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[33]) |
21 | 8.5 | - | - | - | - | - | - | - |
22 | 8.3 | - | - | - | - | - | - | - |
23 | 8 | - | - | - | - | - | - | - |
24 | 8.2 | - | - | - | - | - | - | - |
25 | 8.1 | - | - | - | - | - | - | - |
26 | 8.1 | - | - | - | - | - | - | - |
27 | 8 | - | - | - | - | - | - | - |
28 | 7.9 | - | - | - | - | - | - | - |
29 | 7.9 | - | - | - | - | - | - | - |
30 | 8 | - | - | - | - | - | - | - |
31 | 8 | - | - | - | - | - | - | - |
32 | 7.9 | - | - | - | - | - | - | - |
33 | 8 | - | - | - | - | - | - | - |
34 | 7.7 | 7.9902 | 7.6615 | 8.3188 | 0.0418 | 0.4766 | 0.0323 | 0.4766 |
35 | 7.2 | 7.8978 | 7.4849 | 8.3106 | 5e-04 | 0.8261 | 0.3137 | 0.3137 |
36 | 7.5 | 7.8586 | 7.4102 | 8.307 | 0.0585 | 0.998 | 0.0678 | 0.2683 |
37 | 7.3 | 7.8607 | 7.3865 | 8.3348 | 0.0102 | 0.932 | 0.1612 | 0.2823 |
38 | 7 | 7.9466 | 7.423 | 8.4702 | 2e-04 | 0.9922 | 0.2829 | 0.4208 |
39 | 7 | 7.9884 | 7.3867 | 8.5901 | 6e-04 | 0.9994 | 0.4849 | 0.4849 |
40 | 7 | 7.9935 | 7.3097 | 8.6774 | 0.0022 | 0.9978 | 0.6057 | 0.4926 |
41 | 7.2 | 7.9143 | 7.181 | 8.6476 | 0.0281 | 0.9927 | 0.5152 | 0.4094 |
42 | 7.3 | 7.8708 | 7.1126 | 8.6289 | 0.07 | 0.9585 | 0.3691 | 0.3691 |
43 | 7.1 | 7.859 | 7.0843 | 8.6337 | 0.0274 | 0.9214 | 0.3607 | 0.3607 |
44 | 6.8 | 7.9315 | 7.1288 | 8.7341 | 0.0029 | 0.9788 | 0.5306 | 0.4335 |
45 | 6.4 | 7.976 | 7.1261 | 8.8258 | 1e-04 | 0.9967 | 0.4779 | 0.4779 |
46 | 6.1 | 7.9936 | 7.0861 | 8.9011 | 0 | 0.9997 | 0.737 | 0.4945 |
47 | 6.5 | 7.928 | 6.9796 | 8.8764 | 0.0016 | 0.9999 | 0.9338 | 0.4409 |
48 | 7.7 | 7.8833 | 6.9121 | 8.8545 | 0.3557 | 0.9974 | 0.7804 | 0.4069 |
49 | 7.9 | 7.8604 | 6.875 | 8.8458 | 0.4686 | 0.6252 | 0.8675 | 0.3906 |
50 | 7.5 | 7.9192 | 6.9134 | 8.925 | 0.207 | 0.5149 | 0.9634 | 0.4374 |
51 | 6.9 | 7.9635 | 6.9237 | 9.0032 | 0.0225 | 0.8088 | 0.9653 | 0.4725 |
52 | 6.6 | 7.9909 | 6.906 | 9.0759 | 0.006 | 0.9756 | 0.9633 | 0.4935 |
53 | 6.9 | 7.9389 | 6.8178 | 9.0599 | 0.0347 | 0.9904 | 0.9018 | 0.4574 |
54 | 7.7 | 7.8956 | 6.7523 | 9.0389 | 0.3687 | 0.9561 | 0.8464 | 0.429 |
55 | 8 | 7.8642 | 6.7074 | 9.021 | 0.409 | 0.6096 | 0.9023 | 0.409 |
