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[32]) |
20 | 5.81 | - | - | - | - | - | - | - |
21 | 6.11 | - | - | - | - | - | - | - |
22 | 5.31 | - | - | - | - | - | - | - |
23 | 5.21 | - | - | - | - | - | - | - |
24 | 4.81 | - | - | - | - | - | - | - |
25 | 4.61 | - | - | - | - | - | - | - |
26 | 3.91 | - | - | - | - | - | - | - |
27 | 3.11 | - | - | - | - | - | - | - |
28 | 2.91 | - | - | - | - | - | - | - |
29 | 3.01 | - | - | - | - | - | - | - |
30 | 3.01 | - | - | - | - | - | - | - |
31 | 3.01 | - | - | - | - | - | - | - |
32 | 3.51 | - | - | - | - | - | - | - |
33 | 3.51 | 3.7798 | 2.7484 | 4.8113 | 0.3041 | 0.6959 | 0 | 0.6959 |
34 | 3.51 | 3.8581 | 2.3498 | 5.3664 | 0.3255 | 0.6745 | 0.0296 | 0.6745 |
35 | 3.41 | 3.8496 | 1.7182 | 5.981 | 0.343 | 0.6226 | 0.1055 | 0.6226 |
36 | 3.81 | 3.8274 | 0.8823 | 6.7725 | 0.4954 | 0.6094 | 0.2566 | 0.5836 |
37 | 3.71 | 3.8195 | 0.086 | 7.553 | 0.4771 | 0.502 | 0.3391 | 0.5645 |
38 | 3.41 | 3.8231 | -0.5593 | 8.2056 | 0.4267 | 0.5202 | 0.4845 | 0.5557 |
39 | 3.61 | 3.8282 | -1.0803 | 8.7367 | 0.4653 | 0.5663 | 0.6129 | 0.5506 |
40 | 4.01 | 3.8301 | -1.533 | 9.1933 | 0.4738 | 0.5321 | 0.6317 | 0.5466 |
41 | 4.11 | 3.8296 | -1.9523 | 9.6115 | 0.4621 | 0.4756 | 0.6094 | 0.5431 |
42 | 4.21 | 3.8286 | -2.3497 | 10.0068 | 0.4518 | 0.4644 | 0.6024 | 0.5402 |
43 | 4.51 | 3.8281 | -2.7259 | 10.3822 | 0.4192 | 0.4545 | 0.5966 | 0.5379 |
44 | 4.31 | 3.8282 | -3.0815 | 10.738 | 0.4457 | 0.4233 | 0.536 | 0.536 |
45 | 3.91 | 3.8284 | -3.4185 | 11.0754 | 0.4912 | 0.4482 | 0.5343 | 0.5343 |
46 | 4.51 | 3.8285 | -3.74 | 11.3971 | 0.43 | 0.4916 | 0.5329 | 0.5329 |
47 | 4.51 | 3.8285 | -4.0484 | 11.7055 | 0.4327 | 0.4327 | 0.5415 | 0.5316 |
48 | 4.51 | 3.8285 | -4.3454 | 12.0024 | 0.4351 | 0.4351 | 0.5018 | 0.5304 |
49 | 4.01 | 3.8285 | -4.6321 | 12.289 | 0.4832 | 0.4373 | 0.5109 | 0.5294 |
50 | 3.91 | 3.8285 | -4.9094 | 12.5663 | 0.4927 | 0.4838 | 0.5374 | 0.5285 |
51 | 4.71 | 3.8285 | -5.1781 | 12.835 | 0.4239 | 0.4929 | 0.519 | 0.5276 |
52 | 4.61 | 3.8285 | -5.439 | 13.0959 | 0.4344 | 0.4261 | 0.4847 | 0.5269 |
53 | 4.41 | 3.8285 | -5.6927 | 13.3497 | 0.4524 | 0.4361 | 0.4769 | 0.5261 |
