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[36]) |
24 | 12.1 | - | - | - | - | - | - | - |
25 | 13 | - | - | - | - | - | - | - |
26 | 14 | - | - | - | - | - | - | - |
27 | 15.1 | - | - | - | - | - | - | - |
28 | 14.5 | - | - | - | - | - | - | - |
29 | 14.2 | - | - | - | - | - | - | - |
30 | 13.3 | - | - | - | - | - | - | - |
31 | 12.7 | - | - | - | - | - | - | - |
32 | 11.8 | - | - | - | - | - | - | - |
33 | 11.4 | - | - | - | - | - | - | - |
34 | 10.5 | - | - | - | - | - | - | - |
35 | 9.6 | - | - | - | - | - | - | - |
36 | 10.8 | - | - | - | - | - | - | - |
37 | 10.7 | 10.6528 | 9.0349 | 12.2707 | 0.4772 | 0.4293 | 0.0022 | 0.4293 |
38 | 11.9 | 11.7535 | 9.7142 | 13.7929 | 0.444 | 0.8444 | 0.0154 | 0.8203 |
39 | 12 | 12.5863 | 9.7969 | 15.3756 | 0.3402 | 0.6852 | 0.0387 | 0.8953 |
40 | 11.1 | 13.0653 | 9.7668 | 16.3638 | 0.1214 | 0.7366 | 0.197 | 0.9109 |
41 | 10.9 | 12.9903 | 9.4487 | 16.532 | 0.1237 | 0.8522 | 0.2516 | 0.8873 |
42 | 10.4 | 12.4614 | 8.863 | 16.0598 | 0.1308 | 0.8025 | 0.3239 | 0.8172 |
43 | 10.7 | 11.7338 | 8.1341 | 15.3335 | 0.2868 | 0.7661 | 0.2994 | 0.6944 |
44 | 12.1 | 11.1171 | 7.5148 | 14.7193 | 0.2964 | 0.5898 | 0.3551 | 0.5685 |
45 | 12.8 | 10.8431 | 7.2409 | 14.4454 | 0.1435 | 0.247 | 0.3809 | 0.5094 |
46 | 13.9 | 10.9837 | 7.3573 | 14.61 | 0.0575 | 0.1631 | 0.6031 | 0.5395 |
47 | 13.5 | 11.4387 | 7.6992 | 15.1781 | 0.14 | 0.0985 | 0.8324 | 0.6311 |
48 | 12 | 11.9945 | 8.0405 | 15.9485 | 0.4989 | 0.2278 | 0.7231 | 0.7231 |
49 | 12 | 12.4206 | 8.226 | 16.6152 | 0.4221 | 0.5779 | 0.7893 | 0.7756 |
50 | 11.5 | 12.5623 | 8.1881 | 16.9365 | 0.317 | 0.5995 | 0.6167 | 0.7851 |
51 | 12.5 | 12.3941 | 7.9285 | 16.8596 | 0.4815 | 0.6526 | 0.5687 | 0.7579 |
52 | 13.1 | 12.0156 | 7.5189 | 16.5124 | 0.3182 | 0.4164 | 0.6551 | 0.7019 |
53 | 12.7 | 11.5991 | 7.0936 | 16.1046 | 0.316 | 0.2569 | 0.6195 | 0.6359 |
54 | 12.8 | 11.3133 | 6.8015 | 15.8252 | 0.2592 | 0.2735 | 0.6542 | 0.5882 |
55 | 12.5 | 11.2573 | 6.7279 | 15.7868 | 0.2954 | 0.2522 | 0.5953 | 0.5784 |
56 | 13 | 11.4286 | 6.8492 | 16.008 | 0.2506 | 0.3233 | 0.3869 | 0.6061 |
57 | 13.2 | 11.7351 | 7.0592 | 16.4111 | 0.2696 | 0.298 | 0.3277 | 0.6525 |
