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 | 27.94 | - | - | - | - | - | - | - |
21 | 25.23 | - | - | - | - | - | - | - |
22 | 26.53 | - | - | - | - | - | - | - |
23 | 27.21 | - | - | - | - | - | - | - |
24 | 28.53 | - | - | - | - | - | - | - |
25 | 30.35 | - | - | - | - | - | - | - |
26 | 31.21 | - | - | - | - | - | - | - |
27 | 32.86 | - | - | - | - | - | - | - |
28 | 33.2 | - | - | - | - | - | - | - |
29 | 35.73 | - | - | - | - | - | - | - |
30 | 34.53 | - | - | - | - | - | - | - |
31 | 36.54 | - | - | - | - | - | - | - |
32 | 40.1 | - | - | - | - | - | - | - |
33 | 40.56 | 45.0792 | 40.7723 | 49.7915 | 0.0301 | 0.9808 | 1 | 0.9808 |
34 | 46.14 | 46.6077 | 38.6334 | 56.0339 | 0.4613 | 0.8957 | 1 | 0.912 |
35 | 42.85 | 43.1563 | 32.7173 | 56.5027 | 0.4821 | 0.3306 | 0.9904 | 0.6732 |
36 | 38.22 | 42.0647 | 30.5682 | 57.316 | 0.3106 | 0.4598 | 0.959 | 0.5997 |
37 | 40.18 | 43.4117 | 30.8002 | 60.4943 | 0.3554 | 0.7243 | 0.933 | 0.648 |
38 | 42.19 | 44.6563 | 30.8105 | 63.8703 | 0.4007 | 0.676 | 0.9149 | 0.679 |
39 | 47.56 | 42.578 | 28.331 | 62.977 | 0.3161 | 0.5149 | 0.8248 | 0.5941 |
40 | 47.26 | 40.2981 | 25.9522 | 61.424 | 0.2592 | 0.2502 | 0.7449 | 0.5073 |
41 | 44.03 | 39.5336 | 24.8143 | 61.692 | 0.3454 | 0.2472 | 0.6317 | 0.48 |
42 | 49.83 | 40.7078 | 24.9927 | 64.8164 | 0.2292 | 0.3935 | 0.6923 | 0.5197 |
43 | 53.35 | 40.3025 | 24.1387 | 65.6287 | 0.1563 | 0.2305 | 0.6145 | 0.5063 |
44 | 58.9 | 39.3508 | 22.9857 | 65.5441 | 0.0718 | 0.1474 | 0.4776 | 0.4776 |
45 | 59.64 | 37.7965 | 21.6377 | 64.1049 | 0.0518 | 0.0579 | 0.4184 | 0.4319 |
46 | 56.99 | 38.2023 | 21.5633 | 65.6182 | 0.0896 | 0.0627 | 0.2852 | 0.446 |
47 | 53.2 | 39.2051 | 21.8789 | 68.0291 | 0.1706 | 0.1133 | 0.4021 | 0.4757 |
48 | 53.24 | 38.944 | 21.4082 | 68.4899 | 0.1715 | 0.1721 | 0.5192 | 0.4694 |
49 | 57.85 | 38.4718 | 20.8087 | 68.641 | 0.104 | 0.1687 | 0.4558 | 0.4579 |
50 | 55.69 | 38.2037 | 20.3528 | 69.0844 | 0.1335 | 0.1062 | 0.4001 | 0.4521 |
51 | 55.64 | 39.8685 | 21.0063 | 72.8026 | 0.174 | 0.1732 | 0.3236 | 0.4945 |
52 | 62.52 | 41.5971 | 21.6798 | 76.6924 | 0.1213 | 0.2164 | 0.3759 | 0.5333 |
53 | 64.4 | 42.3923 | 21.821 | 79.0195 | 0.1195 | 0.1407 | 0.4651 | 0.5488 |
54 | 64.65 | 41.449 | 21.0177 | 78.2855 | 0.1085 | 0.111 | 0.3278 | 0.5286 |
