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 | 8.265 | 8.1705 | 8.3595 | 0 | 1 | 0 | 1 |
34 | 8 | 8.512 | 8.3403 | 8.6838 | 0 | 1 | 0.5547 | 1 |
35 | 8 | 8.581 | 8.3388 | 8.8232 | 0 | 1 | 0.744 | 1 |
36 | 7.9 | 8.3283 | 8.0697 | 8.5869 | 6e-04 | 0.9936 | 0.0965 | 0.9936 |
37 | 7.8 | 8.1628 | 7.907 | 8.4186 | 0.0027 | 0.978 | 0.0049 | 0.8939 |
38 | 7.8 | 8.0879 | 7.8216 | 8.3542 | 0.0171 | 0.9829 | 0.0012 | 0.7411 |
39 | 7.9 | 8.1783 | 7.897 | 8.4595 | 0.0262 | 0.9958 | 0.0125 | 0.893 |
40 | 8.1 | 8.511 | 8.2275 | 8.7946 | 0.0022 | 1 | 0.5304 | 0.9998 |
41 | 8 | 8.6044 | 8.315 | 8.8939 | 0 | 0.9997 | 0.5119 | 1 |
42 | 7.6 | 8.4735 | 8.1539 | 8.7931 | 0 | 0.9982 | 0.6739 | 0.9982 |
43 | 7.3 | 7.9803 | 7.6258 | 8.3348 | 1e-04 | 0.9822 | 0.254 | 0.4566 |
44 | 7 | 7.732 | 7.3637 | 8.1002 | 0 | 0.9892 | 0.0769 | 0.0769 |
45 | 6.8 | 7.7676 | 7.3822 | 8.1531 | 0 | 1 | 0.1187 | 0.1187 |
46 | 7 | 8.0292 | 7.6338 | 8.4247 | 0 | 1 | 0.5576 | 0.5576 |
47 | 7.1 | 8.2515 | 7.8444 | 8.6586 | 0 | 1 | 0.8871 | 0.8871 |
48 | 7.2 | 8.1904 | 7.7806 | 8.6003 | 0 | 1 | 0.9176 | 0.8188 |
49 | 7.1 | 8.1723 | 7.7624 | 8.5822 | 0 | 1 | 0.9625 | 0.795 |
50 | 6.9 | 8.1103 | 7.7016 | 8.519 | 0 | 1 | 0.9316 | 0.7016 |
51 | 6.7 | 8.0792 | 7.6703 | 8.4881 | 0 | 1 | 0.8049 | 0.6479 |
52 | 6.7 | 8.2406 | 7.8282 | 8.6531 | 0 | 1 | 0.7481 | 0.8736 |
53 | 6.6 | 8.0908 | 7.6697 | 8.5119 | 0 | 1 | 0.6637 | 0.6637 |
54 | 6.9 | 8.0986 | 7.6664 | 8.5309 | 0 | 1 | 0.9881 | 0.6727 |
55 | 7.3 | 7.9442 | 7.5032 | 8.3853 | 0.0021 | 1 | 0.9979 | 0.4022 |
56 | 7.5 | 7.9541 | 7.5091 | 8.3991 | 0.0227 | 0.998 | 1 | 0.4199 |
57 | 7.3 | 7.9119 | 7.4626 | 8.3612 | 0.0038 | 0.9638 | 1 | 0.3503 |
58 | 7.1 | 8.0132 | 7.5593 | 8.4671 | 0 | 0.999 | 1 | 0.5227 |
59 | 6.9 | 8.0938 | 7.6328 | 8.5547 | 0 | 1 | 1 | 0.6549 |
60 | 7.1 | 8.0761 | 7.6085 | 8.5437 | 0 | 1 | 0.9999 | 0.6251 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.0058 | -0.0321 | 0 | 0.0702 | 0 | 0 |
34 | 0.0103 | -0.0602 | 0.0461 | 0.2622 | 0.1662 | 0.4077 |
35 | 0.0144 | -0.0677 | 0.0533 | 0.3376 | 0.2233 | 0.4726 |
36 | 0.0158 | -0.0514 | 0.0528 | 0.1834 | 0.2134 | 0.4619 |
37 | 0.016 | -0.0444 | 0.0512 | 0.1317 | 0.197 | 0.4439 |
38 | 0.0168 | -0.0356 | 0.0486 | 0.0829 | 0.178 | 0.4219 |
39 | 0.0175 | -0.034 | 0.0465 | 0.0774 | 0.1636 | 0.4045 |
40 | 0.017 | -0.0483 | 0.0467 | 0.169 | 0.1643 | 0.4053 |
41 | 0.0172 | -0.0702 | 0.0493 | 0.3653 | 0.1866 | 0.432 |
42 | 0.0192 | -0.1031 | 0.0547 | 0.763 | 0.2443 | 0.4942 |
43 | 0.0227 | -0.0852 | 0.0575 | 0.4628 | 0.2641 | 0.5139 |
44 | 0.0243 | -0.0947 | 0.0606 | 0.5358 | 0.2868 | 0.5355 |
45 | 0.0253 | -0.1246 | 0.0655 | 0.9363 | 0.3367 | 0.5803 |
46 | 0.0251 | -0.1282 | 0.07 | 1.0593 | 0.3883 | 0.6232 |
47 | 0.0252 | -0.1396 | 0.0746 | 1.326 | 0.4509 | 0.6715 |
48 | 0.0255 | -0.1209 | 0.0775 | 0.981 | 0.484 | 0.6957 |
49 | 0.0256 | -0.1312 | 0.0807 | 1.1498 | 0.5231 | 0.7233 |
50 | 0.0257 | -0.1492 | 0.0845 | 1.4648 | 0.5755 | 0.7586 |
51 | 0.0258 | -0.1707 | 0.089 | 1.9023 | 0.6453 | 0.8033 |
52 | 0.0255 | -0.187 | 0.0939 | 2.3736 | 0.7317 | 0.8554 |
53 | 0.0266 | -0.1843 | 0.0982 | 2.2225 | 0.8027 | 0.8959 |
54 | 0.0272 | -0.148 | 0.1005 | 1.4367 | 0.8315 | 0.9119 |
55 | 0.0283 | -0.0811 | 0.0996 | 0.415 | 0.8134 | 0.9019 |
56 | 0.0285 | -0.0571 | 0.0979 | 0.2062 | 0.7881 | 0.8878 |
57 | 0.029 | -0.0773 | 0.097 | 0.3744 | 0.7716 | 0.8784 |
58 | 0.0289 | -0.114 | 0.0977 | 0.8339 | 0.774 | 0.8798 |
59 | 0.0291 | -0.1475 | 0.0995 | 1.4251 | 0.7981 | 0.8934 |
60 | 0.0295 | -0.1209 | 0.1003 | 0.9528 | 0.8036 | 0.8964 |