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 | 8.4 | - | - | - | - | - | - | - |
21 | 8.5 | - | - | - | - | - | - | - |
22 | 8.5 | - | - | - | - | - | - | - |
23 | 8.5 | - | - | - | - | - | - | - |
24 | 8.5 | - | - | - | - | - | - | - |
25 | 8.5 | - | - | - | - | - | - | - |
26 | 8.5 | - | - | - | - | - | - | - |
27 | 8.5 | - | - | - | - | - | - | - |
28 | 8.5 | - | - | - | - | - | - | - |
29 | 8.6 | - | - | - | - | - | - | - |
30 | 8.4 | - | - | - | - | - | - | - |
31 | 8.1 | - | - | - | - | - | - | - |
32 | 8 | - | - | - | - | - | - | - |
33 | 8 | 8.1392 | 7.9129 | 8.3655 | 0.1139 | 0.8861 | 9e-04 | 0.8861 |
34 | 8 | 8.4904 | 8.1393 | 8.8415 | 0.0031 | 0.9969 | 0.4786 | 0.9969 |
35 | 8 | 8.6555 | 8.212 | 9.0991 | 0.0019 | 0.9981 | 0.754 | 0.9981 |
36 | 7.9 | 8.6123 | 8.1667 | 9.0579 | 9e-04 | 0.9965 | 0.6894 | 0.9965 |
37 | 7.8 | 8.4441 | 7.9859 | 8.9022 | 0.0029 | 0.99 | 0.4054 | 0.9713 |
38 | 7.8 | 8.3087 | 7.8307 | 8.7868 | 0.0185 | 0.9815 | 0.2164 | 0.8972 |
39 | 7.9 | 8.287 | 7.8066 | 8.7674 | 0.0572 | 0.9765 | 0.1924 | 0.8792 |
40 | 8.1 | 8.3587 | 7.8753 | 8.8421 | 0.1471 | 0.9686 | 0.2834 | 0.9271 |
41 | 8 | 8.4455 | 7.9519 | 8.9392 | 0.0385 | 0.9149 | 0.2698 | 0.9615 |
42 | 7.6 | 8.4835 | 7.9845 | 8.9825 | 3e-04 | 0.9712 | 0.6285 | 0.9712 |
43 | 7.3 | 8.4619 | 7.963 | 8.9609 | 0 | 0.9996 | 0.9224 | 0.9652 |
44 | 7 | 8.4142 | 7.915 | 8.9134 | 0 | 1 | 0.9481 | 0.9481 |
45 | 6.8 | 8.3811 | 7.8816 | 8.8805 | 0 | 1 | 0.9326 | 0.9326 |
46 | 7 | 8.3806 | 7.8814 | 8.8798 | 0 | 1 | 0.9324 | 0.9324 |
47 | 7.1 | 8.4029 | 7.9029 | 8.9028 | 0 | 1 | 0.9429 | 0.9429 |
48 | 7.2 | 8.4256 | 7.9243 | 8.9269 | 0 | 1 | 0.9801 | 0.952 |
49 | 7.1 | 8.4331 | 7.9312 | 8.935 | 0 | 1 | 0.9933 | 0.9546 |
50 | 6.9 | 8.425 | 7.9232 | 8.9268 | 0 | 1 | 0.9927 | 0.9516 |
51 | 6.7 | 8.4117 | 7.9102 | 8.9133 | 0 | 1 | 0.9772 | 0.9462 |
52 | 6.7 | 8.404 | 7.9026 | 8.9053 | 0 | 1 | 0.8827 | 0.9429 |
53 | 6.6 | 8.4053 | 7.904 | 8.9065 | 0 | 1 | 0.9435 | 0.9435 |
54 | 6.9 | 8.4119 | 7.9105 | 8.9134 | 0 | 1 | 0.9992 | 0.9463 |
55 | 7.3 | 8.4177 | 7.916 | 8.9194 | 0 | 1 | 1 | 0.9487 |
56 | 7.5 | 8.419 | 7.9172 | 8.9208 | 2e-04 | 1 | 1 | 0.9491 |
57 | 7.3 | 8.4162 | 7.9145 | 8.918 | 0 | 0.9998 | 1 | 0.948 |
58 | 7.1 | 8.4126 | 7.911 | 8.9143 | 0 | 1 | 1 | 0.9465 |
59 | 6.9 | 8.4109 | 7.9093 | 8.9125 | 0 | 1 | 1 | 0.9458 |
60 | 7.1 | 8.4116 | 7.91 | 8.9132 | 0 | 1 | 1 | 0.9461 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.0142 | -0.0171 | 0 | 0.0194 | 0 | 0 |
34 | 0.0211 | -0.0578 | 0.0374 | 0.2405 | 0.1299 | 0.3605 |
35 | 0.0261 | -0.0757 | 0.0502 | 0.4297 | 0.2299 | 0.4794 |
36 | 0.0264 | -0.0827 | 0.0583 | 0.5074 | 0.2992 | 0.547 |
37 | 0.0277 | -0.0763 | 0.0619 | 0.4148 | 0.3224 | 0.5678 |
38 | 0.0294 | -0.0612 | 0.0618 | 0.2588 | 0.3118 | 0.5584 |
39 | 0.0296 | -0.0467 | 0.0596 | 0.1498 | 0.2886 | 0.5372 |
40 | 0.0295 | -0.031 | 0.0561 | 0.0669 | 0.2609 | 0.5108 |
41 | 0.0298 | -0.0528 | 0.0557 | 0.1985 | 0.254 | 0.504 |
42 | 0.03 | -0.1041 | 0.0605 | 0.7805 | 0.3066 | 0.5537 |
43 | 0.0301 | -0.1373 | 0.0675 | 1.3501 | 0.4015 | 0.6336 |
44 | 0.0303 | -0.1681 | 0.0759 | 2 | 0.5347 | 0.7312 |
45 | 0.0304 | -0.1886 | 0.0846 | 2.4997 | 0.6859 | 0.8282 |
46 | 0.0304 | -0.1647 | 0.0903 | 1.906 | 0.773 | 0.8792 |
47 | 0.0304 | -0.1551 | 0.0946 | 1.6975 | 0.8346 | 0.9136 |
48 | 0.0304 | -0.1455 | 0.0978 | 1.5021 | 0.8764 | 0.9361 |
49 | 0.0304 | -0.1581 | 0.1013 | 1.7772 | 0.9293 | 0.964 |
50 | 0.0304 | -0.181 | 0.1058 | 2.3257 | 1.0069 | 1.0035 |
51 | 0.0304 | -0.2035 | 0.1109 | 2.9301 | 1.1081 | 1.0527 |
52 | 0.0304 | -0.2028 | 0.1155 | 2.9035 | 1.1979 | 1.0945 |
53 | 0.0304 | -0.2148 | 0.1202 | 3.259 | 1.2961 | 1.1384 |
54 | 0.0304 | -0.1797 | 0.1229 | 2.2859 | 1.341 | 1.158 |
55 | 0.0304 | -0.1328 | 0.1234 | 1.2493 | 1.3371 | 1.1563 |
56 | 0.0304 | -0.1092 | 0.1228 | 0.8445 | 1.3165 | 1.1474 |
57 | 0.0304 | -0.1326 | 0.1232 | 1.246 | 1.3137 | 1.1462 |
58 | 0.0304 | -0.156 | 0.1244 | 1.723 | 1.3295 | 1.153 |
59 | 0.0304 | -0.1796 | 0.1265 | 2.2828 | 1.3648 | 1.1682 |
60 | 0.0304 | -0.1559 | 0.1275 | 1.7204 | 1.3775 | 1.1737 |