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[32]) |
20 | 3.74 | - | - | - | - | - | - | - |
21 | 3.87 | - | - | - | - | - | - | - |
22 | 3.88 | - | - | - | - | - | - | - |
23 | 4.09 | - | - | - | - | - | - | - |
24 | 4.19 | - | - | - | - | - | - | - |
25 | 4.2 | - | - | - | - | - | - | - |
26 | 4.29 | - | - | - | - | - | - | - |
27 | 4.37 | - | - | - | - | - | - | - |
28 | 4.47 | - | - | - | - | - | - | - |
29 | 4.61 | - | - | - | - | - | - | - |
30 | 4.65 | - | - | - | - | - | - | - |
31 | 4.69 | - | - | - | - | - | - | - |
32 | 4.82 | - | - | - | - | - | - | - |
33 | 4.86 | 4.9077 | 4.8132 | 5.0023 | 0.1612 | 0.9655 | 1 | 0.9655 |
34 | 4.87 | 4.9571 | 4.8019 | 5.1122 | 0.1358 | 0.8898 | 1 | 0.9583 |
35 | 5.01 | 5.0019 | 4.7815 | 5.2223 | 0.4714 | 0.8796 | 1 | 0.9471 |
36 | 5.03 | 5.0648 | 4.7548 | 5.3748 | 0.413 | 0.6355 | 1 | 0.9391 |
37 | 5.13 | 5.1347 | 4.7127 | 5.5568 | 0.4912 | 0.6867 | 1 | 0.9281 |
38 | 5.18 | 5.1909 | 4.6524 | 5.7293 | 0.4842 | 0.5877 | 0.9995 | 0.9115 |
39 | 5.21 | 5.2299 | 4.5806 | 5.8792 | 0.476 | 0.5599 | 0.9953 | 0.892 |
40 | 5.26 | 5.2649 | 4.5071 | 6.0226 | 0.495 | 0.5564 | 0.9801 | 0.8751 |
41 | 5.25 | 5.3053 | 4.435 | 6.1757 | 0.4504 | 0.5407 | 0.9413 | 0.8628 |
42 | 5.2 | 5.3478 | 4.3595 | 6.3362 | 0.3847 | 0.5769 | 0.9168 | 0.8524 |
43 | 5.16 | 5.3841 | 4.2766 | 6.4916 | 0.3458 | 0.6277 | 0.8904 | 0.8409 |
44 | 5.19 | 5.4125 | 4.188 | 6.6369 | 0.3609 | 0.6569 | 0.8285 | 0.8285 |
45 | 5.39 | 5.4379 | 4.0984 | 6.7774 | 0.4721 | 0.6416 | 0.8011 | 0.817 |
46 | 5.58 | 5.4645 | 4.0098 | 6.9192 | 0.4382 | 0.54 | 0.7884 | 0.8074 |
47 | 5.76 | 5.4912 | 3.9208 | 7.0616 | 0.3686 | 0.4559 | 0.726 | 0.7989 |
48 | 5.89 | 5.5149 | 3.8294 | 7.2004 | 0.3313 | 0.3878 | 0.7136 | 0.7905 |
49 | 5.98 | 5.5347 | 3.7358 | 7.3336 | 0.3138 | 0.3493 | 0.6704 | 0.7819 |
50 | 6.02 | 5.5525 | 3.6419 | 7.4631 | 0.3158 | 0.3305 | 0.6488 | 0.7738 |
51 | 5.62 | 5.5702 | 3.549 | 7.5913 | 0.4807 | 0.3313 | 0.6366 | 0.7665 |
52 | 4.87 | 5.5874 | 3.4566 | 7.7182 | 0.2547 | 0.488 | 0.6183 | 0.7599 |
53 | 4.24 | 5.6029 | 3.3637 | 7.8421 | 0.1164 | 0.7394 | 0.6213 | 0.7534 |
54 | 4.02 | 5.6164 | 3.2705 | 7.9624 | 0.0911 | 0.8749 | 0.636 | 0.7471 |