55 | 67.71 | 41.926 | 21.0011 | 80.0395 | 0.0924 | 0.1213 | 0.2784 | 0.5374 |
56 | 67.21 | 42.7978 | 21.1964 | 82.5162 | 0.1142 | 0.1095 | 0.2134 | 0.553 |
57 | 59.37 | 44.4625 | 21.7358 | 86.7054 | 0.2446 | 0.1456 | 0.2407 | 0.5802 |
58 | 53.26 | 44.0552 | 21.1496 | 87.2763 | 0.3382 | 0.2437 | 0.2787 | 0.5712 |
59 | 52.42 | 42.9918 | 20.2247 | 86.6788 | 0.3361 | 0.3225 | 0.3235 | 0.5516 |
60 | 55.03 | 43.2575 | 20.0252 | 88.4336 | 0.3048 | 0.3455 | 0.3325 | 0.5545 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.0533 | -0.1003 | 0 | 20.4236 | 0 | 0 |
34 | 0.1032 | -0.01 | 0.0551 | 0.2187 | 10.3212 | 3.2127 |
35 | 0.1578 | -0.0071 | 0.0391 | 0.0938 | 6.912 | 2.6291 |
36 | 0.185 | -0.0914 | 0.0522 | 14.7817 | 8.8794 | 2.9798 |
37 | 0.2008 | -0.0744 | 0.0566 | 10.4441 | 9.1924 | 3.0319 |
38 | 0.2195 | -0.0552 | 0.0564 | 6.0828 | 8.6741 | 2.9452 |
39 | 0.2444 | 0.117 | 0.0651 | 24.8207 | 10.9808 | 3.3137 |
40 | 0.2675 | 0.1728 | 0.0785 | 48.4685 | 15.6667 | 3.9581 |
41 | 0.286 | 0.1137 | 0.0824 | 20.2174 | 16.1724 | 4.0215 |
42 | 0.3022 | 0.2241 | 0.0966 | 83.2153 | 22.8767 | 4.783 |
43 | 0.3206 | 0.3237 | 0.1173 | 170.2367 | 36.273 | 6.0227 |
44 | 0.3396 | 0.4968 | 0.1489 | 382.1719 | 65.0979 | 8.0683 |
45 | 0.3551 | 0.5779 | 0.1819 | 477.1382 | 96.7933 | 9.8384 |
46 | 0.3661 | 0.4918 | 0.204 | 352.9783 | 115.0923 | 10.7281 |
47 | 0.3751 | 0.357 | 0.2142 | 195.8586 | 120.4767 | 10.9762 |
48 | 0.3871 | 0.3671 | 0.2238 | 204.375 | 125.7203 | 11.2125 |
49 | 0.4001 | 0.5037 | 0.2402 | 375.513 | 140.414 | 11.8496 |
50 | 0.4124 | 0.4577 | 0.2523 | 305.7714 | 149.6005 | 12.2311 |
51 | 0.4215 | 0.3956 | 0.2599 | 248.7408 | 154.8185 | 12.4426 |
52 | 0.4305 | 0.503 | 0.272 | 437.7681 | 168.9659 | 12.9987 |
53 | 0.4408 | 0.5191 | 0.2838 | 484.3368 | 183.9836 | 13.5641 |
54 | 0.4534 | 0.5597 | 0.2963 | 538.2874 | 200.0883 | 14.1453 |
55 | 0.4638 | 0.615 | 0.3102 | 664.8125 | 220.2937 | 14.8423 |
56 | 0.4735 | 0.5704 | 0.321 | 595.9565 | 235.9463 | 15.3605 |
57 | 0.4847 | 0.3353 | 0.3216 | 222.2321 | 235.3978 | 15.3427 |
58 | 0.5005 | 0.2089 | 0.3173 | 84.7283 | 229.6028 | 15.1526 |
59 | 0.5185 | 0.2193 | 0.3136 | 88.8919 | 224.3913 | 14.9797 |
60 | 0.5328 | 0.2721 | 0.3122 | 138.591 | 221.327 | 14.8771 |