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 | 8.1 | - | - | - | - | - | - | - |
37 | 7.7 | - | - | - | - | - | - | - |
38 | 7.9 | - | - | - | - | - | - | - |
39 | 7.9 | - | - | - | - | - | - | - |
40 | 8 | - | - | - | - | - | - | - |
41 | 7.9 | - | - | - | - | - | - | - |
42 | 7.6 | - | - | - | - | - | - | - |
43 | 7.1 | - | - | - | - | - | - | - |
44 | 6.8 | - | - | - | - | - | - | - |
45 | 6.5 | - | - | - | - | - | - | - |
46 | 6.9 | - | - | - | - | - | - | - |
47 | 8.2 | - | - | - | - | - | - | - |
48 | 8.7 | - | - | - | - | - | - | - |
49 | 8.3 | 8.3099 | 7.8296 | 8.7902 | 0.4839 | 0.0557 | 0.9936 | 0.0557 |
50 | 7.9 | 7.8491 | 6.8433 | 8.855 | 0.4605 | 0.1898 | 0.4605 | 0.0487 |
51 | 7.5 | 6.9852 | 5.4823 | 8.4881 | 0.251 | 0.1164 | 0.1164 | 0.0127 |
52 | 7.8 | 6.5271 | 4.703 | 8.3513 | 0.0857 | 0.1479 | 0.0568 | 0.0098 |
53 | 8.3 | 6.4334 | 4.4559 | 8.411 | 0.0322 | 0.0878 | 0.073 | 0.0123 |
54 | 8.4 | 6.6097 | 4.5749 | 8.6445 | 0.0423 | 0.0517 | 0.1701 | 0.022 |
55 | 8.2 | 6.7156 | 4.6501 | 8.7812 | 0.0795 | 0.055 | 0.3577 | 0.0299 |
56 | 7.7 | 6.7926 | 4.679 | 8.9062 | 0.2 | 0.0959 | 0.4973 | 0.0385 |
57 | 7.2 | 6.4651 | 4.245 | 8.6852 | 0.2582 | 0.1378 | 0.4877 | 0.0242 |
58 | 7.3 | 6.5094 | 4.1119 | 8.907 | 0.259 | 0.2862 | 0.3748 | 0.0367 |
59 | 8.1 | 7.3718 | 4.7694 | 9.9742 | 0.2917 | 0.5216 | 0.2664 | 0.1586 |
60 | 8.5 | 7.6052 | 4.8286 | 10.3818 | 0.2638 | 0.3634 | 0.2198 | 0.2198 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0295 | -0.0012 | 1e-04 | 1e-04 | 0 | 0.0029 |
50 | 0.0654 | 0.0065 | 5e-04 | 0.0026 | 2e-04 | 0.0147 |
51 | 0.1098 | 0.0737 | 0.0061 | 0.265 | 0.0221 | 0.1486 |
52 | 0.1426 | 0.195 | 0.0163 | 1.6202 | 0.135 | 0.3674 |
53 | 0.1568 | 0.2901 | 0.0242 | 3.484 | 0.2903 | 0.5388 |
54 | 0.1571 | 0.2709 | 0.0226 | 3.2052 | 0.2671 | 0.5168 |
55 | 0.1569 | 0.221 | 0.0184 | 2.2034 | 0.1836 | 0.4285 |
56 | 0.1588 | 0.1336 | 0.0111 | 0.8234 | 0.0686 | 0.262 |
57 | 0.1752 | 0.1137 | 0.0095 | 0.5401 | 0.045 | 0.2122 |
58 | 0.1879 | 0.1214 | 0.0101 | 0.625 | 0.0521 | 0.2282 |
59 | 0.1801 | 0.0988 | 0.0082 | 0.5302 | 0.0442 | 0.2102 |
60 | 0.1863 | 0.1177 | 0.0098 | 0.8007 | 0.0667 | 0.2583 |