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[35]) |
23 | 2.9 | - | - | - | - | - | - | - |
24 | 3.1 | - | - | - | - | - | - | - |
25 | 3.5 | - | - | - | - | - | - | - |
26 | 3.6 | - | - | - | - | - | - | - |
27 | 4.4 | - | - | - | - | - | - | - |
28 | 4.1 | - | - | - | - | - | - | - |
29 | 5.1 | - | - | - | - | - | - | - |
30 | 5.8 | - | - | - | - | - | - | - |
31 | 5.9 | - | - | - | - | - | - | - |
32 | 5.4 | - | - | - | - | - | - | - |
33 | 5.5 | - | - | - | - | - | - | - |
34 | 4.8 | - | - | - | - | - | - | - |
35 | 3.2 | - | - | - | - | - | - | - |
36 | 2.7 | 2.7346 | 2.1622 | 3.307 | 0.4529 | 0.0555 | 0.1054 | 0.0555 |
37 | 2.1 | 2.5799 | 1.6458 | 3.5141 | 0.157 | 0.4006 | 0.0268 | 0.0966 |
38 | 1.9 | 2.4098 | 1.2137 | 3.6058 | 0.2018 | 0.6941 | 0.0256 | 0.0977 |
39 | 0.6 | 1.5868 | 0.1764 | 2.9973 | 0.0851 | 0.3317 | 0 | 0.0125 |
40 | 0.7 | 1.8954 | 0.2992 | 3.4917 | 0.0711 | 0.9442 | 0.0034 | 0.0546 |
41 | -0.2 | 1.2006 | -0.562 | 2.9632 | 0.0597 | 0.7111 | 0 | 0.0131 |
42 | -1 | 0.4806 | -1.434 | 2.3951 | 0.0648 | 0.757 | 0 | 0.0027 |
43 | -1.7 | 0.3777 | -1.6776 | 2.433 | 0.0238 | 0.9055 | 0 | 0.0036 |
44 | -0.7 | 0.9588 | -1.2282 | 3.1458 | 0.0686 | 0.9914 | 0 | 0.0223 |
45 | -1 | 0.7224 | -1.5888 | 3.0336 | 0.0721 | 0.8861 | 0 | 0.0178 |
46 | -0.9 | 0.9083 | -1.5207 | 3.3374 | 0.0723 | 0.9382 | 8e-04 | 0.0322 |
47 | 0 | 2.0868 | -0.4546 | 4.6283 | 0.0538 | 0.9894 | 0.1953 | 0.1953 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
36 | 0.1068 | -0.0127 | 0 | 0.0012 | 0 | 0 |
37 | 0.1847 | -0.186 | 0.0993 | 0.2303 | 0.1158 | 0.3402 |
38 | 0.2532 | -0.2115 | 0.1367 | 0.2599 | 0.1638 | 0.4047 |
39 | 0.4535 | -0.6219 | 0.258 | 0.9738 | 0.3663 | 0.6052 |
40 | 0.4297 | -0.6307 | 0.3326 | 1.429 | 0.5789 | 0.7608 |
41 | 0.749 | -1.1666 | 0.4716 | 1.9617 | 0.8093 | 0.8996 |
42 | 2.0327 | -3.0809 | 0.8443 | 2.192 | 1.0069 | 1.0034 |
43 | 2.7764 | -5.501 | 1.4264 | 4.3168 | 1.4206 | 1.1919 |
44 | 1.1638 | -1.7301 | 1.4602 | 2.7515 | 1.5685 | 1.2524 |
45 | 1.6324 | -2.3843 | 1.5526 | 2.9666 | 1.7083 | 1.307 |
46 | 1.3644 | -1.9908 | 1.5924 | 3.2701 | 1.8503 | 1.3602 |
47 | 0.6214 | -1 | 1.543 | 4.3549 | 2.059 | 1.4349 |