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[45]) |
33 | 8.2 | - | - | - | - | - | - | - |
34 | 8.2 | - | - | - | - | - | - | - |
35 | 8.2 | - | - | - | - | - | - | - |
36 | 7.9 | - | - | - | - | - | - | - |
37 | 7.3 | - | - | - | - | - | - | - |
38 | 6.9 | - | - | - | - | - | - | - |
39 | 6.6 | - | - | - | - | - | - | - |
40 | 6.7 | - | - | - | - | - | - | - |
41 | 6.9 | - | - | - | - | - | - | - |
42 | 7 | - | - | - | - | - | - | - |
43 | 7.1 | - | - | - | - | - | - | - |
44 | 7.2 | - | - | - | - | - | - | - |
45 | 7.1 | - | - | - | - | - | - | - |
46 | 6.9 | 7.1717 | 6.7773 | 7.5662 | 0.0885 | 0.6393 | 0 | 0.6393 |
47 | 7 | 7.166 | 6.5314 | 7.8006 | 0.3041 | 0.7943 | 7e-04 | 0.5808 |
48 | 6.8 | 7.2994 | 6.4098 | 8.1889 | 0.1356 | 0.7452 | 0.0929 | 0.6698 |
49 | 6.4 | 7.4436 | 6.4658 | 8.4213 | 0.0182 | 0.9015 | 0.6132 | 0.7545 |
50 | 6.7 | 7.5102 | 6.5237 | 8.4967 | 0.0537 | 0.9863 | 0.8873 | 0.7925 |
51 | 6.6 | 7.5134 | 6.5276 | 8.4991 | 0.0347 | 0.9471 | 0.9653 | 0.7944 |
52 | 6.4 | 7.4989 | 6.5139 | 8.4838 | 0.0144 | 0.9632 | 0.9441 | 0.7863 |
53 | 6.3 | 7.4919 | 6.5071 | 8.4767 | 0.0088 | 0.9851 | 0.8806 | 0.7823 |
54 | 6.2 | 7.4935 | 6.5082 | 8.4789 | 0.005 | 0.9912 | 0.8369 | 0.7831 |
55 | 6.5 | 7.4971 | 6.5113 | 8.4828 | 0.0237 | 0.995 | 0.7851 | 0.7851 |
56 | 6.8 | 7.4987 | 6.5129 | 8.4845 | 0.0824 | 0.9765 | 0.7237 | 0.786 |
57 | 6.8 | 7.4985 | 6.5128 | 8.4843 | 0.0824 | 0.9176 | 0.7859 | 0.7859 |
58 | 6.4 | 7.498 | 6.5123 | 8.4836 | 0.0145 | 0.9174 | 0.8828 | 0.7856 |
59 | 6.1 | 7.4977 | 6.512 | 8.4834 | 0.0027 | 0.9855 | 0.8388 | 0.7855 |
60 | 5.8 | 7.4977 | 6.512 | 8.4834 | 4e-04 | 0.9973 | 0.9173 | 0.7855 |
61 | 6.1 | 7.4979 | 6.5121 | 8.4836 | 0.0027 | 0.9996 | 0.9855 | 0.7856 |
62 | 7.2 | 7.4979 | 6.5122 | 8.4836 | 0.2768 | 0.9973 | 0.9437 | 0.7856 |
63 | 7.3 | 7.4979 | 6.5122 | 8.4836 | 0.347 | 0.7232 | 0.9629 | 0.7856 |
64 | 6.9 | 7.4979 | 6.5122 | 8.4836 | 0.1173 | 0.653 | 0.9855 | 0.7856 |
65 | 6.1 | 7.4979 | 6.5122 | 8.4836 | 0.0027 | 0.8827 | 0.9914 | 0.7856 |
66 | 5.8 | 7.4979 | 6.5122 | 8.4836 | 4e-04 | 0.9973 | 0.9951 | 0.7856 |
67 | 6.2 | 7.4979 | 6.5122 | 8.4836 | 0.0049 | 0.9996 | 0.9764 | 0.7856 |
