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[49]) |
37 | 7 | - | - | - | - | - | - | - |
38 | 7 | - | - | - | - | - | - | - |
39 | 7 | - | - | - | - | - | - | - |
40 | 7.2 | - | - | - | - | - | - | - |
41 | 7.3 | - | - | - | - | - | - | - |
42 | 7.1 | - | - | - | - | - | - | - |
43 | 6.8 | - | - | - | - | - | - | - |
44 | 6.4 | - | - | - | - | - | - | - |
45 | 6.1 | - | - | - | - | - | - | - |
46 | 6.5 | - | - | - | - | - | - | - |
47 | 7.7 | - | - | - | - | - | - | - |
48 | 7.9 | - | - | - | - | - | - | - |
49 | 7.5 | - | - | - | - | - | - | - |
50 | 6.9 | 7.3889 | 6.8132 | 7.9647 | 0.048 | 0.3527 | 0.9073 | 0.3527 |
51 | 6.6 | 7.3581 | 6.424 | 8.2922 | 0.0558 | 0.8318 | 0.7738 | 0.3829 |
52 | 6.9 | 7.3495 | 6.1326 | 8.5665 | 0.2345 | 0.8863 | 0.5952 | 0.4043 |
53 | 7.7 | 7.3472 | 5.895 | 8.7993 | 0.317 | 0.7269 | 0.5254 | 0.4183 |
54 | 8 | 7.3465 | 5.6906 | 9.0024 | 0.2196 | 0.3378 | 0.6148 | 0.4279 |
55 | 8 | 7.3463 | 5.5087 | 9.1839 | 0.2428 | 0.2428 | 0.72 | 0.4349 |
56 | 7.7 | 7.3463 | 5.3433 | 9.3492 | 0.3646 | 0.2612 | 0.8228 | 0.4402 |
57 | 7.3 | 7.3462 | 5.1905 | 9.502 | 0.4832 | 0.3739 | 0.8714 | 0.4444 |
58 | 7.4 | 7.3462 | 5.0479 | 9.6446 | 0.4817 | 0.5157 | 0.7647 | 0.4478 |
59 | 8.1 | 7.3462 | 4.9136 | 9.7789 | 0.2718 | 0.4827 | 0.3878 | 0.4507 |
60 | 8.3 | 7.3462 | 4.7863 | 9.9061 | 0.2326 | 0.2819 | 0.3358 | 0.4531 |
61 | 8.2 | 7.3462 | 4.6651 | 10.0274 | 0.2663 | 0.2428 | 0.4553 | 0.4553 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0398 | -0.0662 | 0 | 0.2391 | 0 | 0 |
51 | 0.0648 | -0.103 | 0.0846 | 0.5747 | 0.4069 | 0.6379 |
52 | 0.0845 | -0.0612 | 0.0768 | 0.2021 | 0.3386 | 0.5819 |
53 | 0.1008 | 0.048 | 0.0696 | 0.1245 | 0.2851 | 0.5339 |
54 | 0.115 | 0.089 | 0.0735 | 0.4271 | 0.3135 | 0.5599 |
55 | 0.1276 | 0.089 | 0.0761 | 0.4273 | 0.3325 | 0.5766 |
56 | 0.1391 | 0.0482 | 0.0721 | 0.1251 | 0.3028 | 0.5503 |
57 | 0.1497 | -0.0063 | 0.0638 | 0.0021 | 0.2652 | 0.515 |
58 | 0.1596 | 0.0073 | 0.0576 | 0.0029 | 0.2361 | 0.4859 |
59 | 0.1689 | 0.1026 | 0.0621 | 0.5682 | 0.2693 | 0.5189 |
60 | 0.1778 | 0.1298 | 0.0682 | 0.9097 | 0.3275 | 0.5723 |
61 | 0.1862 | 0.1162 | 0.0722 | 0.7289 | 0.361 | 0.6008 |