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 | 7.1 | - | - | - | - | - | - | - |
37 | 7.2 | - | - | - | - | - | - | - |
38 | 7.1 | - | - | - | - | - | - | - |
39 | 6.9 | - | - | - | - | - | - | - |
40 | 7 | - | - | - | - | - | - | - |
41 | 6.8 | - | - | - | - | - | - | - |
42 | 6.4 | - | - | - | - | - | - | - |
43 | 6.7 | - | - | - | - | - | - | - |
44 | 6.6 | - | - | - | - | - | - | - |
45 | 6.4 | - | - | - | - | - | - | - |
46 | 6.3 | - | - | - | - | - | - | - |
47 | 6.2 | - | - | - | - | - | - | - |
48 | 6.5 | - | - | - | - | - | - | - |
49 | 6.8 | 6.6922 | 6.2706 | 7.1139 | 0.3082 | 0.8142 | 0.0091 | 0.8142 |
50 | 6.8 | 6.7403 | 6.0139 | 7.4667 | 0.436 | 0.436 | 0.1659 | 0.7416 |
51 | 6.4 | 6.5815 | 5.6043 | 7.5588 | 0.3579 | 0.3306 | 0.2615 | 0.5649 |
52 | 6.1 | 6.5248 | 5.4265 | 7.6231 | 0.2242 | 0.5881 | 0.1982 | 0.5177 |
53 | 5.8 | 6.4296 | 5.2715 | 7.5877 | 0.1433 | 0.7115 | 0.2654 | 0.4526 |
54 | 6.1 | 6.3218 | 5.1279 | 7.5156 | 0.3579 | 0.8042 | 0.4489 | 0.3849 |
55 | 7.2 | 6.637 | 5.3999 | 7.8741 | 0.1862 | 0.8026 | 0.4602 | 0.5859 |
56 | 7.3 | 6.6979 | 5.3992 | 7.9966 | 0.1817 | 0.2243 | 0.5587 | 0.6174 |
57 | 6.9 | 6.5907 | 5.2145 | 7.9668 | 0.3298 | 0.1562 | 0.607 | 0.5514 |
58 | 6.1 | 6.5075 | 5.0553 | 7.9597 | 0.2912 | 0.2981 | 0.6103 | 0.504 |
59 | 5.8 | 6.4146 | 4.8982 | 7.9311 | 0.2135 | 0.6579 | 0.6093 | 0.4561 |
60 | 6.2 | 6.5567 | 4.9881 | 8.1253 | 0.3279 | 0.8278 | 0.5282 | 0.5282 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0321 | 0.0161 | 0 | 0.0116 | 0 | 0 |
50 | 0.055 | 0.0089 | 0.0125 | 0.0036 | 0.0076 | 0.0871 |
51 | 0.0758 | -0.0276 | 0.0175 | 0.0329 | 0.016 | 0.1267 |
52 | 0.0859 | -0.0651 | 0.0294 | 0.1805 | 0.0571 | 0.2391 |
53 | 0.0919 | -0.0979 | 0.0431 | 0.3964 | 0.125 | 0.3536 |
54 | 0.0963 | -0.0351 | 0.0418 | 0.0492 | 0.1124 | 0.3352 |
55 | 0.0951 | 0.0848 | 0.0479 | 0.317 | 0.1416 | 0.3763 |
56 | 0.0989 | 0.0899 | 0.0532 | 0.3625 | 0.1692 | 0.4114 |
57 | 0.1065 | 0.0469 | 0.0525 | 0.0957 | 0.161 | 0.4013 |
58 | 0.1139 | -0.0626 | 0.0535 | 0.1661 | 0.1615 | 0.4019 |
59 | 0.1206 | -0.0958 | 0.0573 | 0.3778 | 0.1812 | 0.4257 |
60 | 0.1221 | -0.0544 | 0.0571 | 0.1272 | 0.1767 | 0.4204 |