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[33]) |
21 | 3.77 | - | - | - | - | - | - | - |
22 | 3.75 | - | - | - | - | - | - | - |
23 | 3.75 | - | - | - | - | - | - | - |
24 | 3.81 | - | - | - | - | - | - | - |
25 | 3.82 | - | - | - | - | - | - | - |
26 | 3.89 | - | - | - | - | - | - | - |
27 | 4.05 | - | - | - | - | - | - | - |
28 | 4.1 | - | - | - | - | - | - | - |
29 | 4.07 | - | - | - | - | - | - | - |
30 | 4.26 | - | - | - | - | - | - | - |
31 | 4.4 | - | - | - | - | - | - | - |
32 | 4.61 | - | - | - | - | - | - | - |
33 | 4.63 | - | - | - | - | - | - | - |
34 | 4.48 | 4.7202 | 4.1833 | 5.2571 | 0.1903 | 0.629 | 0.9998 | 0.629 |
35 | 4.46 | 4.8144 | 4.1552 | 5.4737 | 0.146 | 0.8399 | 0.9992 | 0.7083 |
36 | 4.45 | 4.9222 | 4.1449 | 5.6995 | 0.1169 | 0.8781 | 0.9975 | 0.7694 |
37 | 4.32 | 5.0195 | 4.1308 | 5.9081 | 0.0614 | 0.8954 | 0.9959 | 0.8048 |
38 | 4.52 | 5.1149 | 4.09 | 6.1399 | 0.1276 | 0.9358 | 0.9904 | 0.8231 |
39 | 4.21 | 5.2103 | 4.0401 | 6.3806 | 0.0469 | 0.8762 | 0.974 | 0.8345 |
40 | 3.97 | 5.3074 | 3.9865 | 6.6283 | 0.0236 | 0.9483 | 0.9634 | 0.8426 |
41 | 4.12 | 5.4045 | 3.9293 | 6.8798 | 0.0439 | 0.9717 | 0.9619 | 0.8483 |
42 | 4.5 | 5.5015 | 3.866 | 7.1369 | 0.115 | 0.9511 | 0.9316 | 0.8518 |
43 | 4.73 | 5.5982 | 3.7964 | 7.3999 | 0.1725 | 0.8839 | 0.9038 | 0.8539 |
44 | 5.26 | 5.6949 | 3.7213 | 7.6685 | 0.3329 | 0.831 | 0.8594 | 0.8549 |
45 | 4.52 | 5.7917 | 3.6411 | 7.9423 | 0.1232 | 0.686 | 0.8551 | 0.8551 |
46 | 4.94 | 5.8885 | 3.5559 | 8.2211 | 0.2127 | 0.8749 | 0.8817 | 0.8549 |
47 | 4.95 | 5.9853 | 3.4658 | 8.5048 | 0.2103 | 0.7919 | 0.8823 | 0.8541 |
48 | 3.52 | 6.0821 | 3.3709 | 8.7933 | 0.032 | 0.7934 | 0.881 | 0.8531 |
49 | 3.85 | 6.1789 | 3.2713 | 9.0865 | 0.0582 | 0.9635 | 0.8949 | 0.8518 |
50 | 2.41 | 6.2757 | 3.1672 | 9.3843 | 0.0074 | 0.9369 | 0.8659 | 0.8503 |
51 | 2.95 | 6.3725 | 3.0586 | 9.6865 | 0.0215 | 0.9905 | 0.8996 | 0.8486 |
52 | 2.68 | 6.4693 | 2.9456 | 9.993 | 0.0175 | 0.9749 | 0.9178 | 0.8469 |
53 | 2.53 | 6.5661 | 2.8283 | 10.3039 | 0.0172 | 0.9792 | 0.9002 | 0.845 |
54 | 2.44 | 6.6629 | 2.7069 | 10.6189 | 0.0182 | 0.9797 | 0.8581 | 0.8431 |
55 | 2.16 | 6.7597 | 2.5814 | 10.938 | 0.0155 | 0.9786 | 0.8295 | 0.8411 |
