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[49]) |
37 | 24 | - | - | - | - | - | - | - |
38 | 17 | - | - | - | - | - | - | - |
39 | 21 | - | - | - | - | - | - | - |
40 | 19 | - | - | - | - | - | - | - |
41 | 22 | - | - | - | - | - | - | - |
42 | 22 | - | - | - | - | - | - | - |
43 | 18 | - | - | - | - | - | - | - |
44 | 16 | - | - | - | - | - | - | - |
45 | 14 | - | - | - | - | - | - | - |
46 | 12 | - | - | - | - | - | - | - |
47 | 14 | - | - | - | - | - | - | - |
48 | 16 | - | - | - | - | - | - | - |
49 | 8 | - | - | - | - | - | - | - |
50 | 3 | 4.8862 | -2.9063 | 12.6786 | 0.3176 | 0.2168 | 0.0012 | 0.2168 |
51 | 0 | 4.9534 | -6.0668 | 15.9736 | 0.1892 | 0.6359 | 0.0022 | 0.294 |
52 | 5 | 6.8993 | -6.5976 | 20.3963 | 0.3913 | 0.8418 | 0.0394 | 0.4365 |
53 | 1 | 8.8138 | -6.7712 | 24.3987 | 0.1629 | 0.6843 | 0.0486 | 0.5408 |
54 | 1 | 7.8542 | -9.5703 | 25.2787 | 0.2204 | 0.7796 | 0.0558 | 0.4935 |
55 | 3 | 6.8917 | -12.1959 | 25.9792 | 0.3447 | 0.7274 | 0.127 | 0.4547 |
56 | 6 | 4.6906 | -15.9263 | 25.3076 | 0.4505 | 0.5638 | 0.1412 | 0.3765 |
57 | 7 | 4.55 | -17.4904 | 26.5904 | 0.4138 | 0.4487 | 0.2004 | 0.3795 |
58 | 8 | 3.3237 | -20.0537 | 26.7011 | 0.3475 | 0.379 | 0.2335 | 0.3475 |
59 | 14 | 3.9482 | -20.6937 | 28.5901 | 0.212 | 0.3736 | 0.212 | 0.3736 |
60 | 14 | 3.9302 | -21.9145 | 29.7748 | 0.2225 | 0.2225 | 0.18 | 0.3788 |
61 | 13 | 3.2814 | -23.7125 | 30.2753 | 0.2402 | 0.2182 | 0.3659 | 0.3659 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.8137 | -0.386 | 0 | 3.5576 | 0 | 0 |
51 | 1.1351 | -1 | 0.693 | 24.5358 | 14.0467 | 3.7479 |
52 | 0.9981 | -0.2753 | 0.5538 | 3.6075 | 10.567 | 3.2507 |
53 | 0.9022 | -0.8865 | 0.637 | 61.0547 | 23.1889 | 4.8155 |
54 | 1.1319 | -0.8727 | 0.6841 | 46.9802 | 27.9471 | 5.2865 |
55 | 1.4131 | -0.5647 | 0.6642 | 15.145 | 25.8135 | 5.0807 |
56 | 2.2425 | 0.2791 | 0.6092 | 1.7144 | 22.3707 | 4.7298 |
57 | 2.4715 | 0.5385 | 0.6004 | 6.0026 | 20.3247 | 4.5083 |
58 | 3.5885 | 1.4069 | 0.69 | 21.8674 | 20.4961 | 4.5273 |
59 | 3.1843 | 2.5459 | 0.8756 | 101.0383 | 28.5503 | 5.3433 |
60 | 3.3551 | 2.5622 | 1.0289 | 101.4014 | 35.1732 | 5.9307 |
61 | 4.1971 | 2.9618 | 1.19 | 94.4517 | 40.113 | 6.3335 |