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[44]) |
32 | 8.7 | - | - | - | - | - | - | - |
33 | 8.7 | - | - | - | - | - | - | - |
34 | 8.5 | - | - | - | - | - | - | - |
35 | 8.4 | - | - | - | - | - | - | - |
36 | 8.5 | - | - | - | - | - | - | - |
37 | 8.7 | - | - | - | - | - | - | - |
38 | 8.7 | - | - | - | - | - | - | - |
39 | 8.6 | - | - | - | - | - | - | - |
40 | 8.5 | - | - | - | - | - | - | - |
41 | 8.3 | - | - | - | - | - | - | - |
42 | 8 | - | - | - | - | - | - | - |
43 | 8.2 | - | - | - | - | - | - | - |
44 | 8.1 | - | - | - | - | - | - | - |
45 | 8.1 | 8.2279 | 7.9436 | 8.5122 | 0.189 | 0.811 | 6e-04 | 0.811 |
46 | 8 | 8.468 | 8.0239 | 8.9122 | 0.0194 | 0.9478 | 0.4439 | 0.9478 |
47 | 7.9 | 8.6764 | 8.1788 | 9.174 | 0.0011 | 0.9961 | 0.8618 | 0.9884 |
48 | 7.9 | 8.6959 | 8.2018 | 9.19 | 8e-04 | 0.9992 | 0.7815 | 0.991 |
49 | 8 | 8.8064 | 8.2896 | 9.3233 | 0.0011 | 0.9997 | 0.6567 | 0.9963 |
50 | 8 | 8.6642 | 8.1064 | 9.222 | 0.0098 | 0.9902 | 0.4499 | 0.9763 |
51 | 7.9 | 8.4769 | 7.9088 | 9.045 | 0.0233 | 0.9501 | 0.3355 | 0.9033 |
52 | 8 | 8.3083 | 7.7361 | 8.8805 | 0.1455 | 0.919 | 0.2557 | 0.7623 |
53 | 7.7 | 8.134 | 7.5219 | 8.7462 | 0.0823 | 0.6661 | 0.2976 | 0.5434 |
54 | 7.2 | 8.0671 | 7.4052 | 8.7289 | 0.0051 | 0.8615 | 0.5787 | 0.4611 |
55 | 7.5 | 8.271 | 7.5893 | 8.9526 | 0.0133 | 0.999 | 0.5809 | 0.6885 |
56 | 7.3 | 8.253 | 7.572 | 8.9339 | 0.003 | 0.9849 | 0.6701 | 0.6701 |
57 | 7 | 8.3697 | 7.6485 | 9.091 | 1e-04 | 0.9982 | 0.7682 | 0.7682 |
58 | 7 | 8.4952 | 7.7208 | 9.2696 | 1e-04 | 0.9999 | 0.8949 | 0.8414 |
59 | 7 | 8.5697 | 7.7644 | 9.375 | 1e-04 | 0.9999 | 0.9484 | 0.8735 |
60 | 7.2 | 8.5228 | 7.7134 | 9.3323 | 7e-04 | 0.9999 | 0.9342 | 0.847 |
61 | 7.3 | 8.5306 | 7.7208 | 9.3404 | 0.0014 | 0.9994 | 0.9005 | 0.8513 |
62 | 7.1 | 8.4466 | 7.6335 | 9.2597 | 6e-04 | 0.9971 | 0.8592 | 0.7983 |
63 | 6.8 | 8.3868 | 7.5738 | 9.1997 | 1e-04 | 0.999 | 0.8797 | 0.7553 |
64 | 6.4 | 8.3527 | 7.5342 | 9.1712 | 0 | 0.9999 | 0.8009 | 0.7275 |
65 | 6.1 | 8.3158 | 7.4728 | 9.1588 | 0 | 1 | 0.9239 | 0.6921 |
66 | 6.5 | 8.2943 | 7.4202 | 9.1683 | 0 | 1 | 0.9929 | 0.6685 |
