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[49]) |
37 | 8.9 | - | - | - | - | - | - | - |
38 | 8.8 | - | - | - | - | - | - | - |
39 | 8.3 | - | - | - | - | - | - | - |
40 | 7.5 | - | - | - | - | - | - | - |
41 | 7.2 | - | - | - | - | - | - | - |
42 | 7.4 | - | - | - | - | - | - | - |
43 | 8.8 | - | - | - | - | - | - | - |
44 | 9.3 | - | - | - | - | - | - | - |
45 | 9.3 | - | - | - | - | - | - | - |
46 | 8.7 | - | - | - | - | - | - | - |
47 | 8.2 | - | - | - | - | - | - | - |
48 | 8.3 | - | - | - | - | - | - | - |
49 | 8.5 | - | - | - | - | - | - | - |
50 | 8.6 | 8.7224 | 8.3834 | 9.0613 | 0.2396 | 0.9008 | 0.3268 | 0.9008 |
51 | 8.5 | 8.4165 | 7.8515 | 8.9815 | 0.386 | 0.2622 | 0.6569 | 0.386 |
52 | 8.2 | 7.8708 | 7.1423 | 8.5992 | 0.1878 | 0.0452 | 0.8408 | 0.0452 |
53 | 8.1 | 7.4103 | 6.6417 | 8.179 | 0.0393 | 0.022 | 0.7041 | 0.0027 |
54 | 7.9 | 7.4144 | 6.6403 | 8.1885 | 0.1095 | 0.0413 | 0.5145 | 0.003 |
55 | 8.6 | 8.5507 | 7.7743 | 9.3272 | 0.4505 | 0.9498 | 0.2646 | 0.551 |
56 | 8.7 | 9.0964 | 8.2928 | 9.9 | 0.1668 | 0.887 | 0.3098 | 0.9271 |
57 | 8.7 | 9.217 | 8.3467 | 10.0874 | 0.1221 | 0.8779 | 0.4259 | 0.9468 |
58 | 8.5 | 8.832 | 7.8806 | 9.7834 | 0.247 | 0.6072 | 0.6072 | 0.753 |
59 | 8.4 | 8.3358 | 7.3352 | 9.3364 | 0.45 | 0.3739 | 0.6049 | 0.3739 |
60 | 8.5 | 8.3784 | 7.3581 | 9.3987 | 0.4077 | 0.4835 | 0.5599 | 0.4077 |
61 | 8.7 | 8.5578 | 7.5282 | 9.5873 | 0.3933 | 0.5438 | 0.5438 | 0.5438 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0198 | -0.014 | 0 | 0.015 | 0 | 0 |
51 | 0.0342 | 0.0099 | 0.012 | 0.007 | 0.011 | 0.1048 |
52 | 0.0472 | 0.0418 | 0.0219 | 0.1084 | 0.0435 | 0.2084 |
53 | 0.0529 | 0.0931 | 0.0397 | 0.4757 | 0.1515 | 0.3892 |
54 | 0.0533 | 0.0655 | 0.0449 | 0.2358 | 0.1684 | 0.4103 |
55 | 0.0463 | 0.0058 | 0.0384 | 0.0024 | 0.1407 | 0.3751 |
56 | 0.0451 | -0.0436 | 0.0391 | 0.1572 | 0.1431 | 0.3782 |
57 | 0.0482 | -0.0561 | 0.0412 | 0.2673 | 0.1586 | 0.3982 |
58 | 0.055 | -0.0376 | 0.0408 | 0.1102 | 0.1532 | 0.3914 |
59 | 0.0612 | 0.0077 | 0.0375 | 0.0041 | 0.1383 | 0.3719 |
60 | 0.0621 | 0.0145 | 0.0354 | 0.0148 | 0.1271 | 0.3565 |
61 | 0.0614 | 0.0166 | 0.0339 | 0.0202 | 0.1182 | 0.3438 |