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[48]) |
36 | 6.6 | - | - | - | - | - | - | - |
37 | 6.4 | - | - | - | - | - | - | - |
38 | 6.3 | - | - | - | - | - | - | - |
39 | 6.2 | - | - | - | - | - | - | - |
40 | 6.5 | - | - | - | - | - | - | - |
41 | 6.8 | - | - | - | - | - | - | - |
42 | 6.8 | - | - | - | - | - | - | - |
43 | 6.4 | - | - | - | - | - | - | - |
44 | 6.1 | - | - | - | - | - | - | - |
45 | 5.8 | - | - | - | - | - | - | - |
46 | 6.1 | - | - | - | - | - | - | - |
47 | 7.2 | - | - | - | - | - | - | - |
48 | 7.3 | - | - | - | - | - | - | - |
49 | 6.9 | 6.9524 | 6.5329 | 7.3718 | 0.4034 | 0.0521 | 0.9951 | 0.0521 |
50 | 6.1 | 6.5826 | 5.894 | 7.2713 | 0.0848 | 0.1832 | 0.7894 | 0.0206 |
51 | 5.8 | 6.408 | 5.5338 | 7.2821 | 0.0864 | 0.7551 | 0.6795 | 0.0227 |
52 | 6.2 | 6.6967 | 5.744 | 7.6493 | 0.1534 | 0.9675 | 0.6571 | 0.1073 |
53 | 7.1 | 7.0279 | 6.0339 | 8.0219 | 0.4435 | 0.9487 | 0.6734 | 0.2958 |
54 | 7.7 | 7.1682 | 6.1368 | 8.1997 | 0.1561 | 0.5516 | 0.7579 | 0.4012 |
55 | 7.9 | 6.954 | 5.8677 | 8.0402 | 0.0439 | 0.0891 | 0.8412 | 0.2662 |
56 | 7.7 | 6.6688 | 5.5133 | 7.8243 | 0.0401 | 0.0184 | 0.8327 | 0.1421 |
57 | 7.4 | 6.4221 | 5.1975 | 7.6466 | 0.0588 | 0.0204 | 0.8403 | 0.08 |
58 | 7.5 | 6.7185 | 5.4364 | 8.0006 | 0.1161 | 0.1487 | 0.8278 | 0.187 |
59 | 8 | 7.2196 | 5.8908 | 8.5484 | 0.1248 | 0.3396 | 0.5115 | 0.4528 |
60 | 8.1 | 7.2755 | 5.904 | 8.647 | 0.1193 | 0.1502 | 0.486 | 0.486 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0308 | -0.0075 | 0 | 0.0027 | 0 | 0 |
50 | 0.0534 | -0.0733 | 0.0404 | 0.2329 | 0.1178 | 0.3433 |
51 | 0.0696 | -0.0949 | 0.0586 | 0.3696 | 0.2018 | 0.4492 |
52 | 0.0726 | -0.0742 | 0.0625 | 0.2467 | 0.213 | 0.4615 |
53 | 0.0722 | 0.0103 | 0.052 | 0.0052 | 0.1714 | 0.4141 |
54 | 0.0734 | 0.0742 | 0.0557 | 0.2828 | 0.19 | 0.4359 |
55 | 0.0797 | 0.136 | 0.0672 | 0.895 | 0.2907 | 0.5392 |
56 | 0.0884 | 0.1546 | 0.0781 | 1.0634 | 0.3873 | 0.6223 |
57 | 0.0973 | 0.1523 | 0.0864 | 0.9564 | 0.4505 | 0.6712 |
58 | 0.0974 | 0.1163 | 0.0894 | 0.6108 | 0.4665 | 0.683 |
59 | 0.0939 | 0.1081 | 0.0911 | 0.6091 | 0.4795 | 0.6925 |
60 | 0.0962 | 0.1133 | 0.0929 | 0.6799 | 0.4962 | 0.7044 |