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 | 31.4 | - | - | - | - | - | - | - |
21 | 20.2 | - | - | - | - | - | - | - |
22 | 19.7 | - | - | - | - | - | - | - |
23 | 10.8 | - | - | - | - | - | - | - |
24 | 13.2 | - | - | - | - | - | - | - |
25 | 15.1 | - | - | - | - | - | - | - |
26 | 15.6 | - | - | - | - | - | - | - |
27 | 15.5 | - | - | - | - | - | - | - |
28 | 12.7 | - | - | - | - | - | - | - |
29 | 10.9 | - | - | - | - | - | - | - |
30 | 10 | - | - | - | - | - | - | - |
31 | 9.1 | - | - | - | - | - | - | - |
32 | 10.3 | - | - | - | - | - | - | - |
33 | 16.9 | 11.2923 | 4.037 | 18.5476 | 0.0649 | 0.6057 | 0.0081 | 0.6057 |
34 | 22 | 12.9031 | 2.1646 | 23.6415 | 0.0484 | 0.2328 | 0.1074 | 0.6826 |
35 | 27.6 | 13.2738 | -1.6365 | 28.1842 | 0.0298 | 0.1257 | 0.6275 | 0.6521 |
36 | 28.9 | 13.0824 | -2.8487 | 29.0135 | 0.0258 | 0.037 | 0.4942 | 0.6339 |
37 | 31 | 12.2411 | -4.0098 | 28.492 | 0.0118 | 0.0223 | 0.3651 | 0.5926 |
38 | 32.9 | 11.6495 | -4.6115 | 27.9105 | 0.0052 | 0.0098 | 0.317 | 0.5646 |
39 | 38.1 | 11.4029 | -4.9213 | 27.7271 | 7e-04 | 0.0049 | 0.3114 | 0.5527 |
40 | 28.8 | 11.6503 | -4.9161 | 28.2168 | 0.0212 | 9e-04 | 0.4506 | 0.5635 |
41 | 29 | 12.036 | -5.2144 | 29.2865 | 0.027 | 0.0284 | 0.5514 | 0.5782 |
42 | 21.8 | 12.355 | -5.731 | 30.441 | 0.153 | 0.0356 | 0.6007 | 0.5881 |
43 | 28.8 | 12.4139 | -6.4044 | 31.2322 | 0.0439 | 0.1641 | 0.635 | 0.5871 |
44 | 25.6 | 12.278 | -6.9974 | 31.5533 | 0.0878 | 0.0465 | 0.5797 | 0.5797 |
45 | 28.2 | 12.0638 | -7.5036 | 31.6312 | 0.053 | 0.0876 | 0.314 | 0.5701 |
46 | 20.2 | 11.9243 | -7.8761 | 31.7247 | 0.2063 | 0.0536 | 0.1593 | 0.5639 |
47 | 17.9 | 11.9088 | -8.1658 | 31.9834 | 0.2793 | 0.2091 | 0.0628 | 0.5624 |
48 | 16.3 | 11.995 | -8.4366 | 32.4266 | 0.3398 | 0.2855 | 0.0524 | 0.5646 |
49 | 13.2 | 12.1021 | -8.7609 | 32.9652 | 0.4589 | 0.3467 | 0.0379 | 0.5672 |
50 | 8.1 | 12.1664 | -9.1392 | 33.4721 | 0.3542 | 0.4621 | 0.0282 | 0.5682 |
51 | 4.5 | 12.1628 | -9.5446 | 33.8701 | 0.2445 | 0.6431 | 0.0096 | 0.5668 |
52 | -0.1 | 12.1139 | -9.9383 | 34.166 | 0.1388 | 0.7507 | 0.069 | 0.564 |
53 | 0 | 12.0594 | -10.3004 | 34.4192 | 0.1452 | 0.8568 | 0.0688 | 0.5613 |
54 | 2.3 | 12.0319 | -10.6265 | 34.6904 | 0.1999 | 0.851 | 0.1991 | 0.5595 |
