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[62]) |
50 | 8.3 | - | - | - | - | - | - | - |
51 | 8 | - | - | - | - | - | - | - |
52 | 8.2 | - | - | - | - | - | - | - |
53 | 8.1 | - | - | - | - | - | - | - |
54 | 8.1 | - | - | - | - | - | - | - |
55 | 8 | - | - | - | - | - | - | - |
56 | 7.9 | - | - | - | - | - | - | - |
57 | 7.9 | - | - | - | - | - | - | - |
58 | 8 | - | - | - | - | - | - | - |
59 | 8 | - | - | - | - | - | - | - |
60 | 7.9 | - | - | - | - | - | - | - |
61 | 8 | - | - | - | - | - | - | - |
62 | 7.7 | - | - | - | - | - | - | - |
63 | 7.2 | 7.3582 | 7.0815 | 7.6349 | 0.1312 | 0.0077 | 0 | 0.0077 |
64 | 7.5 | 7.5195 | 7.0388 | 8.0002 | 0.4683 | 0.9037 | 0.0028 | 0.2309 |
65 | 7.3 | 7.3084 | 6.6979 | 7.9188 | 0.4893 | 0.2692 | 0.0055 | 0.1043 |
66 | 7 | 7.2008 | 6.5561 | 7.8454 | 0.2708 | 0.3815 | 0.0031 | 0.0645 |
67 | 7 | 7.0653 | 6.4206 | 7.7099 | 0.4214 | 0.5786 | 0.0022 | 0.0268 |
68 | 7 | 7.0184 | 6.3736 | 7.6632 | 0.4777 | 0.5223 | 0.0037 | 0.0191 |
69 | 7.2 | 7.1938 | 6.5505 | 7.8371 | 0.4925 | 0.7226 | 0.0157 | 0.0615 |
70 | 7.3 | 7.2863 | 6.6333 | 7.9394 | 0.4837 | 0.6022 | 0.0161 | 0.1072 |
71 | 7.1 | 7.1216 | 6.4204 | 7.8227 | 0.476 | 0.309 | 0.007 | 0.0529 |
72 | 6.8 | 6.7179 | 5.9457 | 7.4901 | 0.4175 | 0.1661 | 0.0013 | 0.0063 |
73 | 6.4 | 6.4251 | 5.5977 | 7.2524 | 0.4763 | 0.1872 | 1e-04 | 0.0013 |
74 | 6.1 | 6.1064 | 5.2551 | 6.9577 | 0.4941 | 0.2495 | 1e-04 | 1e-04 |
75 | 6.5 | 5.9257 | 5.01 | 6.8413 | 0.1095 | 0.3545 | 0.0032 | 1e-04 |
76 | 7.7 | 6.537 | 5.5413 | 7.5326 | 0.011 | 0.529 | 0.029 | 0.011 |
77 | 7.9 | 6.5438 | 5.4682 | 7.6195 | 0.0067 | 0.0176 | 0.0841 | 0.0176 |
78 | 7.5 | 6.403 | 5.2739 | 7.5321 | 0.0284 | 0.0047 | 0.15 | 0.0122 |
79 | 6.9 | 6.0429 | 4.8803 | 7.2055 | 0.0742 | 0.007 | 0.0533 | 0.0026 |
80 | 6.6 | 5.7792 | 4.5945 | 6.9639 | 0.0872 | 0.0318 | 0.0217 | 7e-04 |
81 | 6.9 | 5.8487 | 4.6391 | 7.0583 | 0.0442 | 0.1117 | 0.0143 | 0.0014 |
82 | 7.7 | 5.9454 | 4.6992 | 7.1916 | 0.0029 | 0.0666 | 0.0166 | 0.0029 |
83 | 8 | 5.8284 | 4.5291 | 7.1278 | 5e-04 | 0.0024 | 0.0276 | 0.0024 |
