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[50]) |
38 | 17.8 | - | - | - | - | - | - | - |
39 | 21.5 | - | - | - | - | - | - | - |
40 | 17.1 | - | - | - | - | - | - | - |
41 | 18.7 | - | - | - | - | - | - | - |
42 | 19 | - | - | - | - | - | - | - |
43 | 16.4 | - | - | - | - | - | - | - |
44 | 16.9 | - | - | - | - | - | - | - |
45 | 18.6 | - | - | - | - | - | - | - |
46 | 19.3 | - | - | - | - | - | - | - |
47 | 19.4 | - | - | - | - | - | - | - |
48 | 17.6 | - | - | - | - | - | - | - |
49 | 18.6 | - | - | - | - | - | - | - |
50 | 18.1 | - | - | - | - | - | - | - |
51 | 20.4 | 20.4363 | 19.5877 | 21.3295 | 0.4682 | 1 | 0.0098 | 1 |
52 | 18.1 | 19.8359 | 19.0573 | 20.6529 | 0 | 0.088 | 1 | 1 |
53 | 19.6 | 17.0703 | 16.2992 | 17.8855 | 0 | 0.0067 | 0 | 0.0067 |
54 | 19.9 | 20.9927 | 19.8705 | 22.1917 | 0.037 | 0.9886 | 0.9994 | 1 |
55 | 19.2 | 18.4078 | 17.4577 | 19.4207 | 0.0626 | 0.0019 | 0.9999 | 0.7243 |
56 | 17.8 | 16.4227 | 15.4406 | 17.4807 | 0.0054 | 0 | 0.1883 | 9e-04 |
57 | 19.2 | 20.8745 | 19.588 | 22.2638 | 0.0091 | 1 | 0.9993 | 1 |
58 | 22 | 21.0312 | 19.7196 | 22.4489 | 0.0902 | 0.9943 | 0.9917 | 1 |
59 | 21.1 | 19.6298 | 18.27 | 21.1128 | 0.026 | 9e-04 | 0.6193 | 0.9784 |
60 | 19.5 | 21.5183 | 20.0299 | 23.1415 | 0.0074 | 0.6933 | 1 | 1 |
61 | 22.2 | 18.8092 | 17.4842 | 20.2566 | 0 | 0.1748 | 0.6115 | 0.8316 |
62 | 20.9 | 20.5719 | 19.0641 | 22.225 | 0.3486 | 0.0268 | 0.9983 | 0.9983 |
63 | 22.2 | 23.512 | 21.7541 | 25.4431 | 0.0915 | 0.996 | 0.9992 | 1 |
64 | 23.5 | 20.7604 | 19.1512 | 22.5347 | 0.0012 | 0.0559 | 0.9984 | 0.9984 |
65 | 21.5 | 20.7085 | 19.1449 | 22.4278 | 0.1835 | 7e-04 | 0.8968 | 0.9985 |
66 | 24.3 | 23.2936 | 21.4985 | 25.2716 | 0.1593 | 0.9622 | 0.9996 | 1 |
67 | 22.8 | 18.7563 | 17.2988 | 20.3637 | 0 | 0 | 0.2942 | 0.7882 |
68 | 20.3 | 20.1382 | 18.5759 | 21.8608 | 0.427 | 0.0012 | 0.9961 | 0.9898 |
69 | 23.7 | 22.2928 | 20.4892 | 24.2902 | 0.0837 | 0.9747 | 0.9988 | 1 |
70 | 23.3 | 21.6527 | 19.9018 | 23.5917 | 0.0479 | 0.0193 | 0.3628 | 0.9998 |
71 | 19.6 | 24.1304 | 22.1496 | 26.3277 | 0 | 0.7706 | 0.9966 | 1 |
