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[40]) |
28 | 8.2 | - | - | - | - | - | - | - |
29 | 7.9 | - | - | - | - | - | - | - |
30 | 7.3 | - | - | - | - | - | - | - |
31 | 6.9 | - | - | - | - | - | - | - |
32 | 6.6 | - | - | - | - | - | - | - |
33 | 6.7 | - | - | - | - | - | - | - |
34 | 6.9 | - | - | - | - | - | - | - |
35 | 7 | - | - | - | - | - | - | - |
36 | 7.1 | - | - | - | - | - | - | - |
37 | 7.2 | - | - | - | - | - | - | - |
38 | 7.1 | - | - | - | - | - | - | - |
39 | 6.9 | - | - | - | - | - | - | - |
40 | 7 | - | - | - | - | - | - | - |
41 | 6.8 | 7.0628 | 6.6165 | 7.509 | 0.1242 | 0.6086 | 1e-04 | 0.6086 |
42 | 6.4 | 7.2328 | 6.427 | 8.0385 | 0.0214 | 0.8538 | 0.4351 | 0.7144 |
43 | 6.7 | 7.2364 | 6.0548 | 8.4181 | 0.1868 | 0.9173 | 0.7116 | 0.6525 |
44 | 6.6 | 7.1717 | 5.775 | 8.5684 | 0.2112 | 0.746 | 0.7888 | 0.5952 |
45 | 6.4 | 7.0548 | 5.5389 | 8.5706 | 0.1986 | 0.7217 | 0.6768 | 0.5282 |
46 | 6.3 | 6.9943 | 5.4069 | 8.5817 | 0.1956 | 0.7685 | 0.5464 | 0.4972 |
47 | 6.2 | 6.9931 | 5.3267 | 8.6595 | 0.1755 | 0.7925 | 0.4968 | 0.4968 |
48 | 6.5 | 7.0314 | 5.2543 | 8.8084 | 0.2789 | 0.8204 | 0.4698 | 0.5138 |
49 | 6.8 | 7.055 | 5.1369 | 8.973 | 0.3972 | 0.7147 | 0.4411 | 0.5224 |
50 | 6.8 | 7.0425 | 4.9829 | 9.102 | 0.4088 | 0.5912 | 0.4782 | 0.5161 |
51 | 6.4 | 7.0001 | 4.8199 | 9.1804 | 0.2948 | 0.5714 | 0.5359 | 0.5 |
52 | 6.1 | 6.956 | 4.6765 | 9.2355 | 0.2309 | 0.6837 | 0.4849 | 0.4849 |
53 | 5.8 | 6.9301 | 4.56 | 9.3003 | 0.175 | 0.7538 | 0.5429 | 0.477 |
54 | 6.1 | 6.9247 | 4.4599 | 9.3895 | 0.256 | 0.8144 | 0.6617 | 0.4761 |
55 | 7.2 | 6.9262 | 4.3573 | 9.495 | 0.4173 | 0.7358 | 0.5685 | 0.4775 |
56 | 7.3 | 6.9204 | 4.2418 | 9.5989 | 0.3906 | 0.4189 | 0.5927 | 0.4768 |
57 | 6.9 | 6.902 | 4.1155 | 9.6885 | 0.4994 | 0.3898 | 0.638 | 0.4725 |
58 | 6.1 | 6.8764 | 3.9884 | 9.7644 | 0.2991 | 0.4936 | 0.6522 | 0.4666 |
59 | 5.8 | 6.8524 | 3.8684 | 9.8364 | 0.2447 | 0.6894 | 0.6659 | 0.4614 |
60 | 6.2 | 6.8353 | 3.7571 | 9.9136 | 0.3429 | 0.7451 | 0.5845 | 0.4582 |
61 | 7.1 | 6.8239 | 3.6498 | 9.9981 | 0.4323 | 0.65 | 0.5059 | 0.4567 |
62 | 7.7 | 6.8134 | 3.5409 | 10.0858 | 0.2977 | 0.4319 | 0.5032 | 0.4555 |
