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 | 7.9 | - | - | - | - | - | - | - |
37 | 8 | - | - | - | - | - | - | - |
38 | 8 | - | - | - | - | - | - | - |
39 | 7.9 | - | - | - | - | - | - | - |
40 | 8 | - | - | - | - | - | - | - |
41 | 7.7 | - | - | - | - | - | - | - |
42 | 7.2 | - | - | - | - | - | - | - |
43 | 7.5 | - | - | - | - | - | - | - |
44 | 7.3 | - | - | - | - | - | - | - |
45 | 7 | - | - | - | - | - | - | - |
46 | 7 | - | - | - | - | - | - | - |
47 | 7 | - | - | - | - | - | - | - |
48 | 7.2 | - | - | - | - | - | - | - |
49 | 7.3 | 7.3906 | 7.0589 | 7.7224 | 0.2961 | 0.87 | 2e-04 | 0.87 |
50 | 7.1 | 7.357 | 6.7502 | 7.9638 | 0.2033 | 0.573 | 0.0189 | 0.6939 |
51 | 6.8 | 7.1418 | 6.3727 | 7.9109 | 0.1919 | 0.5424 | 0.0267 | 0.441 |
52 | 6.4 | 7.1674 | 6.3407 | 7.9942 | 0.0344 | 0.8081 | 0.0242 | 0.4692 |
53 | 6.1 | 6.8046 | 5.9673 | 7.6418 | 0.0495 | 0.8282 | 0.018 | 0.1773 |
54 | 6.5 | 6.2976 | 5.4584 | 7.1367 | 0.3182 | 0.6778 | 0.0175 | 0.0175 |
55 | 7.7 | 6.6717 | 5.8275 | 7.5158 | 0.0085 | 0.6549 | 0.0272 | 0.11 |
56 | 7.9 | 6.5074 | 5.6425 | 7.3723 | 8e-04 | 0.0034 | 0.0362 | 0.0583 |
57 | 7.5 | 6.1749 | 5.2675 | 7.0824 | 0.0021 | 1e-04 | 0.0374 | 0.0134 |
58 | 6.9 | 6.1731 | 5.2157 | 7.1306 | 0.0684 | 0.0033 | 0.0453 | 0.0178 |
59 | 6.6 | 6.1541 | 5.1571 | 7.1511 | 0.1904 | 0.0713 | 0.0482 | 0.0199 |
60 | 6.9 | 6.3586 | 5.3368 | 7.3805 | 0.1496 | 0.3217 | 0.0533 | 0.0533 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0229 | -0.0123 | 0 | 0.0082 | 0 | 0 |
50 | 0.0421 | -0.0349 | 0.0236 | 0.066 | 0.0371 | 0.1927 |
51 | 0.0549 | -0.0479 | 0.0317 | 0.1168 | 0.0637 | 0.2524 |
52 | 0.0589 | -0.1071 | 0.0505 | 0.5889 | 0.195 | 0.4416 |
53 | 0.0628 | -0.1035 | 0.0611 | 0.4964 | 0.2553 | 0.5053 |
54 | 0.068 | 0.0321 | 0.0563 | 0.041 | 0.2196 | 0.4686 |
55 | 0.0646 | 0.1541 | 0.0703 | 1.0575 | 0.3393 | 0.5825 |
56 | 0.0678 | 0.214 | 0.0882 | 1.9393 | 0.5393 | 0.7344 |
57 | 0.075 | 0.2146 | 0.1023 | 1.7558 | 0.6744 | 0.8212 |
58 | 0.0791 | 0.1177 | 0.1038 | 0.5283 | 0.6598 | 0.8123 |
59 | 0.0827 | 0.0725 | 0.101 | 0.1988 | 0.6179 | 0.7861 |
60 | 0.082 | 0.0851 | 0.0997 | 0.2931 | 0.5909 | 0.7687 |