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[51]) |
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 | - | - | - | - | - | - | - |
50 | 6.1 | - | - | - | - | - | - | - |
51 | 5.8 | - | - | - | - | - | - | - |
52 | 6.2 | 6.1023 | 5.6767 | 6.5278 | 0.3263 | 0.9181 | 0.0335 | 0.9181 |
53 | 7.1 | 6.6558 | 5.9455 | 7.3662 | 0.1102 | 0.8957 | 0.3454 | 0.9909 |
54 | 7.7 | 6.9217 | 6.0131 | 7.8304 | 0.0466 | 0.3503 | 0.6036 | 0.9922 |
55 | 7.9 | 6.7207 | 5.7429 | 7.6985 | 0.009 | 0.0248 | 0.7398 | 0.9675 |
56 | 7.7 | 6.3236 | 5.3193 | 7.3279 | 0.0036 | 0.001 | 0.6687 | 0.8466 |
57 | 7.4 | 5.9997 | 4.9737 | 7.0257 | 0.0037 | 6e-04 | 0.6486 | 0.6486 |
58 | 7.5 | 6.219 | 5.1472 | 7.2908 | 0.0096 | 0.0154 | 0.5861 | 0.7782 |
59 | 8 | 6.7712 | 5.6259 | 7.9165 | 0.0177 | 0.1062 | 0.2315 | 0.9517 |
60 | 8.1 | 6.9217 | 5.6976 | 8.1457 | 0.0296 | 0.0421 | 0.2723 | 0.9638 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
52 | 0.0356 | 0.016 | 0 | 0.0096 | 0 | 0 |
53 | 0.0545 | 0.0667 | 0.0414 | 0.1973 | 0.1034 | 0.3216 |
54 | 0.067 | 0.1124 | 0.0651 | 0.6057 | 0.2709 | 0.5204 |
55 | 0.0742 | 0.1755 | 0.0927 | 1.3907 | 0.5508 | 0.7422 |
56 | 0.081 | 0.2177 | 0.1177 | 1.8945 | 0.8196 | 0.9053 |
57 | 0.0873 | 0.2334 | 0.137 | 1.9608 | 1.0098 | 1.0049 |
58 | 0.0879 | 0.206 | 0.1468 | 1.6411 | 1.1 | 1.0488 |
59 | 0.0863 | 0.1815 | 0.1511 | 1.51 | 1.1512 | 1.0729 |
60 | 0.0902 | 0.1702 | 0.1533 | 1.3885 | 1.1776 | 1.0852 |