68 | 7.1 | 7.4979 | 6.5122 | 8.4836 | 0.2144 | 0.9951 | 0.9174 | 0.7856 |
69 | 7.7 | 7.4979 | 6.5122 | 8.4836 | 0.3439 | 0.7856 | 0.9174 | 0.7856 |
70 | 7.9 | 7.4979 | 6.5122 | 8.4836 | 0.212 | 0.3439 | 0.9855 | 0.7856 |
71 | 7.7 | 7.4979 | 6.5122 | 8.4836 | 0.3439 | 0.212 | 0.9973 | 0.7856 |
72 | 7.4 | 7.4979 | 6.5122 | 8.4836 | 0.4229 | 0.3439 | 0.9996 | 0.7856 |
73 | 7.5 | 7.4979 | 6.5122 | 8.4836 | 0.4983 | 0.5771 | 0.9973 | 0.7856 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
46 | 0.0281 | -0.0379 | 0 | 0.0738 | 0 | 0 |
47 | 0.0452 | -0.0232 | 0.0305 | 0.0276 | 0.0507 | 0.2252 |
48 | 0.0622 | -0.0684 | 0.0432 | 0.2494 | 0.1169 | 0.3419 |
49 | 0.067 | -0.1402 | 0.0674 | 1.089 | 0.3599 | 0.6 |
50 | 0.067 | -0.1079 | 0.0755 | 0.6564 | 0.4192 | 0.6475 |
51 | 0.0669 | -0.1216 | 0.0832 | 0.8342 | 0.4884 | 0.6989 |
52 | 0.067 | -0.1465 | 0.0922 | 1.2075 | 0.5911 | 0.7689 |
53 | 0.0671 | -0.1591 | 0.1006 | 1.4206 | 0.6948 | 0.8336 |
54 | 0.0671 | -0.1726 | 0.1086 | 1.6732 | 0.8035 | 0.8964 |
55 | 0.0671 | -0.133 | 0.111 | 0.9941 | 0.8226 | 0.907 |
56 | 0.0671 | -0.0932 | 0.1094 | 0.4882 | 0.7922 | 0.89 |
57 | 0.0671 | -0.0932 | 0.1081 | 0.488 | 0.7668 | 0.8757 |
58 | 0.0671 | -0.1464 | 0.111 | 1.2055 | 0.8006 | 0.8947 |
59 | 0.0671 | -0.1864 | 0.1164 | 1.9536 | 0.8829 | 0.9396 |
60 | 0.0671 | -0.2264 | 0.1237 | 2.8823 | 1.0162 | 1.0081 |
61 | 0.0671 | -0.1864 | 0.1276 | 1.954 | 1.0748 | 1.0367 |
62 | 0.0671 | -0.0397 | 0.1225 | 0.0887 | 1.0168 | 1.0084 |
63 | 0.0671 | -0.0264 | 0.1171 | 0.0392 | 0.9625 | 0.9811 |
64 | 0.0671 | -0.0797 | 0.1152 | 0.3575 | 0.9307 | 0.9647 |
65 | 0.0671 | -0.1864 | 0.1187 | 1.954 | 0.9818 | 0.9909 |
66 | 0.0671 | -0.2264 | 0.1239 | 2.8827 | 1.0724 | 1.0355 |
67 | 0.0671 | -0.1731 | 0.1261 | 1.6845 | 1.1002 | 1.0489 |
68 | 0.0671 | -0.0531 | 0.1229 | 0.1583 | 1.0592 | 1.0292 |
69 | 0.0671 | 0.027 | 0.1189 | 0.0409 | 1.0168 | 1.0084 |
70 | 0.0671 | 0.0536 | 0.1163 | 0.1617 | 0.9826 | 0.9913 |
71 | 0.0671 | 0.027 | 0.1129 | 0.0409 | 0.9464 | 0.9728 |
72 | 0.0671 | -0.0131 | 0.1092 | 0.0096 | 0.9117 | 0.9548 |
73 | 0.0671 | 3e-04 | 0.1053 | 0 | 0.8791 | 0.9376 |