56 | 8 | 7.9097 | 6.7364 | 9.0831 | 0.4401 | 0.4401 | 0.9681 | 0.4401 |
57 | 7.7 | 7.9515 | 6.7519 | 9.151 | 0.3406 | 0.4684 | 0.9944 | 0.4684 |
58 | 7.3 | 7.9862 | 6.7497 | 9.2226 | 0.1384 | 0.675 | 0.9986 | 0.4913 |
59 | 7.4 | 7.9469 | 6.6778 | 9.2161 | 0.1992 | 0.8411 | 0.9873 | 0.4673 |
60 | 8.1 | 7.9072 | 6.616 | 9.1983 | 0.3849 | 0.7793 | 0.6234 | 0.444 |
61 | 8.3 | 7.8698 | 6.5652 | 9.1743 | 0.259 | 0.3647 | 0.4819 | 0.4224 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
34 | 0.021 | -0.0363 | 0 | 0.0842 | 0 | 0 |
35 | 0.0267 | -0.0883 | 0.0623 | 0.4869 | 0.2855 | 0.5344 |
36 | 0.0291 | -0.0456 | 0.0568 | 0.1286 | 0.2332 | 0.4829 |
37 | 0.0308 | -0.0713 | 0.0604 | 0.3144 | 0.2535 | 0.5035 |
38 | 0.0336 | -0.1191 | 0.0721 | 0.8961 | 0.382 | 0.6181 |
39 | 0.0384 | -0.1237 | 0.0807 | 0.9769 | 0.4812 | 0.6937 |
40 | 0.0436 | -0.1243 | 0.087 | 0.9871 | 0.5534 | 0.7439 |
41 | 0.0473 | -0.0903 | 0.0874 | 0.5102 | 0.548 | 0.7403 |
42 | 0.0491 | -0.0725 | 0.0857 | 0.3258 | 0.5233 | 0.7234 |
43 | 0.0503 | -0.0966 | 0.0868 | 0.5761 | 0.5286 | 0.7271 |
44 | 0.0516 | -0.1427 | 0.0919 | 1.2802 | 0.5969 | 0.7726 |
45 | 0.0544 | -0.1976 | 0.1007 | 2.4836 | 0.7542 | 0.8684 |
46 | 0.0579 | -0.2369 | 0.1112 | 3.5857 | 0.972 | 0.9859 |
47 | 0.061 | -0.1801 | 0.1161 | 2.0392 | 1.0482 | 1.0238 |
48 | 0.0629 | -0.0233 | 0.1099 | 0.0336 | 0.9806 | 0.9902 |
49 | 0.064 | 0.005 | 0.1034 | 0.0016 | 0.9194 | 0.9588 |
50 | 0.0648 | -0.0529 | 0.1004 | 0.1757 | 0.8756 | 0.9358 |
51 | 0.0666 | -0.1335 | 0.1022 | 1.131 | 0.8898 | 0.9433 |
52 | 0.0693 | -0.1741 | 0.106 | 1.9347 | 0.9448 | 0.972 |
53 | 0.072 | -0.1309 | 0.1073 | 1.0792 | 0.9515 | 0.9755 |
54 | 0.0739 | -0.0248 | 0.1033 | 0.0383 | 0.908 | 0.9529 |
55 | 0.075 | 0.0173 | 0.0994 | 0.0184 | 0.8676 | 0.9315 |
56 | 0.0757 | 0.0114 | 0.0956 | 0.0081 | 0.8302 | 0.9112 |
57 | 0.077 | -0.0316 | 0.0929 | 0.0632 | 0.7983 | 0.8935 |
58 | 0.079 | -0.0859 | 0.0926 | 0.4708 | 0.7852 | 0.8861 |
59 | 0.0815 | -0.0688 | 0.0917 | 0.2991 | 0.7665 | 0.8755 |
60 | 0.0833 | 0.0244 | 0.0892 | 0.0372 | 0.7395 | 0.8599 |
61 | 0.0846 | 0.0547 | 0.088 | 0.1851 | 0.7197 | 0.8483 |