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 | 8.5 | - | - | - | - | - | - | - |
22 | 7.6 | - | - | - | - | - | - | - |
23 | 6.5 | - | - | - | - | - | - | - |
24 | 5.6 | - | - | - | - | - | - | - |
25 | 4.5 | - | - | - | - | - | - | - |
26 | 4.2 | - | - | - | - | - | - | - |
27 | 4.1 | - | - | - | - | - | - | - |
28 | 4 | - | - | - | - | - | - | - |
29 | 4.1 | - | - | - | - | - | - | - |
30 | 4.3 | - | - | - | - | - | - | - |
31 | 4 | - | - | - | - | - | - | - |
32 | 3.5 | - | - | - | - | - | - | - |
33 | 3.2 | 3.4204 | 3.0785 | 3.7623 | 0.1032 | 0.324 | 0 | 0.324 |
34 | 3.2 | 3.566 | 2.7612 | 4.3708 | 0.1864 | 0.8136 | 0 | 0.5638 |
35 | 3.2 | 4.1325 | 2.8407 | 5.4243 | 0.0785 | 0.9215 | 2e-04 | 0.8314 |
36 | 3 | 4.6727 | 2.8766 | 6.4687 | 0.034 | 0.946 | 0.1558 | 0.8997 |
37 | 3 | 4.9844 | 2.624 | 7.3447 | 0.0497 | 0.9503 | 0.6562 | 0.8911 |
38 | 2.4 | 4.9633 | 2.0289 | 7.8977 | 0.0434 | 0.9051 | 0.6949 | 0.8358 |
39 | 2.3 | 4.6637 | 1.1395 | 8.1879 | 0.0943 | 0.896 | 0.623 | 0.7412 |
40 | 1.7 | 4.1761 | 0.0259 | 8.3263 | 0.1211 | 0.8122 | 0.5331 | 0.6252 |
41 | 1.5 | 3.5437 | -1.2409 | 8.3283 | 0.2012 | 0.775 | 0.4099 | 0.5071 |
42 | 1.1 | 2.9048 | -2.5327 | 8.3422 | 0.2577 | 0.6937 | 0.3075 | 0.4151 |
43 | 0.8 | 2.4695 | -3.6475 | 8.5866 | 0.2963 | 0.6696 | 0.3119 | 0.3706 |
44 | 1 | 2.3813 | -4.4256 | 9.1882 | 0.3454 | 0.6756 | 0.3737 | 0.3737 |
45 | 1.5 | 1.7929 | -5.6948 | 9.2807 | 0.4694 | 0.5822 | 0.3563 | 0.3275 |
46 | 1.9 | 0.6533 | -7.5093 | 8.8158 | 0.3823 | 0.4194 | 0.2704 | 0.2471 |
47 | 1.8 | -0.6849 | -9.5189 | 8.1491 | 0.2907 | 0.2832 | 0.1944 | 0.1766 |
48 | 1.9 | -1.8862 | -11.4006 | 7.6283 | 0.2177 | 0.2238 | 0.1571 | 0.1336 |
49 | 1.7 | -3.1917 | -13.3921 | 7.0088 | 0.1736 | 0.1639 | 0.1171 | 0.0993 |
50 | 1.8 | -3.8586 | -14.7519 | 7.0348 | 0.1543 | 0.1586 | 0.1301 | 0.0928 |
51 | 1.6 | -4.3406 | -15.9395 | 7.2582 | 0.1577 | 0.1497 | 0.1309 | 0.0926 |
52 | 2.2 | -4.7895 | -17.1025 | 7.5235 | 0.1329 | 0.1546 | 0.1508 | 0.0935 |
53 | 2.2 | -5.0589 | -18.0962 | 7.9785 | 0.1376 | 0.1376 | 0.1621 | 0.0991 |
54 | 2.3 | -5.2667 | -19.0412 | 8.5079 | 0.1408 | 0.144 | 0.1825 | 0.1061 |
