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 | 7.3 | - | - | - | - | - | - | - |
37 | 7 | - | - | - | - | - | - | - |
38 | 7 | - | - | - | - | - | - | - |
39 | 7 | - | - | - | - | - | - | - |
40 | 7.2 | - | - | - | - | - | - | - |
41 | 7.3 | - | - | - | - | - | - | - |
42 | 7.1 | - | - | - | - | - | - | - |
43 | 6.8 | - | - | - | - | - | - | - |
44 | 6.4 | - | - | - | - | - | - | - |
45 | 6.1 | - | - | - | - | - | - | - |
46 | 6.5 | - | - | - | - | - | - | - |
47 | 7.7 | - | - | - | - | - | - | - |
48 | 7.9 | - | - | - | - | - | - | - |
49 | 7.5 | 7.3049 | 6.9096 | 7.7002 | 0.1667 | 0.0016 | 0.9347 | 0.0016 |
50 | 6.9 | 6.6434 | 5.9094 | 7.3773 | 0.2466 | 0.0111 | 0.1705 | 4e-04 |
51 | 6.6 | 6.2819 | 5.3245 | 7.2392 | 0.2574 | 0.1028 | 0.0707 | 5e-04 |
52 | 6.9 | 6.5643 | 5.5242 | 7.6044 | 0.2635 | 0.4732 | 0.1155 | 0.0059 |
53 | 7.7 | 7.0556 | 5.9935 | 8.1178 | 0.1172 | 0.613 | 0.326 | 0.0596 |
54 | 8 | 7.2281 | 6.1514 | 8.3049 | 0.08 | 0.1952 | 0.5922 | 0.1107 |
55 | 8 | 7.0084 | 5.8938 | 8.123 | 0.0406 | 0.0406 | 0.643 | 0.0585 |
56 | 7.7 | 6.4786 | 5.2849 | 7.6723 | 0.0225 | 0.0062 | 0.5514 | 0.0098 |
57 | 7.3 | 6.0256 | 4.738 | 7.3132 | 0.0262 | 0.0054 | 0.4549 | 0.0022 |
58 | 7.4 | 6.2538 | 4.8961 | 7.6116 | 0.049 | 0.0655 | 0.3612 | 0.0087 |
59 | 8.1 | 7.2288 | 5.83 | 8.6276 | 0.1111 | 0.4052 | 0.2546 | 0.1735 |
60 | 8.3 | 7.5434 | 6.1164 | 8.9703 | 0.1493 | 0.2223 | 0.3121 | 0.3121 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0276 | 0.0267 | 0 | 0.0381 | 0 | 0 |
50 | 0.0564 | 0.0386 | 0.0327 | 0.0659 | 0.052 | 0.2279 |
51 | 0.0778 | 0.0506 | 0.0387 | 0.1012 | 0.0684 | 0.2615 |
52 | 0.0808 | 0.0511 | 0.0418 | 0.1127 | 0.0795 | 0.2819 |
53 | 0.0768 | 0.0913 | 0.0517 | 0.4152 | 0.1466 | 0.3829 |
54 | 0.076 | 0.1068 | 0.0609 | 0.5958 | 0.2215 | 0.4706 |
55 | 0.0811 | 0.1415 | 0.0724 | 0.9832 | 0.3303 | 0.5747 |
56 | 0.094 | 0.1885 | 0.0869 | 1.4918 | 0.4755 | 0.6895 |
57 | 0.109 | 0.2115 | 0.1007 | 1.6241 | 0.6031 | 0.7766 |
58 | 0.1108 | 0.1833 | 0.109 | 1.3137 | 0.6742 | 0.8211 |
59 | 0.0987 | 0.1205 | 0.11 | 0.759 | 0.6819 | 0.8258 |
60 | 0.0965 | 0.1003 | 0.1092 | 0.5725 | 0.6728 | 0.8202 |