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[47]) |
35 | 1.9 | - | - | - | - | - | - | - |
36 | 1.7 | - | - | - | - | - | - | - |
37 | 2 | - | - | - | - | - | - | - |
38 | 2.1 | - | - | - | - | - | - | - |
39 | 2.4 | - | - | - | - | - | - | - |
40 | 2.5 | - | - | - | - | - | - | - |
41 | 2.5 | - | - | - | - | - | - | - |
42 | 2.6 | - | - | - | - | - | - | - |
43 | 2.2 | - | - | - | - | - | - | - |
44 | 2.5 | - | - | - | - | - | - | - |
45 | 2.8 | - | - | - | - | - | - | - |
46 | 2.8 | - | - | - | - | - | - | - |
47 | 2.9 | - | - | - | - | - | - | - |
48 | 3 | 2.9277 | 2.3298 | 3.679 | 0.4252 | 0.5288 | 0.9993 | 0.5288 |
49 | 3.1 | 2.8368 | 2.2045 | 3.6504 | 0.263 | 0.3471 | 0.9781 | 0.4395 |
50 | 2.9 | 2.7753 | 2.0459 | 3.7648 | 0.4025 | 0.2601 | 0.9095 | 0.4025 |
51 | 2.7 | 2.5899 | 1.8539 | 3.6181 | 0.4169 | 0.2772 | 0.6413 | 0.2772 |
52 | 2.2 | 2.6116 | 1.8063 | 3.7758 | 0.2442 | 0.4408 | 0.5745 | 0.3136 |
53 | 2.5 | 2.5159 | 1.6926 | 3.7397 | 0.4898 | 0.6936 | 0.5102 | 0.2692 |
54 | 2.3 | 2.4182 | 1.5824 | 3.6955 | 0.428 | 0.4501 | 0.3902 | 0.2299 |
55 | 2.6 | 2.5721 | 1.6414 | 4.0306 | 0.4851 | 0.6427 | 0.6915 | 0.3298 |
56 | 2.3 | 2.4539 | 1.5285 | 3.9396 | 0.4196 | 0.4236 | 0.4757 | 0.2781 |
57 | 2.2 | 2.3622 | 1.4382 | 3.88 | 0.417 | 0.532 | 0.2859 | 0.2437 |
58 | 1.8 | 2.3366 | 1.3918 | 3.923 | 0.2537 | 0.567 | 0.2835 | 0.2432 |
59 | 1.8 | 2.2691 | 1.3235 | 3.8904 | 0.2853 | 0.7147 | 0.2228 | 0.2228 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
48 | 0.1309 | 0.0247 | 0 | 0.0052 | 0 | 0 |
49 | 0.1463 | 0.0928 | 0.0587 | 0.0693 | 0.0373 | 0.193 |
50 | 0.1819 | 0.0449 | 0.0541 | 0.0155 | 0.03 | 0.1733 |
51 | 0.2025 | 0.0425 | 0.0512 | 0.0121 | 0.0255 | 0.1598 |
52 | 0.2274 | -0.1576 | 0.0725 | 0.1694 | 0.0543 | 0.2331 |
53 | 0.2482 | -0.0063 | 0.0615 | 3e-04 | 0.0453 | 0.2128 |
54 | 0.2695 | -0.0489 | 0.0597 | 0.014 | 0.0408 | 0.2021 |
55 | 0.2893 | 0.0108 | 0.0536 | 8e-04 | 0.0358 | 0.1893 |
56 | 0.3089 | -0.0627 | 0.0546 | 0.0237 | 0.0345 | 0.1857 |
57 | 0.3278 | -0.0687 | 0.056 | 0.0263 | 0.0337 | 0.1835 |
58 | 0.3464 | -0.2297 | 0.0718 | 0.288 | 0.0568 | 0.2383 |
59 | 0.3645 | -0.2067 | 0.083 | 0.2201 | 0.0704 | 0.2653 |