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 | 17.2 | - | - | - | - | - | - | - |
37 | 18 | - | - | - | - | - | - | - |
38 | 18.1 | - | - | - | - | - | - | - |
39 | 18 | - | - | - | - | - | - | - |
40 | 18.3 | - | - | - | - | - | - | - |
41 | 18.7 | - | - | - | - | - | - | - |
42 | 18.6 | - | - | - | - | - | - | - |
43 | 18.3 | - | - | - | - | - | - | - |
44 | 17.9 | - | - | - | - | - | - | - |
45 | 17.4 | - | - | - | - | - | - | - |
46 | 17.4 | - | - | - | - | - | - | - |
47 | 20.1 | - | - | - | - | - | - | - |
48 | 23.2 | - | - | - | - | - | - | - |
49 | 24.2 | 24.3664 | 24.065 | 24.6679 | 0.1396 | 1 | 1 | 1 |
50 | 24.2 | 24.7874 | 24.1749 | 25.3998 | 0.0301 | 0.9699 | 1 | 1 |
51 | 23.9 | 24.9537 | 24.0211 | 25.8864 | 0.0134 | 0.9434 | 1 | 0.9999 |
52 | 23.8 | 25.4201 | 24.1931 | 26.6471 | 0.0048 | 0.9924 | 1 | 0.9998 |
53 | 23.8 | 26.0214 | 24.5194 | 27.5234 | 0.0019 | 0.9981 | 1 | 0.9999 |
54 | 23.3 | 26.1601 | 24.3893 | 27.9309 | 8e-04 | 0.9955 | 1 | 0.9995 |
55 | 22.4 | 26.0733 | 24.027 | 28.1196 | 2e-04 | 0.9961 | 1 | 0.997 |
56 | 21.5 | 25.979 | 23.6436 | 28.3143 | 1e-04 | 0.9987 | 1 | 0.9902 |
57 | 20.5 | 25.8749 | 23.2355 | 28.5143 | 0 | 0.9994 | 1 | 0.9765 |
58 | 19.9 | 26.2391 | 23.2818 | 29.1964 | 0 | 0.9999 | 1 | 0.978 |
59 | 22 | 29.2114 | 25.9244 | 32.4984 | 0 | 1 | 1 | 0.9998 |
60 | 24.9 | 32.5834 | 28.9563 | 36.2105 | 0 | 1 | 1 | 1 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0063 | -0.0068 | 0 | 0.0277 | 0 | 0 |
50 | 0.0126 | -0.0237 | 0.0153 | 0.345 | 0.1863 | 0.4317 |
51 | 0.0191 | -0.0422 | 0.0243 | 1.1103 | 0.4943 | 0.7031 |
52 | 0.0246 | -0.0637 | 0.0341 | 2.6247 | 1.0269 | 1.0134 |
53 | 0.0294 | -0.0854 | 0.0444 | 4.9345 | 1.8085 | 1.3448 |
54 | 0.0345 | -0.1093 | 0.0552 | 8.1801 | 2.8704 | 1.6942 |
55 | 0.04 | -0.1409 | 0.0674 | 13.4932 | 4.3879 | 2.0947 |
56 | 0.0459 | -0.1724 | 0.0806 | 20.0611 | 6.3471 | 2.5193 |
57 | 0.052 | -0.2077 | 0.0947 | 28.8894 | 8.8518 | 2.9752 |
58 | 0.0575 | -0.2416 | 0.1094 | 40.1843 | 11.985 | 3.4619 |
59 | 0.0574 | -0.2469 | 0.1219 | 52.0038 | 15.6231 | 3.9526 |
60 | 0.0568 | -0.2358 | 0.1314 | 59.0346 | 19.2407 | 4.3864 |