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[48]) |
36 | 1.51 | - | - | - | - | - | - | - |
37 | 2.24 | - | - | - | - | - | - | - |
38 | 2.94 | - | - | - | - | - | - | - |
39 | 3.09 | - | - | - | - | - | - | - |
40 | 3.46 | - | - | - | - | - | - | - |
41 | 3.64 | - | - | - | - | - | - | - |
42 | 4.39 | - | - | - | - | - | - | - |
43 | 4.15 | - | - | - | - | - | - | - |
44 | 5.21 | - | - | - | - | - | - | - |
45 | 5.8 | - | - | - | - | - | - | - |
46 | 5.91 | - | - | - | - | - | - | - |
47 | 5.39 | - | - | - | - | - | - | - |
48 | 5.46 | - | - | - | - | - | - | - |
49 | 4.72 | 5.1987 | 4.4963 | 5.9012 | 0.0908 | 0.233 | 1 | 0.233 |
50 | 3.14 | 4.9482 | 3.9548 | 5.9416 | 2e-04 | 0.6737 | 1 | 0.1563 |
51 | 2.63 | 4.8945 | 3.6779 | 6.1112 | 1e-04 | 0.9976 | 0.9982 | 0.1812 |
52 | 2.32 | 4.7621 | 3.3572 | 6.167 | 3e-04 | 0.9985 | 0.9654 | 0.1651 |
53 | 1.93 | 4.6977 | 3.127 | 6.2684 | 3e-04 | 0.9985 | 0.9066 | 0.1707 |
54 | 0.62 | 4.4293 | 2.7087 | 6.1499 | 0 | 0.9978 | 0.5178 | 0.1202 |
55 | 0.6 | 4.5152 | 2.6567 | 6.3736 | 0 | 1 | 0.6499 | 0.1595 |
56 | -0.37 | 4.1358 | 2.149 | 6.1226 | 0 | 0.9998 | 0.1446 | 0.0957 |
57 | -1.1 | 3.9246 | 1.8173 | 6.0319 | 0 | 1 | 0.0406 | 0.0766 |
58 | -1.68 | 3.8853 | 1.664 | 6.1065 | 0 | 1 | 0.037 | 0.0823 |
59 | -0.78 | 4.0714 | 1.7417 | 6.4011 | 0 | 1 | 0.1336 | 0.1213 |
60 | -1.19 | 4.0463 | 1.613 | 6.4796 | 0 | 0.9999 | 0.1274 | 0.1274 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0689 | -0.0921 | 0 | 0.2292 | 0 | 0 |
50 | 0.1024 | -0.3654 | 0.2288 | 3.2696 | 1.7494 | 1.3227 |
51 | 0.1268 | -0.4627 | 0.3067 | 5.1281 | 2.8756 | 1.6958 |
52 | 0.1505 | -0.5128 | 0.3583 | 5.9639 | 3.6477 | 1.9099 |
53 | 0.1706 | -0.5892 | 0.4044 | 7.6601 | 4.4502 | 2.1095 |
54 | 0.1982 | -0.86 | 0.4804 | 14.5105 | 6.1269 | 2.4753 |
55 | 0.21 | -0.8671 | 0.5356 | 15.3285 | 7.4414 | 2.7279 |
56 | 0.2451 | -1.0895 | 0.6048 | 20.3022 | 9.049 | 3.0082 |
57 | 0.2739 | -1.2803 | 0.6799 | 25.247 | 10.8488 | 3.2937 |
58 | 0.2917 | -1.4324 | 0.7551 | 30.9722 | 12.8611 | 3.5862 |
59 | 0.2919 | -1.1916 | 0.7948 | 23.5358 | 13.8315 | 3.7191 |
60 | 0.3068 | -1.2941 | 0.8364 | 27.419 | 14.9638 | 3.8683 |