63 | 7.9 | 6.7996 | 3.428 | 10.1712 | 0.2612 | 0.3003 | 0.5918 | 0.4536 |
64 | 7.7 | 6.7819 | 3.3124 | 10.2514 | 0.302 | 0.2638 | 0.65 | 0.451 |
65 | 7.4 | 6.7627 | 3.1973 | 10.328 | 0.363 | 0.3032 | 0.7017 | 0.4481 |
66 | 7.5 | 6.7446 | 3.0851 | 10.4041 | 0.3429 | 0.3628 | 0.635 | 0.4456 |
67 | 8 | 6.7289 | 2.9755 | 10.4823 | 0.2534 | 0.3436 | 0.4028 | 0.4437 |
68 | 8.1 | 6.7147 | 2.867 | 10.5624 | 0.2402 | 0.2563 | 0.3828 | 0.4422 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
41 | 0.0322 | -0.0372 | 0 | 0.069 | 0 | 0 |
42 | 0.0568 | -0.1151 | 0.0762 | 0.6935 | 0.3813 | 0.6175 |
43 | 0.0833 | -0.0741 | 0.0755 | 0.2878 | 0.3501 | 0.5917 |
44 | 0.0994 | -0.0797 | 0.0765 | 0.3268 | 0.3443 | 0.5868 |
45 | 0.1096 | -0.0928 | 0.0798 | 0.4287 | 0.3612 | 0.601 |
46 | 0.1158 | -0.0993 | 0.083 | 0.4821 | 0.3813 | 0.6175 |
47 | 0.1216 | -0.1134 | 0.0874 | 0.629 | 0.4167 | 0.6455 |
48 | 0.1289 | -0.0756 | 0.0859 | 0.2823 | 0.3999 | 0.6324 |
49 | 0.1387 | -0.0361 | 0.0804 | 0.065 | 0.3627 | 0.6022 |
50 | 0.1492 | -0.0344 | 0.0758 | 0.0588 | 0.3323 | 0.5765 |
51 | 0.1589 | -0.0857 | 0.0767 | 0.3602 | 0.3348 | 0.5787 |
52 | 0.1672 | -0.1231 | 0.0806 | 0.7328 | 0.368 | 0.6066 |
53 | 0.1745 | -0.1631 | 0.0869 | 1.2772 | 0.4379 | 0.6618 |
54 | 0.1816 | -0.1191 | 0.0892 | 0.6801 | 0.4552 | 0.6747 |
55 | 0.1892 | 0.0395 | 0.0859 | 0.075 | 0.4299 | 0.6557 |
56 | 0.1975 | 0.0549 | 0.0839 | 0.1441 | 0.412 | 0.6419 |
57 | 0.206 | -3e-04 | 0.079 | 0 | 0.3878 | 0.6227 |
58 | 0.2143 | -0.1129 | 0.0809 | 0.6028 | 0.3997 | 0.6322 |
59 | 0.2222 | -0.1536 | 0.0847 | 1.1076 | 0.437 | 0.661 |
60 | 0.2298 | -0.0929 | 0.0851 | 0.4036 | 0.4353 | 0.6598 |
61 | 0.2373 | 0.0405 | 0.083 | 0.0762 | 0.4182 | 0.6467 |
62 | 0.245 | 0.1301 | 0.0852 | 0.7861 | 0.4349 | 0.6595 |
63 | 0.253 | 0.1618 | 0.0885 | 1.2109 | 0.4687 | 0.6846 |
64 | 0.261 | 0.1354 | 0.0904 | 0.8429 | 0.4843 | 0.6959 |
65 | 0.269 | 0.0942 | 0.0906 | 0.4062 | 0.4811 | 0.6936 |
66 | 0.2768 | 0.112 | 0.0914 | 0.5706 | 0.4846 | 0.6961 |
67 | 0.2846 | 0.1889 | 0.095 | 1.6157 | 0.5265 | 0.7256 |
68 | 0.2924 | 0.2063 | 0.099 | 1.9191 | 0.5762 | 0.7591 |