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 | 1.3 | - | - | - | - | - | - | - |
38 | 1.2 | - | - | - | - | - | - | - |
39 | 1.1 | - | - | - | - | - | - | - |
40 | 1.4 | - | - | - | - | - | - | - |
41 | 1.5 | - | - | - | - | - | - | - |
42 | 1.4 | - | - | - | - | - | - | - |
43 | 1.1 | - | - | - | - | - | - | - |
44 | 1.1 | - | - | - | - | - | - | - |
45 | 1 | - | - | - | - | - | - | - |
46 | 1.4 | - | - | - | - | - | - | - |
47 | 1.3 | - | - | - | - | - | - | - |
48 | 1.2 | - | - | - | - | - | - | - |
49 | 1.5 | - | - | - | - | - | - | - |
50 | 1.6 | 1.5 | 1.07 | 1.93 | 0.3243 | 0.5 | 0.9143 | 0.5 |
51 | 1.8 | 1.5 | 0.8919 | 2.1081 | 0.1668 | 0.3736 | 0.9014 | 0.5 |
52 | 1.5 | 1.5 | 0.7553 | 2.2447 | 0.5 | 0.2149 | 0.6038 | 0.5 |
53 | 1.3 | 1.5 | 0.6401 | 2.3599 | 0.3243 | 0.5 | 0.5 | 0.5 |
54 | 1.6 | 1.5 | 0.5386 | 2.4614 | 0.4192 | 0.6583 | 0.5808 | 0.5 |
55 | 1.6 | 1.5 | 0.4468 | 2.5532 | 0.4262 | 0.4262 | 0.7717 | 0.5 |
56 | 1.8 | 1.5 | 0.3624 | 2.6376 | 0.3026 | 0.4316 | 0.7546 | 0.5 |
57 | 1.8 | 1.5 | 0.2839 | 2.7161 | 0.3144 | 0.3144 | 0.7898 | 0.5 |
58 | 1.6 | 1.5 | 0.2101 | 2.7899 | 0.4396 | 0.3243 | 0.5604 | 0.5 |
59 | 1.8 | 1.5 | 0.1403 | 2.8597 | 0.3327 | 0.4427 | 0.6134 | 0.5 |
60 | 2 | 1.5 | 0.0739 | 2.9261 | 0.246 | 0.3401 | 0.6599 | 0.5 |
61 | 1.3 | 1.5 | 0.0105 | 2.9895 | 0.3962 | 0.2553 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.1462 | 0.0667 | 0 | 0.01 | 0 | 0 |
51 | 0.2068 | 0.2 | 0.1333 | 0.09 | 0.05 | 0.2236 |
52 | 0.2533 | 0 | 0.0889 | 0 | 0.0333 | 0.1826 |
53 | 0.2925 | -0.1333 | 0.1 | 0.04 | 0.035 | 0.1871 |
54 | 0.327 | 0.0667 | 0.0933 | 0.01 | 0.03 | 0.1732 |
55 | 0.3582 | 0.0667 | 0.0889 | 0.01 | 0.0267 | 0.1633 |
56 | 0.3869 | 0.2 | 0.1048 | 0.09 | 0.0357 | 0.189 |
57 | 0.4137 | 0.2 | 0.1167 | 0.09 | 0.0425 | 0.2062 |
58 | 0.4387 | 0.0667 | 0.1111 | 0.01 | 0.0389 | 0.1972 |
59 | 0.4625 | 0.2 | 0.12 | 0.09 | 0.044 | 0.2098 |
60 | 0.4851 | 0.3333 | 0.1394 | 0.25 | 0.0627 | 0.2505 |
61 | 0.5066 | -0.1333 | 0.1389 | 0.04 | 0.0608 | 0.2466 |