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[34]) |
22 | 7.9 | - | - | - | - | - | - | - |
23 | 8.6 | - | - | - | - | - | - | - |
24 | 8.7 | - | - | - | - | - | - | - |
25 | 8.7 | - | - | - | - | - | - | - |
26 | 8.5 | - | - | - | - | - | - | - |
27 | 8.4 | - | - | - | - | - | - | - |
28 | 8.5 | - | - | - | - | - | - | - |
29 | 8.7 | - | - | - | - | - | - | - |
30 | 8.7 | - | - | - | - | - | - | - |
31 | 8.6 | - | - | - | - | - | - | - |
32 | 8.5 | - | - | - | - | - | - | - |
33 | 8.3 | - | - | - | - | - | - | - |
34 | 8 | - | - | - | - | - | - | - |
35 | 8.2 | 8.0088 | 7.5818 | 8.4358 | 0.1901 | 0.5161 | 0.0033 | 0.5161 |
36 | 8.1 | 8.1633 | 7.5305 | 8.796 | 0.4223 | 0.4547 | 0.0482 | 0.6935 |
37 | 8.1 | 8.4943 | 7.7337 | 9.2549 | 0.1548 | 0.8452 | 0.298 | 0.8986 |
38 | 8 | 8.6632 | 7.9022 | 9.4242 | 0.0438 | 0.9266 | 0.6629 | 0.9562 |
39 | 7.9 | 8.5908 | 7.7971 | 9.3846 | 0.044 | 0.9277 | 0.6812 | 0.9277 |
40 | 7.9 | 8.4054 | 7.5819 | 9.229 | 0.1145 | 0.8855 | 0.411 | 0.8327 |
41 | 8 | 8.2856 | 7.462 | 9.1093 | 0.2483 | 0.8206 | 0.1621 | 0.7517 |
42 | 8 | 8.3052 | 7.4674 | 9.143 | 0.2376 | 0.7624 | 0.1778 | 0.7624 |
43 | 7.9 | 8.407 | 7.5506 | 9.2634 | 0.1229 | 0.8242 | 0.3294 | 0.8242 |
44 | 8 | 8.487 | 7.6276 | 9.3464 | 0.1334 | 0.9097 | 0.4882 | 0.8666 |
45 | 7.7 | 8.4893 | 7.6298 | 9.3488 | 0.0359 | 0.8677 | 0.667 | 0.8677 |
46 | 7.2 | 8.4355 | 7.574 | 9.2969 | 0.0025 | 0.9529 | 0.8391 | 0.8391 |
47 | 7.5 | 8.3843 | 7.5231 | 9.2455 | 0.0221 | 0.9965 | 0.6626 | 0.8091 |
48 | 7.3 | 8.3749 | 7.5125 | 9.2373 | 0.0073 | 0.9766 | 0.734 | 0.8029 |
49 | 7 | 8.4021 | 7.5365 | 9.2678 | 7e-04 | 0.9937 | 0.753 | 0.8187 |
50 | 7 | 8.4337 | 7.5666 | 9.3008 | 6e-04 | 0.9994 | 0.8365 | 0.8365 |
51 | 7 | 8.4437 | 7.5769 | 9.3105 | 5e-04 | 0.9995 | 0.8905 | 0.8421 |
52 | 7.2 | 8.4308 | 7.5644 | 9.2972 | 0.0027 | 0.9994 | 0.8851 | 0.8351 |
53 | 7.3 | 8.412 | 7.5459 | 9.278 | 0.0059 | 0.997 | 0.8244 | 0.8244 |
54 | 7.1 | 8.4036 | 7.5375 | 9.2697 | 0.0016 | 0.9937 | 0.8195 | 0.8195 |
55 | 6.8 | 8.4092 | 7.5424 | 9.2759 | 1e-04 | 0.9985 | 0.8752 | 0.8226 |
56 | 6.4 | 8.4201 | 7.5528 | 9.2873 | 0 | 0.9999 | 0.8288 | 0.8288 |