55 | 2.8 | 12.0387 | -10.9314 | 35.0088 | 0.2153 | 0.797 | 0.0763 | 0.559 |
56 | 2.9 | 12.0662 | -11.2341 | 35.3666 | 0.2203 | 0.7821 | 0.1275 | 0.5591 |
57 | 0.1 | 12.093 | -11.5475 | 35.7336 | 0.16 | 0.777 | 0.0909 | 0.5591 |
58 | 3.5 | 12.1044 | -11.8716 | 36.0804 | 0.2409 | 0.8368 | 0.254 | 0.5586 |
59 | 8.6 | 12.0984 | -12.1987 | 36.3954 | 0.3889 | 0.756 | 0.3199 | 0.5577 |
60 | 13.8 | 12.0834 | -12.5193 | 36.6861 | 0.4456 | 0.6093 | 0.3685 | 0.5565 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.3278 | 0.4966 | 0 | 31.4462 | 0 | 0 |
34 | 0.4246 | 0.705 | 0.6008 | 82.7541 | 57.1002 | 7.5565 |
35 | 0.5731 | 1.0793 | 0.7603 | 205.239 | 106.4798 | 10.3189 |
36 | 0.6213 | 1.2091 | 0.8725 | 250.196 | 142.4088 | 11.9335 |
37 | 0.6773 | 1.5325 | 1.0045 | 351.8966 | 184.3064 | 13.5759 |
38 | 0.7122 | 1.8242 | 1.1411 | 451.5838 | 228.8526 | 15.1279 |
39 | 0.7304 | 2.3413 | 1.3125 | 712.7353 | 297.9787 | 17.2621 |
40 | 0.7255 | 1.472 | 1.3325 | 294.1106 | 297.4952 | 17.248 |
41 | 0.7312 | 1.4094 | 1.341 | 287.7771 | 296.4154 | 17.2167 |
42 | 0.7469 | 0.7645 | 1.2834 | 89.2076 | 275.6946 | 16.6041 |
43 | 0.7734 | 1.32 | 1.2867 | 268.5045 | 275.041 | 16.5844 |
44 | 0.801 | 1.085 | 1.2699 | 177.4761 | 266.9106 | 16.3374 |
45 | 0.8275 | 1.3376 | 1.2751 | 260.3777 | 266.4081 | 16.322 |
46 | 0.8472 | 0.694 | 1.2336 | 68.4873 | 252.2709 | 15.883 |
47 | 0.86 | 0.5031 | 1.1849 | 35.8946 | 237.8458 | 15.4222 |
48 | 0.8691 | 0.3589 | 1.1333 | 18.5328 | 224.1387 | 14.9713 |
49 | 0.8795 | 0.0907 | 1.0719 | 1.2053 | 211.025 | 14.5267 |
50 | 0.8935 | -0.3342 | 1.031 | 16.5357 | 200.22 | 14.1499 |
51 | 0.9106 | -0.63 | 1.0099 | 58.7181 | 192.7726 | 13.8843 |
52 | 0.9288 | -1.0083 | 1.0098 | 149.1784 | 190.5928 | 13.8055 |
53 | 0.946 | -1 | 1.0093 | 145.4291 | 188.4422 | 13.7274 |
54 | 0.9608 | -0.8088 | 1.0002 | 94.7103 | 184.1817 | 13.5714 |
55 | 0.9735 | -0.7674 | 0.9901 | 85.3533 | 179.8848 | 13.4121 |
56 | 0.9852 | -0.7597 | 0.9805 | 84.0201 | 175.8904 | 13.2624 |
57 | 0.9974 | -0.9917 | 0.9809 | 143.8332 | 174.6081 | 13.2139 |
58 | 1.0106 | -0.7108 | 0.9705 | 74.0359 | 170.74 | 13.0668 |
59 | 1.0246 | -0.2892 | 0.9453 | 12.2386 | 164.8695 | 12.8402 |
60 | 1.0388 | 0.1421 | 0.9166 | 2.9468 | 159.0866 | 12.613 |