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[50]) |
38 | 24 | - | - | - | - | - | - | - |
39 | 17 | - | - | - | - | - | - | - |
40 | 21 | - | - | - | - | - | - | - |
41 | 19 | - | - | - | - | - | - | - |
42 | 22 | - | - | - | - | - | - | - |
43 | 22 | - | - | - | - | - | - | - |
44 | 18 | - | - | - | - | - | - | - |
45 | 16 | - | - | - | - | - | - | - |
46 | 14 | - | - | - | - | - | - | - |
47 | 12 | - | - | - | - | - | - | - |
48 | 14 | - | - | - | - | - | - | - |
49 | 16 | - | - | - | - | - | - | - |
50 | 8 | - | - | - | - | - | - | - |
51 | 3 | 5.5 | -2.0893 | 13.0893 | 0.2593 | 0.2593 | 0.0015 | 0.2593 |
52 | 0 | 5.5 | -5.2328 | 16.2329 | 0.1576 | 0.676 | 0.0023 | 0.324 |
53 | 5 | 7.7501 | -5.395 | 20.8951 | 0.3409 | 0.8761 | 0.0467 | 0.4851 |
54 | 1 | 9.5001 | -5.6785 | 24.6787 | 0.1362 | 0.7194 | 0.0533 | 0.5768 |
55 | 1 | 8.5002 | -8.47 | 25.4703 | 0.1932 | 0.8068 | 0.0595 | 0.523 |
56 | 3 | 7.7502 | -10.8397 | 26.3401 | 0.3082 | 0.7617 | 0.1399 | 0.4895 |
57 | 6 | 5.2503 | -14.8291 | 25.3297 | 0.4708 | 0.5869 | 0.147 | 0.3942 |
58 | 7 | 5.5003 | -15.9654 | 26.9661 | 0.4455 | 0.4818 | 0.2188 | 0.4097 |
59 | 8 | 4.5004 | -18.2675 | 27.2683 | 0.3816 | 0.4148 | 0.2593 | 0.3816 |
60 | 14 | 5.0005 | -18.999 | 28.9999 | 0.2312 | 0.4032 | 0.2312 | 0.4032 |
61 | 14 | 4.5006 | -20.6702 | 29.6714 | 0.2297 | 0.2297 | 0.1853 | 0.3926 |
62 | 13 | 4.3006 | -21.9456 | 30.5468 | 0.258 | 0.2344 | 0.3912 | 0.3912 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
51 | 0.704 | -0.4545 | 0 | 6.2501 | 0 | 0 |
52 | 0.9956 | -1 | 0.7273 | 30.2505 | 18.2503 | 4.272 |
53 | 0.8654 | -0.3548 | 0.6031 | 7.5629 | 14.6878 | 3.8325 |
54 | 0.8152 | -0.8947 | 0.676 | 72.252 | 29.0789 | 5.3925 |
55 | 1.0186 | -0.8824 | 0.7173 | 56.2524 | 34.5136 | 5.8748 |
56 | 1.2238 | -0.6129 | 0.6999 | 22.5645 | 32.5221 | 5.7028 |
57 | 1.9512 | 0.1428 | 0.6203 | 0.5621 | 27.9564 | 5.2874 |
58 | 1.9911 | 0.2726 | 0.5769 | 2.249 | 24.7429 | 4.9742 |
59 | 2.5812 | 0.7776 | 0.5992 | 12.2471 | 23.3545 | 4.8327 |
60 | 2.4487 | 1.7997 | 0.7192 | 80.9912 | 29.1182 | 5.3961 |
61 | 2.8535 | 2.1107 | 0.8457 | 90.2391 | 34.6746 | 5.8885 |
62 | 3.1137 | 2.0228 | 0.9438 | 75.6798 | 38.0917 | 6.1719 |