55 | 2.3 | -5.8617 | -20.3832 | 8.6598 | 0.1353 | 0.1353 | 0.1843 | 0.1032 |
56 | 2.2 | -6.6571 | -21.9367 | 8.6225 | 0.1279 | 0.1253 | 0.163 | 0.0963 |
57 | 2.5 | -7.0692 | -23.1986 | 9.0603 | 0.1225 | 0.13 | 0.1489 | 0.0995 |
58 | 2.1 | -7.2132 | -24.2882 | 9.8618 | 0.1425 | 0.1324 | 0.1478 | 0.1094 |
59 | 2.1 | -7.0219 | -25.1095 | 11.0656 | 0.1615 | 0.1615 | 0.1695 | 0.1271 |
60 | 2 | -6.882 | -26.0352 | 12.2712 | 0.1817 | 0.179 | 0.1844 | 0.144 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.051 | -0.0644 | 0 | 0.0486 | 0 | 0 |
34 | 0.1152 | -0.1026 | 0.0835 | 0.134 | 0.0913 | 0.3021 |
35 | 0.1595 | -0.2257 | 0.1309 | 0.8696 | 0.3507 | 0.5922 |
36 | 0.1961 | -0.358 | 0.1877 | 2.7978 | 0.9625 | 0.9811 |
37 | 0.2416 | -0.3981 | 0.2298 | 3.9376 | 1.5575 | 1.248 |
38 | 0.3016 | -0.5165 | 0.2775 | 6.5705 | 2.393 | 1.5469 |
39 | 0.3855 | -0.5068 | 0.3103 | 5.5869 | 2.8493 | 1.688 |
40 | 0.507 | -0.5929 | 0.3456 | 6.1309 | 3.2595 | 1.8054 |
41 | 0.6889 | -0.5767 | 0.3713 | 4.1767 | 3.3614 | 1.8334 |
42 | 0.9551 | -0.6213 | 0.3963 | 3.2571 | 3.351 | 1.8306 |
43 | 1.2638 | -0.6761 | 0.4217 | 2.7874 | 3.2997 | 1.8165 |
44 | 1.4584 | -0.5801 | 0.4349 | 1.908 | 3.1838 | 1.7843 |
45 | 2.1307 | -0.1634 | 0.414 | 0.0858 | 2.9455 | 1.7162 |
46 | 6.3751 | 1.9085 | 0.5208 | 1.5544 | 2.8461 | 1.687 |
47 | -6.581 | -3.6282 | 0.728 | 6.1746 | 3.068 | 1.7516 |
48 | -2.5737 | -2.0073 | 0.8079 | 14.335 | 3.7722 | 1.9422 |
49 | -1.6306 | -1.5326 | 0.8505 | 23.9284 | 4.9578 | 2.2266 |
50 | -1.4404 | -1.4665 | 0.8848 | 32.0192 | 6.4613 | 2.5419 |
51 | -1.3633 | -1.3686 | 0.9102 | 35.2913 | 7.9786 | 2.8246 |
52 | -1.3117 | -1.4593 | 0.9377 | 48.853 | 10.0223 | 3.1658 |
53 | -1.3149 | -1.4349 | 0.9614 | 52.6911 | 12.0542 | 3.4719 |
54 | -1.3344 | -1.4367 | 0.983 | 57.2543 | 14.1087 | 3.7562 |
55 | -1.264 | -1.3924 | 1.0008 | 66.6133 | 16.3915 | 4.0486 |
56 | -1.171 | -1.3305 | 1.0145 | 78.4488 | 18.9773 | 4.3563 |
57 | -1.1641 | -1.3536 | 1.0281 | 91.5687 | 21.8809 | 4.6777 |
58 | -1.2078 | -1.2911 | 1.0382 | 86.735 | 24.3753 | 4.9371 |
59 | -1.3142 | -1.2991 | 1.0479 | 83.2098 | 26.5544 | 5.1531 |
60 | -1.4199 | -1.2906 | 1.0565 | 78.8901 | 28.4235 | 5.3314 |