72 | 18 | 23.7166 | 21.68 | 25.9873 | 0 | 0.9998 | 0.9999 | 1 |
73 | 17.3 | 23.2798 | 21.3192 | 25.4608 | 0 | 1 | 0.8341 | 1 |
74 | 16.8 | 22.6852 | 20.7854 | 24.7973 | 0 | 1 | 0.9512 | 1 |
75 | 18.2 | 27.0237 | 24.6773 | 29.6429 | 0 | 1 | 0.9998 | 1 |
76 | 16.5 | 22.5876 | 20.7089 | 24.6747 | 0 | 1 | 0.1958 | 1 |
77 | 16 | 23.4567 | 21.4827 | 25.6525 | 0 | 1 | 0.9597 | 1 |
78 | 18.4 | 24.6773 | 22.5977 | 26.9907 | 0 | 1 | 0.6254 | 1 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
51 | 0.0223 | -0.0018 | 0 | 0.0013 | 0 | 0 |
52 | 0.021 | -0.0875 | 0.0446 | 3.0132 | 1.5073 | 1.2277 |
53 | 0.0244 | 0.1482 | 0.0792 | 6.3995 | 3.138 | 1.7714 |
54 | 0.0291 | -0.052 | 0.0724 | 1.1939 | 2.652 | 1.6285 |
55 | 0.0281 | 0.043 | 0.0665 | 0.6275 | 2.2471 | 1.499 |
56 | 0.0329 | 0.0839 | 0.0694 | 1.8971 | 2.1888 | 1.4794 |
57 | 0.034 | -0.0802 | 0.071 | 2.804 | 2.2766 | 1.5089 |
58 | 0.0344 | 0.0461 | 0.0678 | 0.9385 | 2.1094 | 1.4524 |
59 | 0.0385 | 0.0749 | 0.0686 | 2.1616 | 2.1152 | 1.4544 |
60 | 0.0385 | -0.0938 | 0.0711 | 4.0737 | 2.311 | 1.5202 |
61 | 0.0393 | 0.1803 | 0.0811 | 11.4976 | 3.1462 | 1.7737 |
62 | 0.041 | 0.016 | 0.0756 | 0.1077 | 2.893 | 1.7009 |
63 | 0.0419 | -0.0558 | 0.0741 | 1.7213 | 2.8028 | 1.6742 |
64 | 0.0436 | 0.132 | 0.0782 | 7.5052 | 3.1387 | 1.7716 |
65 | 0.0424 | 0.0382 | 0.0756 | 0.6265 | 2.9712 | 1.7237 |
66 | 0.0433 | 0.0432 | 0.0736 | 1.0128 | 2.8488 | 1.6878 |
67 | 0.0437 | 0.2156 | 0.0819 | 16.3517 | 3.6431 | 1.9087 |
68 | 0.0436 | 0.008 | 0.0778 | 0.0262 | 3.4422 | 1.8553 |
69 | 0.0457 | 0.0631 | 0.077 | 1.9802 | 3.3652 | 1.8345 |
70 | 0.0457 | 0.0761 | 0.077 | 2.7136 | 3.3327 | 1.8256 |
71 | 0.0465 | -0.1877 | 0.0823 | 20.5247 | 4.1513 | 2.0375 |
72 | 0.0488 | -0.241 | 0.0895 | 32.68 | 5.4481 | 2.3341 |
73 | 0.0478 | -0.2569 | 0.0968 | 35.7578 | 6.7659 | 2.6011 |
74 | 0.0475 | -0.2594 | 0.1035 | 34.6359 | 7.9272 | 2.8155 |
75 | 0.0495 | -0.3265 | 0.1125 | 77.8575 | 10.7244 | 3.2748 |
76 | 0.0471 | -0.2695 | 0.1185 | 37.0594 | 11.7373 | 3.426 |
77 | 0.0478 | -0.3179 | 0.1259 | 55.6029 | 13.3619 | 3.6554 |
78 | 0.0478 | -0.2544 | 0.1305 | 39.4041 | 14.292 | 3.7805 |