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[44]) |
32 | 8.7 | - | - | - | - | - | - | - |
33 | 8.7 | - | - | - | - | - | - | - |
34 | 8.5 | - | - | - | - | - | - | - |
35 | 8.4 | - | - | - | - | - | - | - |
36 | 8.5 | - | - | - | - | - | - | - |
37 | 8.7 | - | - | - | - | - | - | - |
38 | 8.7 | - | - | - | - | - | - | - |
39 | 8.6 | - | - | - | - | - | - | - |
40 | 8.5 | - | - | - | - | - | - | - |
41 | 8.3 | - | - | - | - | - | - | - |
42 | 8 | - | - | - | - | - | - | - |
43 | 8.2 | - | - | - | - | - | - | - |
44 | 8.1 | - | - | - | - | - | - | - |
45 | 8.1 | 8.2114 | 7.8951 | 8.5277 | 0.245 | 0.755 | 0.0012 | 0.755 |
46 | 8 | 8.4168 | 7.9284 | 8.9051 | 0.0472 | 0.8982 | 0.3692 | 0.8982 |
47 | 7.9 | 8.6647 | 8.1072 | 9.2222 | 0.0036 | 0.9903 | 0.8239 | 0.9764 |
48 | 7.9 | 8.9549 | 8.3968 | 9.5129 | 1e-04 | 0.9999 | 0.9449 | 0.9987 |
49 | 8 | 8.9602 | 8.3865 | 9.534 | 5e-04 | 0.9999 | 0.813 | 0.9984 |
50 | 8 | 8.5762 | 7.9819 | 9.1704 | 0.0287 | 0.9713 | 0.3415 | 0.9418 |
51 | 7.9 | 8.0688 | 7.4747 | 8.6629 | 0.2888 | 0.5898 | 0.0398 | 0.459 |
52 | 8 | 7.737 | 7.1154 | 8.3586 | 0.2035 | 0.3037 | 0.0081 | 0.1262 |
53 | 7.7 | 7.6929 | 6.9916 | 8.3943 | 0.4921 | 0.1954 | 0.0449 | 0.1276 |
54 | 7.2 | 7.7677 | 6.9921 | 8.5432 | 0.0757 | 0.5679 | 0.2785 | 0.2005 |
55 | 7.5 | 8.4509 | 7.6411 | 9.2607 | 0.0107 | 0.9988 | 0.7282 | 0.8022 |
56 | 7.3 | 8.4921 | 7.6764 | 9.3078 | 0.0021 | 0.9914 | 0.827 | 0.827 |
57 | 7 | 8.384 | 7.5373 | 9.2306 | 7e-04 | 0.994 | 0.7445 | 0.7445 |
58 | 7 | 8.1494 | 7.2536 | 9.0451 | 0.006 | 0.994 | 0.6281 | 0.543 |
59 | 7 | 8.0444 | 7.0865 | 9.0023 | 0.0163 | 0.9837 | 0.6162 | 0.4547 |
60 | 7.2 | 8.244 | 7.2378 | 9.2502 | 0.021 | 0.9923 | 0.7486 | 0.6105 |
61 | 7.3 | 8.4482 | 7.4054 | 9.491 | 0.0155 | 0.9905 | 0.8002 | 0.7436 |
62 | 7.1 | 8.3792 | 7.309 | 9.4494 | 0.0096 | 0.9759 | 0.7563 | 0.6954 |
63 | 6.8 | 8.1008 | 6.9982 | 9.2034 | 0.0104 | 0.9624 | 0.6394 | 0.5006 |
64 | 6.4 | 7.7732 | 6.6254 | 8.921 | 0.0095 | 0.9517 | 0.3493 | 0.2884 |
65 | 6.1 | 7.5324 | 6.3204 | 8.7445 | 0.0103 | 0.9665 | 0.3932 | 0.1794 |
66 | 6.5 | 7.3426 | 6.0548 | 8.6305 | 0.0998 | 0.9707 | 0.5859 | 0.1245 |
