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[61]) |
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 | - | - | - | - | - | - | - |
60 | 7.9 | - | - | - | - | - | - | - |
61 | 7.5 | - | - | - | - | - | - | - |
62 | 6.9 | 7.1517 | 6.6815 | 7.6218 | 0.1471 | 0.0732 | 0.7364 | 0.0732 |
63 | 6.6 | 7.1541 | 6.0109 | 8.2974 | 0.1711 | 0.6685 | 0.6042 | 0.2766 |
64 | 6.9 | 7.6553 | 5.7448 | 9.5658 | 0.2192 | 0.8605 | 0.6798 | 0.5633 |
65 | 7.7 | 8.1449 | 5.5365 | 10.7534 | 0.3691 | 0.8252 | 0.7372 | 0.686 |
66 | 8 | 8.193 | 4.9402 | 11.4459 | 0.4537 | 0.6168 | 0.7449 | 0.6619 |
67 | 8 | 7.9506 | 4.0324 | 11.8689 | 0.4901 | 0.4901 | 0.7175 | 0.5892 |
68 | 7.7 | 7.6935 | 3.0112 | 12.3758 | 0.4989 | 0.449 | 0.7059 | 0.5323 |
69 | 7.3 | 7.5403 | 1.9851 | 13.0955 | 0.4662 | 0.4775 | 0.6943 | 0.5057 |
70 | 7.4 | 7.8142 | 1.3204 | 14.308 | 0.4503 | 0.5617 | 0.6542 | 0.5378 |
71 | 8.1 | 8.86 | 1.4083 | 16.3117 | 0.4208 | 0.6495 | 0.6199 | 0.6397 |
72 | 8.3 | 9.0585 | 0.6381 | 17.479 | 0.4299 | 0.5883 | 0.6063 | 0.6416 |
73 | 8.2 | 8.8407 | -0.5792 | 18.2605 | 0.447 | 0.5448 | 0.6099 | 0.6099 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
62 | 0.0335 | -0.0352 | 0 | 0.0633 | 0 | 0 |
63 | 0.0815 | -0.0775 | 0.0563 | 0.3071 | 0.1852 | 0.4303 |
64 | 0.1273 | -0.0987 | 0.0704 | 0.5704 | 0.3136 | 0.56 |
65 | 0.1634 | -0.0546 | 0.0665 | 0.198 | 0.2847 | 0.5336 |
66 | 0.2026 | -0.0236 | 0.0579 | 0.0373 | 0.2352 | 0.485 |
67 | 0.2514 | 0.0062 | 0.0493 | 0.0024 | 0.1964 | 0.4432 |
68 | 0.3105 | 8e-04 | 0.0424 | 0 | 0.1684 | 0.4103 |
69 | 0.3759 | -0.0319 | 0.0411 | 0.0578 | 0.1545 | 0.3931 |
70 | 0.424 | -0.053 | 0.0424 | 0.1716 | 0.1564 | 0.3955 |
71 | 0.4291 | -0.0858 | 0.0467 | 0.5776 | 0.1985 | 0.4456 |
72 | 0.4743 | -0.0837 | 0.0501 | 0.5754 | 0.2328 | 0.4825 |
73 | 0.5436 | -0.0725 | 0.052 | 0.4105 | 0.2476 | 0.4976 |