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[58]) |
46 | 7.2 | - | - | - | - | - | - | - |
47 | 7.5 | - | - | - | - | - | - | - |
48 | 7.3 | - | - | - | - | - | - | - |
49 | 7 | - | - | - | - | - | - | - |
50 | 7 | - | - | - | - | - | - | - |
51 | 7 | - | - | - | - | - | - | - |
52 | 7.2 | - | - | - | - | - | - | - |
53 | 7.3 | - | - | - | - | - | - | - |
54 | 7.1 | - | - | - | - | - | - | - |
55 | 6.8 | - | - | - | - | - | - | - |
56 | 6.4 | - | - | - | - | - | - | - |
57 | 6.1 | - | - | - | - | - | - | - |
58 | 6.5 | - | - | - | - | - | - | - |
59 | 7.7 | 7.5323 | 7.121 | 7.9436 | 0.2121 | 1 | 0.5612 | 1 |
60 | 7.9 | 7.5201 | 6.6892 | 8.351 | 0.1851 | 0.3356 | 0.6982 | 0.9919 |
61 | 7.5 | 6.8296 | 5.6835 | 7.9757 | 0.1258 | 0.0336 | 0.3854 | 0.7135 |
62 | 6.9 | 6.1789 | 4.8823 | 7.4754 | 0.1378 | 0.0229 | 0.1073 | 0.3137 |
63 | 6.6 | 5.8145 | 4.4672 | 7.1618 | 0.1266 | 0.0572 | 0.0423 | 0.1593 |
64 | 6.9 | 6.083 | 4.7115 | 7.4546 | 0.1215 | 0.23 | 0.0552 | 0.2756 |
65 | 7.7 | 6.5491 | 5.1361 | 7.9621 | 0.0552 | 0.3132 | 0.1488 | 0.5272 |
66 | 8 | 6.677 | 5.171 | 8.1831 | 0.0426 | 0.0915 | 0.291 | 0.5911 |
67 | 8 | 6.4193 | 4.7757 | 8.0629 | 0.0297 | 0.0297 | 0.3249 | 0.4617 |
68 | 7.7 | 5.8637 | 4.0886 | 7.6388 | 0.0213 | 0.0092 | 0.2769 | 0.2412 |
69 | 7.3 | 5.2794 | 3.4117 | 7.1472 | 0.017 | 0.0055 | 0.1946 | 0.1001 |
70 | 7.4 | 5.3694 | 3.4411 | 7.2978 | 0.0195 | 0.0249 | 0.1252 | 0.1252 |
71 | 8.1 | 6.3131 | 4.2306 | 8.3956 | 0.0463 | 0.1532 | 0.0959 | 0.4302 |
72 | 8.3 | 6.4199 | 4.0696 | 8.7703 | 0.0585 | 0.0806 | 0.1086 | 0.4734 |
73 | 8.2 | 5.9161 | 3.2635 | 8.5687 | 0.0457 | 0.0391 | 0.1209 | 0.3331 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
59 | 0.0279 | 0.0223 | 0.0015 | 0.0281 | 0.0019 | 0.0433 |
60 | 0.0564 | 0.0505 | 0.0034 | 0.1443 | 0.0096 | 0.0981 |
61 | 0.0856 | 0.0982 | 0.0065 | 0.4494 | 0.03 | 0.1731 |
62 | 0.1071 | 0.1167 | 0.0078 | 0.52 | 0.0347 | 0.1862 |
63 | 0.1182 | 0.1351 | 0.009 | 0.617 | 0.0411 | 0.2028 |
64 | 0.115 | 0.1343 | 0.009 | 0.6674 | 0.0445 | 0.2109 |
65 | 0.1101 | 0.1757 | 0.0117 | 1.3245 | 0.0883 | 0.2972 |
66 | 0.1151 | 0.1981 | 0.0132 | 1.7502 | 0.1167 | 0.3416 |
67 | 0.1306 | 0.2462 | 0.0164 | 2.4985 | 0.1666 | 0.4081 |
68 | 0.1545 | 0.3132 | 0.0209 | 3.372 | 0.2248 | 0.4741 |
69 | 0.1805 | 0.3827 | 0.0255 | 4.0826 | 0.2722 | 0.5217 |
70 | 0.1832 | 0.3782 | 0.0252 | 4.1232 | 0.2749 | 0.5243 |
71 | 0.1683 | 0.2831 | 0.0189 | 3.1931 | 0.2129 | 0.4614 |
72 | 0.1868 | 0.2928 | 0.0195 | 3.5346 | 0.2356 | 0.4854 |
73 | 0.2288 | 0.386 | 0.0257 | 5.2162 | 0.3477 | 0.5897 |