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[31]) |
19 | 9 | - | - | - | - | - | - | - |
20 | 9 | - | - | - | - | - | - | - |
21 | 9 | - | - | - | - | - | - | - |
22 | 9.8 | - | - | - | - | - | - | - |
23 | 10 | - | - | - | - | - | - | - |
24 | 9.8 | - | - | - | - | - | - | - |
25 | 9.3 | - | - | - | - | - | - | - |
26 | 9 | - | - | - | - | - | - | - |
27 | 9 | - | - | - | - | - | - | - |
28 | 9.1 | - | - | - | - | - | - | - |
29 | 9.1 | - | - | - | - | - | - | - |
30 | 9.1 | - | - | - | - | - | - | - |
31 | 9.2 | - | - | - | - | - | - | - |
32 | 8.8 | 9.2454 | 8.9498 | 9.5409 | 0.0016 | 0.6182 | 0.9482 | 0.6182 |
33 | 8.3 | 9.1028 | 8.5778 | 9.6278 | 0.0014 | 0.8708 | 0.6494 | 0.3583 |
34 | 8.4 | 9.8034 | 9.174 | 10.4327 | 0 | 1 | 0.5042 | 0.9699 |
35 | 8.1 | 10.0385 | 9.3721 | 10.705 | 0 | 1 | 0.5451 | 0.9932 |
36 | 7.7 | 9.9458 | 9.252 | 10.6395 | 0 | 1 | 0.6598 | 0.9824 |
37 | 7.9 | 9.5097 | 8.7642 | 10.2552 | 0 | 1 | 0.7093 | 0.7923 |
38 | 7.9 | 9.2079 | 8.3858 | 10.03 | 9e-04 | 0.9991 | 0.6899 | 0.5075 |
39 | 8 | 9.1821 | 8.2843 | 10.08 | 0.0049 | 0.9974 | 0.6545 | 0.4844 |
40 | 7.9 | 9.2872 | 8.3308 | 10.2436 | 0.0022 | 0.9958 | 0.6494 | 0.571 |
41 | 7.6 | 9.3221 | 8.316 | 10.3281 | 4e-04 | 0.9972 | 0.6674 | 0.594 |
42 | 7.1 | 9.3626 | 8.3051 | 10.4202 | 0 | 0.9995 | 0.6868 | 0.6185 |
43 | 6.8 | 9.4842 | 8.3677 | 10.6007 | 0 | 1 | 0.6911 | 0.6911 |
44 | 6.5 | 9.539 | 8.2274 | 10.8506 | 0 | 1 | 0.8653 | 0.6938 |
45 | 6.9 | 9.4058 | 7.8524 | 10.9592 | 8e-04 | 0.9999 | 0.9185 | 0.6024 |
46 | 8.2 | 10.1266 | 8.4074 | 11.8458 | 0.014 | 0.9999 | 0.9755 | 0.8546 |
47 | 8.7 | 10.3861 | 8.5635 | 12.2088 | 0.0349 | 0.9906 | 0.993 | 0.8989 |
48 | 8.3 | 10.3166 | 8.4012 | 12.2321 | 0.0195 | 0.951 | 0.9963 | 0.8734 |
49 | 7.9 | 9.898 | 7.8632 | 11.9328 | 0.0271 | 0.9381 | 0.9729 | 0.7493 |
50 | 7.5 | 9.6127 | 7.4365 | 11.7888 | 0.0285 | 0.9385 | 0.9385 | 0.6449 |
51 | 7.8 | 9.6044 | 7.2891 | 11.9196 | 0.0633 | 0.9626 | 0.9128 | 0.6339 |
52 | 8.3 | 9.73 | 7.2928 | 12.1671 | 0.1251 | 0.9397 | 0.9295 | 0.665 |
53 | 8.4 | 9.785 | 7.2353 | 12.3348 | 0.1435 | 0.8732 | 0.9535 | 0.6735 |
