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 | 1.2 | - | - | - | - | - | - | - |
38 | 1.2 | - | - | - | - | - | - | - |
39 | 1.5 | - | - | - | - | - | - | - |
40 | 1.6 | - | - | - | - | - | - | - |
41 | 1.7 | - | - | - | - | - | - | - |
42 | 1.8 | - | - | - | - | - | - | - |
43 | 1.8 | - | - | - | - | - | - | - |
44 | 1.8 | - | - | - | - | - | - | - |
45 | 1.3 | - | - | - | - | - | - | - |
46 | 1.3 | - | - | - | - | - | - | - |
47 | 1.4 | - | - | - | - | - | - | - |
48 | 1.1 | - | - | - | - | - | - | - |
49 | 1.5 | - | - | - | - | - | - | - |
50 | 2.2 | 1.324 | -0.4007 | 3.0486 | 0.1597 | 0.4207 | 0.556 | 0.4207 |
51 | 2.9 | 1.5605 | -0.1641 | 3.2851 | 0.064 | 0.2337 | 0.5274 | 0.5274 |
52 | 3.1 | 1.6873 | -0.0373 | 3.412 | 0.0542 | 0.0841 | 0.5395 | 0.5843 |
53 | 3.5 | 1.7062 | -0.0184 | 3.4308 | 0.0207 | 0.0566 | 0.5028 | 0.5926 |
54 | 3.6 | 1.7431 | 0.0184 | 3.4677 | 0.0174 | 0.0229 | 0.4742 | 0.6088 |
55 | 4.4 | 1.6171 | -0.1075 | 3.3417 | 8e-04 | 0.0121 | 0.4177 | 0.5529 |
56 | 4.2 | 1.6711 | -0.0536 | 3.3957 | 0.002 | 0.001 | 0.4418 | 0.5771 |
57 | 5.2 | 1.3428 | -0.3818 | 3.0675 | 0 | 6e-04 | 0.5194 | 0.4291 |
58 | 5.8 | 1.2889 | -0.4358 | 3.0135 | 0 | 0 | 0.4949 | 0.4052 |
59 | 5.9 | 1.3077 | -0.4169 | 3.0324 | 0 | 0 | 0.4582 | 0.4135 |
60 | 5.4 | 1.0892 | -0.6354 | 2.8138 | 0 | 0 | 0.4951 | 0.3203 |
61 | 5.5 | 1.3086 | -0.416 | 3.0332 | 0 | 0 | 0.4139 | 0.4139 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.6646 | 0.6617 | 0 | 0.7674 | 0 | 0 |
51 | 0.5639 | 0.8584 | 0.76 | 1.7943 | 1.2809 | 1.1318 |
52 | 0.5215 | 0.8372 | 0.7858 | 1.9957 | 1.5191 | 1.2325 |
53 | 0.5157 | 1.0514 | 0.8522 | 3.2178 | 1.9438 | 1.3942 |
54 | 0.5048 | 1.0653 | 0.8948 | 3.4483 | 2.2447 | 1.4982 |
55 | 0.5441 | 1.7209 | 1.0325 | 7.7445 | 3.1613 | 1.778 |
56 | 0.5266 | 1.5133 | 1.1012 | 6.3954 | 3.6233 | 1.9035 |
57 | 0.6553 | 2.8724 | 1.3226 | 14.8777 | 5.0301 | 2.2428 |
58 | 0.6827 | 3.5001 | 1.5645 | 20.3504 | 6.7324 | 2.5947 |
59 | 0.6729 | 3.5116 | 1.7592 | 21.0889 | 8.168 | 2.858 |
60 | 0.8079 | 3.9578 | 1.9591 | 18.5831 | 9.1149 | 3.0191 |
61 | 0.6724 | 3.2029 | 2.0628 | 17.5677 | 9.8193 | 3.1336 |