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[48]) |
36 | 7.9 | - | - | - | - | - | - | - |
37 | 8 | - | - | - | - | - | - | - |
38 | 8 | - | - | - | - | - | - | - |
39 | 7.9 | - | - | - | - | - | - | - |
40 | 8 | - | - | - | - | - | - | - |
41 | 7.7 | - | - | - | - | - | - | - |
42 | 7.2 | - | - | - | - | - | - | - |
43 | 7.5 | - | - | - | - | - | - | - |
44 | 7.3 | - | - | - | - | - | - | - |
45 | 7 | - | - | - | - | - | - | - |
46 | 7 | - | - | - | - | - | - | - |
47 | 7 | - | - | - | - | - | - | - |
48 | 7.2 | - | - | - | - | - | - | - |
49 | 7.3 | 7.3554 | 7.0367 | 7.674 | 0.3667 | 0.8304 | 0 | 0.8304 |
50 | 7.1 | 7.3144 | 6.7634 | 7.8655 | 0.2228 | 0.5205 | 0.0074 | 0.658 |
51 | 6.8 | 7.0942 | 6.4019 | 7.7866 | 0.2024 | 0.4935 | 0.0113 | 0.3823 |
52 | 6.4 | 7.0752 | 6.3361 | 7.8142 | 0.0367 | 0.7672 | 0.0071 | 0.3703 |
53 | 6.1 | 6.7878 | 6.0433 | 7.5323 | 0.0351 | 0.8463 | 0.0082 | 0.1389 |
54 | 6.5 | 6.4093 | 5.6645 | 7.1541 | 0.4057 | 0.7922 | 0.0187 | 0.0187 |
55 | 7.7 | 6.8016 | 6.0525 | 7.5507 | 0.0094 | 0.785 | 0.0338 | 0.1486 |
56 | 7.9 | 6.7051 | 5.9269 | 7.4833 | 0.0013 | 0.0061 | 0.067 | 0.1063 |
57 | 7.5 | 6.409 | 5.5679 | 7.2502 | 0.0055 | 3e-04 | 0.0842 | 0.0327 |
58 | 6.9 | 6.3643 | 5.4568 | 7.2719 | 0.1237 | 0.0071 | 0.0849 | 0.0356 |
59 | 6.6 | 6.312 | 5.3636 | 7.2605 | 0.2759 | 0.1122 | 0.0776 | 0.0333 |
60 | 6.9 | 6.4755 | 5.5107 | 7.4403 | 0.1943 | 0.4002 | 0.0705 | 0.0705 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0221 | -0.0075 | 6e-04 | 0.0031 | 3e-04 | 0.016 |
50 | 0.0384 | -0.0293 | 0.0024 | 0.046 | 0.0038 | 0.0619 |
51 | 0.0498 | -0.0415 | 0.0035 | 0.0866 | 0.0072 | 0.0849 |
52 | 0.0533 | -0.0954 | 0.008 | 0.4559 | 0.038 | 0.1949 |
53 | 0.056 | -0.1013 | 0.0084 | 0.473 | 0.0394 | 0.1985 |
54 | 0.0593 | 0.0141 | 0.0012 | 0.0082 | 7e-04 | 0.0262 |
55 | 0.0562 | 0.1321 | 0.011 | 0.8072 | 0.0673 | 0.2594 |
56 | 0.0592 | 0.1782 | 0.0149 | 1.4278 | 0.119 | 0.3449 |
57 | 0.067 | 0.1702 | 0.0142 | 1.1902 | 0.0992 | 0.3149 |
58 | 0.0728 | 0.0842 | 0.007 | 0.2869 | 0.0239 | 0.1546 |
59 | 0.0767 | 0.0456 | 0.0038 | 0.0829 | 0.0069 | 0.0831 |
60 | 0.076 | 0.0656 | 0.0055 | 0.1802 | 0.015 | 0.1225 |