54 | 4.41 | 3.8285 | -5.9399 | 13.5968 | 0.4536 | 0.4536 | 0.4695 | 0.5255 |
55 | 4.01 | 3.8285 | -6.181 | 13.8379 | 0.4858 | 0.4547 | 0.4469 | 0.5249 |
56 | 4.11 | 3.8285 | -6.4164 | 14.0733 | 0.4785 | 0.4861 | 0.4633 | 0.5243 |
57 | 4.51 | 3.8285 | -6.6465 | 14.3034 | 0.4493 | 0.479 | 0.4939 | 0.5238 |
58 | 4.01 | 3.8285 | -6.8716 | 14.5286 | 0.4867 | 0.4503 | 0.4503 | 0.5233 |
59 | 3.71 | 3.8285 | -7.0921 | 14.7491 | 0.4915 | 0.487 | 0.4513 | 0.5228 |
60 | 3.61 | 3.8285 | -7.3083 | 14.9652 | 0.4847 | 0.5083 | 0.4523 | 0.5223 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.1392 | -0.0714 | 0 | 0.0728 | 0 | 0 |
34 | 0.1995 | -0.0902 | 0.0808 | 0.1212 | 0.097 | 0.3114 |
35 | 0.2825 | -0.1142 | 0.0919 | 0.1932 | 0.1291 | 0.3593 |
36 | 0.3926 | -0.0045 | 0.0701 | 3e-04 | 0.0969 | 0.3113 |
37 | 0.4987 | -0.0287 | 0.0618 | 0.012 | 0.0799 | 0.2827 |
38 | 0.5848 | -0.1081 | 0.0695 | 0.1707 | 0.095 | 0.3083 |
39 | 0.6542 | -0.057 | 0.0677 | 0.0476 | 0.0883 | 0.2971 |
40 | 0.7144 | 0.047 | 0.0651 | 0.0323 | 0.0813 | 0.2851 |
41 | 0.7703 | 0.0732 | 0.066 | 0.0786 | 0.081 | 0.2846 |
42 | 0.8233 | 0.0996 | 0.0694 | 0.1455 | 0.0874 | 0.2957 |
43 | 0.8735 | 0.1781 | 0.0793 | 0.4649 | 0.1218 | 0.3489 |
44 | 0.9209 | 0.1258 | 0.0832 | 0.2321 | 0.1309 | 0.3619 |
45 | 0.9658 | 0.0213 | 0.0784 | 0.0067 | 0.1214 | 0.3484 |
46 | 1.0086 | 0.178 | 0.0855 | 0.4644 | 0.1459 | 0.3819 |
47 | 1.0497 | 0.178 | 0.0917 | 0.4644 | 0.1671 | 0.4088 |
48 | 1.0893 | 0.178 | 0.0971 | 0.4645 | 0.1857 | 0.4309 |
49 | 1.1275 | 0.0474 | 0.0942 | 0.033 | 0.1767 | 0.4204 |
50 | 1.1645 | 0.0213 | 0.0901 | 0.0066 | 0.1673 | 0.409 |
51 | 1.2003 | 0.2303 | 0.0975 | 0.7771 | 0.1994 | 0.4465 |
52 | 1.235 | 0.2041 | 0.1028 | 0.6108 | 0.2199 | 0.469 |
53 | 1.2688 | 0.1519 | 0.1052 | 0.3382 | 0.2256 | 0.4749 |
54 | 1.3018 | 0.1519 | 0.1073 | 0.3382 | 0.2307 | 0.4803 |
55 | 1.3339 | 0.0474 | 0.1047 | 0.033 | 0.2221 | 0.4713 |
56 | 1.3653 | 0.0735 | 0.1034 | 0.0793 | 0.2161 | 0.4649 |
57 | 1.3959 | 0.178 | 0.1064 | 0.4645 | 0.2261 | 0.4755 |
58 | 1.426 | 0.0474 | 0.1041 | 0.033 | 0.2186 | 0.4676 |
59 | 1.4553 | -0.0309 | 0.1014 | 0.014 | 0.2111 | 0.4594 |
60 | 1.4841 | -0.0571 | 0.0998 | 0.0477 | 0.2052 | 0.453 |