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[49]) |
37 | 6.9 | - | - | - | - | - | - | - |
38 | 6.8 | - | - | - | - | - | - | - |
39 | 6.7 | - | - | - | - | - | - | - |
40 | 6.6 | - | - | - | - | - | - | - |
41 | 6.5 | - | - | - | - | - | - | - |
42 | 6.4 | - | - | - | - | - | - | - |
43 | 6.1 | - | - | - | - | - | - | - |
44 | 6.2 | - | - | - | - | - | - | - |
45 | 6.3 | - | - | - | - | - | - | - |
46 | 6.4 | - | - | - | - | - | - | - |
47 | 6.5 | - | - | - | - | - | - | - |
48 | 6.7 | - | - | - | - | - | - | - |
49 | 7 | - | - | - | - | - | - | - |
50 | 7 | 6.8235 | 6.4343 | 7.2128 | 0.1872 | 0.1872 | 0.5472 | 0.1872 |
51 | 6.8 | 6.6838 | 6.1169 | 7.2506 | 0.3439 | 0.1371 | 0.4776 | 0.1371 |
52 | 6.7 | 6.5545 | 5.764 | 7.3449 | 0.3591 | 0.2713 | 0.455 | 0.1346 |
53 | 6.7 | 6.4387 | 5.4659 | 7.4115 | 0.2993 | 0.2993 | 0.4508 | 0.129 |
54 | 6.5 | 6.3274 | 5.1755 | 7.4793 | 0.3845 | 0.2631 | 0.4509 | 0.1262 |
55 | 6.4 | 6.0212 | 4.7104 | 7.332 | 0.2856 | 0.237 | 0.4531 | 0.0717 |
56 | 6.1 | 6.1169 | 4.6565 | 7.5772 | 0.491 | 0.352 | 0.4556 | 0.1179 |
57 | 6.2 | 6.2144 | 4.6168 | 7.812 | 0.493 | 0.5558 | 0.4582 | 0.1676 |
58 | 6 | 6.3127 | 4.5863 | 8.0391 | 0.3613 | 0.5509 | 0.4605 | 0.2176 |
59 | 6.1 | 6.4118 | 4.5648 | 8.2587 | 0.3704 | 0.6689 | 0.4627 | 0.2662 |
60 | 6.1 | 6.6111 | 4.6502 | 8.572 | 0.3047 | 0.6953 | 0.4646 | 0.3487 |
61 | 6.2 | 6.9107 | 4.8419 | 8.9796 | 0.2504 | 0.7788 | 0.4663 | 0.4663 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0291 | 0.0259 | 0 | 0.0311 | 0 | 0 |
51 | 0.0433 | 0.0174 | 0.0216 | 0.0135 | 0.0223 | 0.1494 |
52 | 0.0615 | 0.0222 | 0.0218 | 0.0212 | 0.0219 | 0.1481 |
53 | 0.0771 | 0.0406 | 0.0265 | 0.0683 | 0.0335 | 0.1831 |
54 | 0.0929 | 0.0273 | 0.0267 | 0.0298 | 0.0328 | 0.1811 |
55 | 0.1111 | 0.0629 | 0.0327 | 0.1435 | 0.0512 | 0.2263 |
56 | 0.1218 | -0.0028 | 0.0284 | 3e-04 | 0.044 | 0.2096 |
57 | 0.1312 | -0.0023 | 0.0252 | 2e-04 | 0.0385 | 0.1962 |
58 | 0.1395 | -0.0495 | 0.0279 | 0.0978 | 0.0451 | 0.2123 |
59 | 0.147 | -0.0486 | 0.0299 | 0.0972 | 0.0503 | 0.2242 |
60 | 0.1513 | -0.0773 | 0.0343 | 0.2612 | 0.0695 | 0.2636 |
61 | 0.1527 | -0.1028 | 0.04 | 0.5051 | 0.1058 | 0.3252 |