84 | 8 | 5.5003 | 4.1386 | 6.8619 | 2e-04 | 2e-04 | 0.0307 | 8e-04 |
85 | 7.7 | 5.1302 | 3.7091 | 6.5513 | 2e-04 | 0 | 0.0399 | 2e-04 |
86 | 7.3 | 4.8157 | 3.3463 | 6.2851 | 5e-04 | 1e-04 | 0.0433 | 1e-04 |
87 | 7.4 | 4.5415 | 3.0123 | 6.0707 | 1e-04 | 2e-04 | 0.006 | 0 |
88 | 8.1 | 5.0481 | 3.4565 | 6.6396 | 1e-04 | 0.0019 | 5e-04 | 5e-04 |
89 | 8.3 | 5.0156 | 3.3624 | 6.6687 | 0 | 1e-04 | 3e-04 | 7e-04 |
90 | 8.2 | 4.8902 | 3.1826 | 6.5978 | 1e-04 | 0 | 0.0014 | 6e-04 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
63 | 0.0192 | -0.0215 | 0 | 0.025 | 0 | 0 |
64 | 0.0326 | -0.0026 | 0.012 | 4e-04 | 0.0127 | 0.1127 |
65 | 0.0426 | -0.0011 | 0.0084 | 1e-04 | 0.0085 | 0.0922 |
66 | 0.0457 | -0.0279 | 0.0133 | 0.0403 | 0.0164 | 0.1283 |
67 | 0.0466 | -0.0092 | 0.0125 | 0.0043 | 0.014 | 0.1184 |
68 | 0.0469 | -0.0026 | 0.0108 | 3e-04 | 0.0117 | 0.1083 |
69 | 0.0456 | 9e-04 | 0.0094 | 0 | 0.0101 | 0.1003 |
70 | 0.0457 | 0.0019 | 0.0085 | 2e-04 | 0.0088 | 0.094 |
71 | 0.0502 | -0.003 | 0.0079 | 5e-04 | 0.0079 | 0.0889 |
72 | 0.0586 | 0.0122 | 0.0083 | 0.0067 | 0.0078 | 0.0882 |
73 | 0.0657 | -0.0039 | 0.0079 | 6e-04 | 0.0071 | 0.0845 |
74 | 0.0711 | -0.001 | 0.0073 | 0 | 0.0065 | 0.0809 |
75 | 0.0788 | 0.0969 | 0.0142 | 0.3299 | 0.0314 | 0.1772 |
76 | 0.0777 | 0.1779 | 0.0259 | 1.3527 | 0.1258 | 0.3547 |
77 | 0.0839 | 0.2072 | 0.038 | 1.8391 | 0.24 | 0.4899 |
78 | 0.09 | 0.1713 | 0.0463 | 1.2034 | 0.3002 | 0.5479 |
79 | 0.0982 | 0.1418 | 0.052 | 0.7346 | 0.3258 | 0.5708 |
80 | 0.1046 | 0.142 | 0.057 | 0.6737 | 0.3451 | 0.5875 |
81 | 0.1055 | 0.1797 | 0.0634 | 1.1052 | 0.3851 | 0.6206 |
82 | 0.1069 | 0.2951 | 0.075 | 3.0787 | 0.5198 | 0.721 |
83 | 0.1137 | 0.3726 | 0.0892 | 4.7156 | 0.7196 | 0.8483 |
84 | 0.1263 | 0.4545 | 0.1058 | 6.2487 | 0.9709 | 0.9853 |
85 | 0.1413 | 0.5009 | 0.123 | 6.6039 | 1.2158 | 1.1026 |
86 | 0.1557 | 0.5159 | 0.1393 | 6.1718 | 1.4223 | 1.1926 |
87 | 0.1718 | 0.6294 | 0.1589 | 8.171 | 1.6923 | 1.3009 |
88 | 0.1609 | 0.6046 | 0.1761 | 9.3143 | 1.9854 | 1.4091 |
89 | 0.1682 | 0.6549 | 0.1938 | 10.7875 | 2.3114 | 1.5203 |
90 | 0.1782 | 0.6768 | 0.2111 | 10.955 | 2.6201 | 1.6187 |