67 | 7.7 | 7.8561 | 6.4915 | 9.2207 | 0.4113 | 0.9743 | 0.6955 | 0.3631 |
68 | 7.9 | 7.9026 | 6.4695 | 9.3358 | 0.4986 | 0.6092 | 0.7951 | 0.3936 |
69 | 7.5 | 7.9439 | 6.3831 | 9.5048 | 0.2886 | 0.522 | 0.8821 | 0.4223 |
70 | 6.9 | 7.887 | 6.1944 | 9.5797 | 0.1265 | 0.673 | 0.8478 | 0.4026 |
71 | 6.6 | 7.8721 | 6.069 | 9.6752 | 0.0834 | 0.8547 | 0.8284 | 0.4022 |
72 | 6.9 | 8.024 | 6.1482 | 9.8997 | 0.1201 | 0.9316 | 0.8054 | 0.4683 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
45 | 0.0197 | -0.0136 | 0 | 0.0124 | 0 | 0 |
46 | 0.0296 | -0.0495 | 0.0315 | 0.1737 | 0.093 | 0.305 |
47 | 0.0328 | -0.0883 | 0.0504 | 0.5847 | 0.2569 | 0.5069 |
48 | 0.0318 | -0.1178 | 0.0673 | 1.1127 | 0.4709 | 0.6862 |
49 | 0.0327 | -0.1072 | 0.0753 | 0.9221 | 0.5611 | 0.7491 |
50 | 0.0354 | -0.0672 | 0.0739 | 0.332 | 0.5229 | 0.7231 |
51 | 0.0376 | -0.0209 | 0.0663 | 0.0285 | 0.4523 | 0.6725 |
52 | 0.041 | 0.034 | 0.0623 | 0.0692 | 0.4044 | 0.6359 |
53 | 0.0465 | 9e-04 | 0.0555 | 0 | 0.3595 | 0.5996 |
54 | 0.0509 | -0.0731 | 0.0572 | 0.3222 | 0.3558 | 0.5964 |
55 | 0.0489 | -0.1125 | 0.0623 | 0.9043 | 0.4056 | 0.6369 |
56 | 0.049 | -0.1404 | 0.0688 | 1.4211 | 0.4902 | 0.7002 |
57 | 0.0515 | -0.1651 | 0.0762 | 1.9154 | 0.5999 | 0.7745 |
58 | 0.0561 | -0.141 | 0.0808 | 1.321 | 0.6514 | 0.8071 |
59 | 0.0608 | -0.1298 | 0.0841 | 1.0908 | 0.6807 | 0.825 |
60 | 0.0623 | -0.1266 | 0.0867 | 1.09 | 0.7063 | 0.8404 |
61 | 0.063 | -0.1359 | 0.0896 | 1.3184 | 0.7423 | 0.8615 |
62 | 0.0652 | -0.1527 | 0.0931 | 1.6363 | 0.7919 | 0.8899 |
63 | 0.0694 | -0.1606 | 0.0967 | 1.6921 | 0.8393 | 0.9161 |
64 | 0.0753 | -0.1767 | 0.1007 | 1.8856 | 0.8916 | 0.9443 |
65 | 0.0821 | -0.1902 | 0.1049 | 2.0519 | 0.9469 | 0.9731 |
66 | 0.0895 | -0.1148 | 0.1054 | 0.71 | 0.9361 | 0.9675 |
67 | 0.0886 | -0.0199 | 0.1017 | 0.0244 | 0.8965 | 0.9468 |
68 | 0.0925 | -3e-04 | 0.0975 | 0 | 0.8591 | 0.9269 |
69 | 0.1002 | -0.0559 | 0.0958 | 0.1971 | 0.8326 | 0.9125 |
70 | 0.1095 | -0.1251 | 0.0969 | 0.9742 | 0.8381 | 0.9155 |
71 | 0.1169 | -0.1616 | 0.0993 | 1.6183 | 0.867 | 0.9311 |
72 | 0.1193 | -0.1401 | 0.1008 | 1.2633 | 0.8811 | 0.9387 |