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[36]) |
24 | 8.5 | - | - | - | - | - | - | - |
25 | 8.7 | - | - | - | - | - | - | - |
26 | 8.7 | - | - | - | - | - | - | - |
27 | 8.6 | - | - | - | - | - | - | - |
28 | 8.5 | - | - | - | - | - | - | - |
29 | 8.3 | - | - | - | - | - | - | - |
30 | 8 | - | - | - | - | - | - | - |
31 | 8.2 | - | - | - | - | - | - | - |
32 | 8.1 | - | - | - | - | - | - | - |
33 | 8.1 | - | - | - | - | - | - | - |
34 | 8 | - | - | - | - | - | - | - |
35 | 7.9 | - | - | - | - | - | - | - |
36 | 7.9 | - | - | - | - | - | - | - |
37 | 8 | 8.1534 | 7.8631 | 8.4437 | 0.1502 | 0.9564 | 1e-04 | 0.9564 |
38 | 8 | 8.2794 | 7.7328 | 8.826 | 0.1582 | 0.8418 | 0.0658 | 0.9132 |
39 | 7.9 | 8.3601 | 7.6469 | 9.0734 | 0.103 | 0.8388 | 0.2549 | 0.897 |
40 | 8 | 8.4759 | 7.6978 | 9.2539 | 0.1153 | 0.9266 | 0.4758 | 0.9266 |
41 | 7.7 | 8.251 | 7.4637 | 9.0382 | 0.0851 | 0.734 | 0.4514 | 0.8089 |
42 | 7.2 | 7.7345 | 6.9541 | 8.515 | 0.0897 | 0.5345 | 0.2525 | 0.3388 |
43 | 7.5 | 7.526 | 6.7574 | 8.2947 | 0.4735 | 0.7971 | 0.0429 | 0.1702 |
44 | 7.3 | 7.2601 | 6.492 | 8.0282 | 0.4595 | 0.2703 | 0.0161 | 0.0513 |
45 | 7 | 7.3048 | 6.5028 | 8.1068 | 0.2282 | 0.5047 | 0.026 | 0.0729 |
46 | 7 | 7.3875 | 6.5255 | 8.2494 | 0.1891 | 0.8109 | 0.0818 | 0.1219 |
47 | 7 | 7.3915 | 6.4755 | 8.3074 | 0.2011 | 0.7989 | 0.1383 | 0.1383 |
48 | 7.2 | 7.303 | 6.3556 | 8.2504 | 0.4156 | 0.7346 | 0.1084 | 0.1084 |
49 | 7.3 | 7.5359 | 6.4422 | 8.6296 | 0.3362 | 0.7264 | 0.2028 | 0.2571 |
50 | 7.1 | 7.6864 | 6.3801 | 8.9927 | 0.1895 | 0.719 | 0.319 | 0.3743 |
51 | 6.8 | 7.8794 | 6.3854 | 9.3734 | 0.0784 | 0.8467 | 0.4892 | 0.4892 |
52 | 6.4 | 8.2056 | 6.6049 | 9.8062 | 0.0135 | 0.9574 | 0.5994 | 0.6459 |
53 | 6.1 | 8.0049 | 6.3647 | 9.6451 | 0.0114 | 0.9724 | 0.6422 | 0.5499 |
54 | 6.5 | 7.3376 | 5.6931 | 8.9822 | 0.1591 | 0.9299 | 0.5651 | 0.2513 |
55 | 7.7 | 6.7646 | 5.1244 | 8.4049 | 0.1319 | 0.6241 | 0.1898 | 0.0874 |
56 | 7.9 | 6.3344 | 4.6771 | 7.9917 | 0.032 | 0.0532 | 0.1267 | 0.032 |
57 | 7.5 | 6.391 | 4.673 | 8.109 | 0.1029 | 0.0426 | 0.2436 | 0.0426 |
58 | 6.9 | 6.6142 | 4.8031 | 8.4254 | 0.3786 | 0.1689 | 0.3382 | 0.082 |
59 | 6.6 | 6.6961 | 4.7933 | 8.5989 | 0.4606 | 0.4168 | 0.3771 | 0.1075 |
60 | 6.9 | 6.5206 | 4.5506 | 8.4905 | 0.3529 | 0.4685 | 0.2495 | 0.085 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
37 | 0.0182 | -0.0188 | 0 | 0.0235 | 0 | 0 |
38 | 0.0337 | -0.0337 | 0.0263 | 0.0781 | 0.0508 | 0.2254 |
39 | 0.0435 | -0.055 | 0.0359 | 0.2117 | 0.1044 | 0.3232 |
40 | 0.0468 | -0.0561 | 0.0409 | 0.2264 | 0.1349 | 0.3674 |
41 | 0.0487 | -0.0668 | 0.0461 | 0.3036 | 0.1687 | 0.4107 |
42 | 0.0515 | -0.0691 | 0.0499 | 0.2857 | 0.1882 | 0.4338 |
43 | 0.0521 | -0.0035 | 0.0433 | 7e-04 | 0.1614 | 0.4017 |
44 | 0.054 | 0.0055 | 0.0386 | 0.0016 | 0.1414 | 0.3761 |
45 | 0.056 | -0.0417 | 0.0389 | 0.0929 | 0.136 | 0.3688 |
46 | 0.0595 | -0.0525 | 0.0403 | 0.1501 | 0.1374 | 0.3707 |
47 | 0.0632 | -0.053 | 0.0414 | 0.1532 | 0.1389 | 0.3727 |
48 | 0.0662 | -0.0141 | 0.0392 | 0.0106 | 0.1282 | 0.358 |
49 | 0.074 | -0.0313 | 0.0385 | 0.0557 | 0.1226 | 0.3502 |
50 | 0.0867 | -0.0763 | 0.0412 | 0.3439 | 0.1384 | 0.372 |
51 | 0.0967 | -0.137 | 0.0476 | 1.1651 | 0.2069 | 0.4548 |
52 | 0.0995 | -0.22 | 0.0584 | 3.2601 | 0.3977 | 0.6306 |
53 | 0.1045 | -0.238 | 0.069 | 3.6286 | 0.5877 | 0.7666 |
54 | 0.1143 | -0.1142 | 0.0715 | 0.7016 | 0.5941 | 0.7708 |
55 | 0.1237 | 0.1383 | 0.075 | 0.8749 | 0.6088 | 0.7803 |
56 | 0.1335 | 0.2472 | 0.0836 | 2.4511 | 0.701 | 0.8372 |
57 | 0.1372 | 0.1735 | 0.0879 | 1.2299 | 0.7261 | 0.8521 |
58 | 0.1397 | 0.0432 | 0.0859 | 0.0817 | 0.6969 | 0.8348 |
59 | 0.145 | -0.0143 | 0.0827 | 0.0092 | 0.667 | 0.8167 |
60 | 0.1541 | 0.0582 | 0.0817 | 0.144 | 0.6452 | 0.8032 |