57 | 6.1 | 8.4263 | 7.559 | 9.2935 | 0 | 1 | 0.9496 | 0.8323 |
58 | 6.5 | 8.4243 | 7.5572 | 9.2914 | 0 | 1 | 0.9972 | 0.8312 |
59 | 7.7 | 8.4182 | 7.5513 | 9.285 | 0.0522 | 1 | 0.9811 | 0.8278 |
60 | 7.9 | 8.4139 | 7.5471 | 9.2807 | 0.1226 | 0.9468 | 0.9941 | 0.8253 |
61 | 7.5 | 8.4143 | 7.5473 | 9.2812 | 0.0194 | 0.8775 | 0.9993 | 0.8255 |
62 | 6.9 | 8.4176 | 7.5505 | 9.2847 | 3e-04 | 0.981 | 0.9993 | 0.8274 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
35 | 0.0272 | 0.0239 | 0 | 0.0366 | 0 | 0 |
36 | 0.0395 | -0.0077 | 0.0158 | 0.004 | 0.0203 | 0.1424 |
37 | 0.0457 | -0.0464 | 0.026 | 0.1555 | 0.0653 | 0.2556 |
38 | 0.0448 | -0.0766 | 0.0386 | 0.4399 | 0.159 | 0.3987 |
39 | 0.0471 | -0.0804 | 0.047 | 0.4772 | 0.2226 | 0.4718 |
40 | 0.05 | -0.0601 | 0.0492 | 0.2555 | 0.2281 | 0.4776 |
41 | 0.0507 | -0.0345 | 0.0471 | 0.0816 | 0.2072 | 0.4552 |
42 | 0.0515 | -0.0367 | 0.0458 | 0.0931 | 0.1929 | 0.4392 |
43 | 0.052 | -0.0603 | 0.0474 | 0.2571 | 0.2 | 0.4473 |
44 | 0.0517 | -0.0574 | 0.0484 | 0.2372 | 0.2038 | 0.4514 |
45 | 0.0517 | -0.093 | 0.0525 | 0.623 | 0.2419 | 0.4918 |
46 | 0.0521 | -0.1465 | 0.0603 | 1.5264 | 0.3489 | 0.5907 |
47 | 0.0524 | -0.1055 | 0.0638 | 0.782 | 0.3822 | 0.6182 |
48 | 0.0525 | -0.1284 | 0.0684 | 1.1555 | 0.4375 | 0.6614 |
49 | 0.0526 | -0.1669 | 0.0749 | 1.9659 | 0.5394 | 0.7344 |
50 | 0.0525 | -0.17 | 0.0809 | 2.0554 | 0.6341 | 0.7963 |
51 | 0.0524 | -0.171 | 0.0862 | 2.0843 | 0.7194 | 0.8482 |
52 | 0.0524 | -0.146 | 0.0895 | 1.5149 | 0.7636 | 0.8738 |
53 | 0.0525 | -0.1322 | 0.0918 | 1.2364 | 0.7885 | 0.888 |
54 | 0.0526 | -0.1551 | 0.0949 | 1.6994 | 0.834 | 0.9133 |
55 | 0.0526 | -0.1914 | 0.0995 | 2.5894 | 0.9176 | 0.9579 |
56 | 0.0526 | -0.2399 | 0.1059 | 4.0807 | 1.0614 | 1.0302 |
57 | 0.0525 | -0.2761 | 0.1133 | 5.4115 | 1.2505 | 1.1183 |
58 | 0.0525 | -0.2284 | 0.1181 | 3.7029 | 1.3527 | 1.1631 |
59 | 0.0525 | -0.0853 | 0.1168 | 0.5158 | 1.3192 | 1.1486 |
60 | 0.0526 | -0.0611 | 0.1146 | 0.2641 | 1.2787 | 1.1308 |
61 | 0.0526 | -0.1087 | 0.1144 | 0.8359 | 1.2623 | 1.1235 |
62 | 0.0526 | -0.1803 | 0.1168 | 2.3031 | 1.2994 | 1.1399 |