54 | 8.2 | 9.8453 | 7.1813 | 12.5094 | 0.113 | 0.8562 | 0.9783 | 0.6825 |
55 | 7.7 | 9.9851 | 7.1995 | 12.7707 | 0.0539 | 0.8954 | 0.9875 | 0.7097 |
56 | 7.2 | 10.0586 | 7.0371 | 13.08 | 0.0318 | 0.937 | 0.9895 | 0.7112 |
57 | 7.3 | 9.9442 | 6.645 | 13.2435 | 0.0581 | 0.9485 | 0.9647 | 0.6708 |
58 | 8.1 | 10.6847 | 7.1647 | 14.2048 | 0.075 | 0.9703 | 0.9167 | 0.7958 |
59 | 8.5 | 10.9635 | 7.2777 | 14.6492 | 0.0951 | 0.9361 | 0.8856 | 0.8258 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
32 | 0.0163 | -0.0482 | 0 | 0.1984 | 0 | 0 |
33 | 0.0294 | -0.0882 | 0.0682 | 0.6444 | 0.4214 | 0.6492 |
34 | 0.0328 | -0.1432 | 0.0932 | 1.9695 | 0.9374 | 0.9682 |
35 | 0.0339 | -0.1931 | 0.1182 | 3.7579 | 1.6425 | 1.2816 |
36 | 0.0356 | -0.2258 | 0.1397 | 5.0436 | 2.3227 | 1.5241 |
37 | 0.04 | -0.1693 | 0.1446 | 2.5912 | 2.3675 | 1.5387 |
38 | 0.0456 | -0.142 | 0.1442 | 1.7105 | 2.2736 | 1.5079 |
39 | 0.0499 | -0.1287 | 0.1423 | 1.3974 | 2.1641 | 1.4711 |
40 | 0.0525 | -0.1494 | 0.1431 | 1.9244 | 2.1375 | 1.462 |
41 | 0.0551 | -0.1847 | 0.1473 | 2.9655 | 2.2203 | 1.4901 |
42 | 0.0576 | -0.2417 | 0.1558 | 5.1195 | 2.4838 | 1.576 |
43 | 0.0601 | -0.283 | 0.1664 | 7.2049 | 2.8773 | 1.6963 |
44 | 0.0702 | -0.3186 | 0.1781 | 9.2355 | 3.3664 | 1.8348 |
45 | 0.0843 | -0.2664 | 0.1844 | 6.279 | 3.5744 | 1.8906 |
46 | 0.0866 | -0.1903 | 0.1848 | 3.7118 | 3.5836 | 1.893 |
47 | 0.0895 | -0.1623 | 0.1834 | 2.8431 | 3.5373 | 1.8808 |
48 | 0.0947 | -0.1955 | 0.1841 | 4.0669 | 3.5684 | 1.889 |
49 | 0.1049 | -0.2019 | 0.1851 | 3.992 | 3.592 | 1.8953 |
50 | 0.1155 | -0.2198 | 0.1869 | 4.4633 | 3.6378 | 1.9073 |
51 | 0.123 | -0.1879 | 0.187 | 3.2557 | 3.6187 | 1.9023 |
52 | 0.1278 | -0.147 | 0.1851 | 2.0448 | 3.5438 | 1.8825 |
53 | 0.1329 | -0.1415 | 0.1831 | 1.9183 | 3.4699 | 1.8628 |
54 | 0.1381 | -0.1671 | 0.1824 | 2.7072 | 3.4367 | 1.8538 |
55 | 0.1423 | -0.2288 | 0.1843 | 5.2215 | 3.5111 | 1.8738 |
56 | 0.1533 | -0.2842 | 0.1883 | 8.1714 | 3.6975 | 1.9229 |
57 | 0.1693 | -0.2659 | 0.1913 | 6.9919 | 3.8242 | 1.9556 |
58 | 0.1681 | -0.2419 | 0.1932 | 6.6809 | 3.93 | 1.9824 |
59 | 0.1715 | -0.2247 | 0.1943 | 6.0687 | 4.0064 | 2.0016 |