67 | 7.7 | 8.3689 | 7.4761 | 9.2617 | 0.071 | 1 | 0.9718 | 0.7225 |
68 | 7.9 | 8.3158 | 7.4195 | 9.2121 | 0.1816 | 0.9109 | 0.9868 | 0.6815 |
69 | 7.5 | 8.3356 | 7.4252 | 9.246 | 0.036 | 0.8258 | 0.998 | 0.694 |
70 | 6.9 | 8.382 | 7.4568 | 9.3072 | 8e-04 | 0.9691 | 0.9983 | 0.7249 |
71 | 6.6 | 8.4395 | 7.5028 | 9.3763 | 1e-04 | 0.9994 | 0.9987 | 0.7613 |
72 | 6.9 | 8.4541 | 7.5117 | 9.3966 | 6e-04 | 0.9999 | 0.9954 | 0.7693 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
45 | 0.0176 | -0.0155 | 0 | 0.0164 | 0 | 0 |
46 | 0.0268 | -0.0553 | 0.0354 | 0.219 | 0.1177 | 0.3431 |
47 | 0.0293 | -0.0895 | 0.0534 | 0.6028 | 0.2794 | 0.5286 |
48 | 0.029 | -0.0915 | 0.063 | 0.6335 | 0.3679 | 0.6066 |
49 | 0.0299 | -0.0916 | 0.0687 | 0.6503 | 0.4244 | 0.6515 |
50 | 0.0328 | -0.0767 | 0.07 | 0.4411 | 0.4272 | 0.6536 |
51 | 0.0342 | -0.0681 | 0.0697 | 0.3328 | 0.4137 | 0.6432 |
52 | 0.0351 | -0.0371 | 0.0657 | 0.0951 | 0.3739 | 0.6114 |
53 | 0.0384 | -0.0534 | 0.0643 | 0.1884 | 0.3533 | 0.5944 |
54 | 0.0419 | -0.1075 | 0.0686 | 0.7518 | 0.3931 | 0.627 |
55 | 0.042 | -0.0932 | 0.0708 | 0.5944 | 0.4114 | 0.6414 |
56 | 0.0421 | -0.1155 | 0.0746 | 0.9081 | 0.4528 | 0.6729 |
57 | 0.044 | -0.1637 | 0.0814 | 1.8762 | 0.5623 | 0.7499 |
58 | 0.0465 | -0.176 | 0.0882 | 2.2356 | 0.6818 | 0.8257 |
59 | 0.0479 | -0.1832 | 0.0945 | 2.4639 | 0.8006 | 0.8948 |
60 | 0.0485 | -0.1552 | 0.0983 | 1.7499 | 0.86 | 0.9273 |
61 | 0.0484 | -0.1443 | 0.101 | 1.5143 | 0.8984 | 0.9479 |
62 | 0.0491 | -0.1594 | 0.1042 | 1.8133 | 0.9493 | 0.9743 |
63 | 0.0495 | -0.1892 | 0.1087 | 2.5179 | 1.0318 | 1.0158 |
64 | 0.05 | -0.2338 | 0.115 | 3.8131 | 1.1709 | 1.0821 |
65 | 0.0517 | -0.2665 | 0.1222 | 4.9098 | 1.3489 | 1.1614 |
66 | 0.0538 | -0.2163 | 0.1265 | 3.2194 | 1.434 | 1.1975 |
67 | 0.0544 | -0.0799 | 0.1244 | 0.4474 | 1.3911 | 1.1794 |
68 | 0.055 | -0.05 | 0.1213 | 0.1729 | 1.3403 | 1.1577 |
69 | 0.0557 | -0.1002 | 0.1205 | 0.6982 | 1.3146 | 1.1466 |
70 | 0.0563 | -0.1768 | 0.1227 | 2.1963 | 1.3485 | 1.1613 |
71 | 0.0566 | -0.218 | 0.1262 | 3.3839 | 1.4239 | 1.1933 |
72 | 0.0569 | -0.1838 | 0.1283 | 2.4153 | 1.4593 | 1.208 |