | 9.6555 | 0.2721 | 0.501 | 0.398 | 0.398 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0289 | 0.026 | 0 | 0.0401 | 0 | 0 |
50 | 0.0649 | 0.064 | 0.045 | 0.2037 | 0.1219 | 0.3491 |
51 | 0.0927 | 0.0408 | 0.0436 | 0.0731 | 0.1056 | 0.325 |
52 | 0.106 | 0.0092 | 0.035 | 0.0036 | 0.0801 | 0.2831 |
53 | 0.107 | 8e-04 | 0.0282 | 0 | 0.0641 | 0.2532 |
54 | 0.109 | 0.0724 | 0.0356 | 0.2704 | 0.0985 | 0.3138 |
55 | 0.1196 | 0.1357 | 0.0499 | 0.9134 | 0.2149 | 0.4636 |
56 | 0.1365 | 0.1953 | 0.068 | 1.708 | 0.4015 | 0.6337 |
57 | 0.1564 | 0.2256 | 0.0855 | 2.0088 | 0.5801 | 0.7617 |
58 | 0.1745 | 0.2226 | 0.0992 | 1.7666 | 0.6988 | 0.8359 |
59 | 0.1743 | 0.177 | 0.1063 | 1.2388 | 0.7479 | 0.8648 |
60 | 0.1553 | 0.0942 | 0.1053 | 0.4861 | 0.7261 | 0.8521 |