56 | 2.2 | 6.8565 | 2.4518 | 11.2612 | 0.0191 | 0.9817 | 0.7613 | 0.8391 |
57 | 2.1 | 6.9533 | 2.3183 | 11.5883 | 0.0201 | 0.9778 | 0.8483 | 0.8371 |
58 | 2.29 | 7.0501 | 2.1809 | 11.9193 | 0.0277 | 0.9768 | 0.8022 | 0.835 |
59 | 2.03 | 7.1469 | 2.0396 | 12.2542 | 0.0248 | 0.9688 | 0.8004 | 0.833 |
60 | 2.05 | 7.2437 | 1.8946 | 12.5928 | 0.0285 | 0.972 | 0.9138 | 0.8309 |
61 | 2.07 | 7.3405 | 1.7459 | 12.9351 | 0.0324 | 0.9681 | 0.8893 | 0.8288 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
34 | 0.058 | -0.0509 | 0 | 0.0577 | 0 | 0 |
35 | 0.0699 | -0.0736 | 0.0623 | 0.1256 | 0.0917 | 0.3028 |
36 | 0.0806 | -0.0959 | 0.0735 | 0.223 | 0.1354 | 0.368 |
37 | 0.0903 | -0.1394 | 0.0899 | 0.4893 | 0.2239 | 0.4732 |
38 | 0.1022 | -0.1163 | 0.0952 | 0.3539 | 0.2499 | 0.4999 |
39 | 0.1146 | -0.192 | 0.1113 | 1.0007 | 0.375 | 0.6124 |
40 | 0.127 | -0.252 | 0.1314 | 1.7886 | 0.577 | 0.7596 |
41 | 0.1393 | -0.2377 | 0.1447 | 1.65 | 0.7111 | 0.8433 |
42 | 0.1517 | -0.182 | 0.1489 | 1.0029 | 0.7435 | 0.8623 |
43 | 0.1642 | -0.1551 | 0.1495 | 0.7537 | 0.7445 | 0.8629 |
44 | 0.1768 | -0.0764 | 0.1428 | 0.1891 | 0.694 | 0.8331 |
45 | 0.1894 | -0.2196 | 0.1492 | 1.6172 | 0.771 | 0.8781 |
46 | 0.2021 | -0.1611 | 0.1501 | 0.8997 | 0.7809 | 0.8837 |
47 | 0.2148 | -0.173 | 0.1518 | 1.0719 | 0.8017 | 0.8954 |
48 | 0.2274 | -0.4213 | 0.1697 | 6.5645 | 1.1859 | 1.089 |
49 | 0.2401 | -0.3769 | 0.1827 | 5.4239 | 1.4507 | 1.2045 |
50 | 0.2527 | -0.616 | 0.2082 | 14.9438 | 2.2444 | 1.4981 |
51 | 0.2653 | -0.5371 | 0.2264 | 11.7136 | 2.7705 | 1.6645 |
52 | 0.2779 | -0.5857 | 0.2454 | 14.3589 | 3.3804 | 1.8386 |
53 | 0.2904 | -0.6147 | 0.2638 | 16.2902 | 4.0259 | 2.0065 |
54 | 0.3029 | -0.6338 | 0.2814 | 17.833 | 4.6834 | 2.1641 |
55 | 0.3154 | -0.6805 | 0.2996 | 21.1574 | 5.4322 | 2.3307 |
56 | 0.3278 | -0.6791 | 0.3161 | 21.6831 | 6.1388 | 2.4777 |
57 | 0.3401 | -0.698 | 0.332 | 23.5546 | 6.8644 | 2.62 |
58 | 0.3524 | -0.6752 | 0.3457 | 22.6587 | 7.4962 | 2.7379 |
59 | 0.3646 | -0.716 | 0.36 | 26.1828 | 8.2149 | 2.8662 |
60 | 0.3768 | -0.717 | 0.3732 | 26.9746 | 8.9097 | 2.9849 |
61 | 0.3889 | -0.718 | 0.3855 | 27.7783 | 9.5836 | 3.0957 |