58 | 12.8 | 12.0412 | 7.2367 | 16.8457 | 0.3784 | 0.3182 | 0.2241 | 0.6937 |
59 | 12.4 | 12.2257 | 7.2968 | 17.1547 | 0.4724 | 0.4097 | 0.3062 | 0.7146 |
60 | 12 | 12.2289 | 7.2086 | 17.2491 | 0.4644 | 0.4734 | 0.5356 | 0.7115 |
61 | 11.8 | 12.0688 | 6.9949 | 17.1427 | 0.4587 | 0.5106 | 0.5106 | 0.688 |
62 | 11.1 | 11.8262 | 6.7235 | 16.929 | 0.3901 | 0.504 | 0.5499 | 0.6533 |
63 | 8.5 | 11.606 | 6.4838 | 16.7281 | 0.1173 | 0.5768 | 0.3661 | 0.6211 |
64 | 6.3 | 11.4927 | 6.3486 | 16.6368 | 0.0239 | 0.8729 | 0.2701 | 0.6041 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
37 | 0.0775 | 0.0044 | 0 | 0.0022 | 0 | 0 |
38 | 0.0885 | 0.0125 | 0.0084 | 0.0215 | 0.0118 | 0.1088 |
39 | 0.1131 | -0.0466 | 0.0212 | 0.3437 | 0.1225 | 0.3499 |
40 | 0.1288 | -0.1504 | 0.0535 | 3.8625 | 1.0575 | 1.0283 |
41 | 0.1391 | -0.1609 | 0.075 | 4.3695 | 1.7199 | 1.3114 |
42 | 0.1473 | -0.1654 | 0.09 | 4.2494 | 2.1415 | 1.4634 |
43 | 0.1565 | -0.0881 | 0.0898 | 1.0687 | 1.9882 | 1.41 |
44 | 0.1653 | 0.0884 | 0.0896 | 0.9662 | 1.8605 | 1.364 |
45 | 0.1695 | 0.1805 | 0.0997 | 3.8293 | 2.0792 | 1.4419 |
46 | 0.1684 | 0.2655 | 0.1163 | 8.505 | 2.7218 | 1.6498 |
47 | 0.1668 | 0.1802 | 0.1221 | 4.2491 | 2.8606 | 1.6913 |
48 | 0.1682 | 5e-04 | 0.1119 | 0 | 2.6223 | 1.6193 |
49 | 0.1723 | -0.0339 | 0.1059 | 0.1769 | 2.4341 | 1.5602 |
50 | 0.1777 | -0.0846 | 0.1044 | 1.1286 | 2.3409 | 1.53 |
51 | 0.1838 | 0.0085 | 0.098 | 0.0112 | 2.1856 | 1.4784 |
52 | 0.1909 | 0.0902 | 0.0975 | 1.1759 | 2.1225 | 1.4569 |
53 | 0.1982 | 0.0949 | 0.0974 | 1.212 | 2.0689 | 1.4384 |
54 | 0.2035 | 0.1314 | 0.0993 | 2.2102 | 2.0768 | 1.4411 |
55 | 0.2053 | 0.1104 | 0.0999 | 1.5442 | 2.0487 | 1.4313 |
56 | 0.2044 | 0.1375 | 0.1017 | 2.4692 | 2.0698 | 1.4387 |
57 | 0.2033 | 0.1248 | 0.1028 | 2.1458 | 2.0734 | 1.4399 |
58 | 0.2036 | 0.063 | 0.101 | 0.5758 | 2.0053 | 1.4161 |
59 | 0.2057 | 0.0143 | 0.0973 | 0.0304 | 1.9194 | 1.3854 |
60 | 0.2095 | -0.0187 | 0.094 | 0.0524 | 1.8417 | 1.3571 |
61 | 0.2145 | -0.0223 | 0.0911 | 0.0722 | 1.7709 | 1.3307 |
62 | 0.2201 | -0.0614 | 0.09 | 0.5274 | 1.7231 | 1.3127 |
63 | 0.2252 | -0.2676 | 0.0966 | 9.6469 | 2.0165 | 1.42 |
64 | 0.2284 | -0.4518 | 0.1092 | 26.9643 | 2.9075 | 1.7051 |