55 | 3.74 | 5.6287 | 3.1776 | 8.0798 | 0.0655 | 0.9008 | 0.6461 | 0.7411 |
56 | 3.45 | 5.6405 | 3.0857 | 8.1953 | 0.0464 | 0.9276 | 0.6352 | 0.7355 |
57 | 3.34 | 5.6517 | 2.9945 | 8.3089 | 0.0441 | 0.9478 | 0.5765 | 0.7302 |
58 | 3.21 | 5.662 | 2.9038 | 8.4201 | 0.0407 | 0.9505 | 0.5232 | 0.7252 |
59 | 3.12 | 5.6711 | 2.8135 | 8.5287 | 0.0401 | 0.9543 | 0.4757 | 0.7203 |
60 | 3.04 | 5.6795 | 2.724 | 8.635 | 0.04 | 0.9552 | 0.4445 | 0.7157 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.0098 | -0.0097 | 0 | 0.0023 | 0 | 0 |
34 | 0.016 | -0.0176 | 0.0136 | 0.0076 | 0.0049 | 0.0702 |
35 | 0.0225 | 0.0016 | 0.0096 | 1e-04 | 0.0033 | 0.0575 |
36 | 0.0312 | -0.0069 | 0.0089 | 0.0012 | 0.0028 | 0.0528 |
37 | 0.0419 | -9e-04 | 0.0073 | 0 | 0.0022 | 0.0472 |
38 | 0.0529 | -0.0021 | 0.0065 | 1e-04 | 0.0019 | 0.0433 |
39 | 0.0633 | -0.0038 | 0.0061 | 4e-04 | 0.0017 | 0.0408 |
40 | 0.0734 | -9e-04 | 0.0054 | 0 | 0.0015 | 0.0382 |
41 | 0.0837 | -0.0104 | 0.006 | 0.0031 | 0.0016 | 0.0405 |
42 | 0.0943 | -0.0276 | 0.0082 | 0.0219 | 0.0037 | 0.0605 |
43 | 0.1049 | -0.0416 | 0.0112 | 0.0502 | 0.0079 | 0.0889 |
44 | 0.1154 | -0.0411 | 0.0137 | 0.0495 | 0.0114 | 0.1066 |
45 | 0.1257 | -0.0088 | 0.0133 | 0.0023 | 0.0107 | 0.1033 |
46 | 0.1358 | 0.0211 | 0.0139 | 0.0133 | 0.0109 | 0.1042 |
47 | 0.1459 | 0.0489 | 0.0162 | 0.0722 | 0.0149 | 0.1223 |
48 | 0.1559 | 0.068 | 0.0195 | 0.1407 | 0.0228 | 0.151 |
49 | 0.1658 | 0.0805 | 0.023 | 0.1983 | 0.0331 | 0.182 |
50 | 0.1756 | 0.0842 | 0.0264 | 0.2185 | 0.0434 | 0.2084 |
51 | 0.1851 | 0.0089 | 0.0255 | 0.0025 | 0.0413 | 0.2032 |
52 | 0.1946 | -0.1284 | 0.0307 | 0.5146 | 0.0649 | 0.2548 |
53 | 0.2039 | -0.2432 | 0.0408 | 1.8575 | 0.1503 | 0.3877 |
54 | 0.2131 | -0.2842 | 0.0519 | 2.5486 | 0.2593 | 0.5092 |
55 | 0.2222 | -0.3355 | 0.0642 | 3.5672 | 0.4031 | 0.6349 |
56 | 0.2311 | -0.3883 | 0.0777 | 4.7982 | 0.5863 | 0.7657 |
57 | 0.2399 | -0.409 | 0.0909 | 5.344 | 0.7766 | 0.8812 |
58 | 0.2485 | -0.4331 | 0.1041 | 6.0122 | 0.9779 | 0.9889 |
59 | 0.2571 | -0.4498 | 0.1169 | 6.5083 | 1.1828 | 1.0876 |
60 | 0.2655 | -0.4647 | 0.1293 | 6.9668 | 1.3893 | 1.1787 |