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[40]) |
28 | 8.2 | - | - | - | - | - | - | - |
29 | 7.9 | - | - | - | - | - | - | - |
30 | 7.3 | - | - | - | - | - | - | - |
31 | 6.9 | - | - | - | - | - | - | - |
32 | 6.6 | - | - | - | - | - | - | - |
33 | 6.7 | - | - | - | - | - | - | - |
34 | 6.9 | - | - | - | - | - | - | - |
35 | 7 | - | - | - | - | - | - | - |
36 | 7.1 | - | - | - | - | - | - | - |
37 | 7.2 | - | - | - | - | - | - | - |
38 | 7.1 | - | - | - | - | - | - | - |
39 | 6.9 | - | - | - | - | - | - | - |
40 | 7 | - | - | - | - | - | - | - |
41 | 6.8 | 6.8767 | 6.541 | 7.2124 | 0.3272 | 0.2357 | 0 | 0.2357 |
42 | 6.4 | 6.847 | 6.2028 | 7.4913 | 0.0869 | 0.5569 | 0.0841 | 0.3208 |
43 | 6.7 | 6.5475 | 5.5377 | 7.5573 | 0.3836 | 0.6127 | 0.247 | 0.1899 |
44 | 6.6 | 6.2992 | 5.058 | 7.5403 | 0.3174 | 0.2634 | 0.3174 | 0.1342 |
45 | 6.4 | 6.269 | 4.8838 | 7.6542 | 0.4265 | 0.3198 | 0.271 | 0.1505 |
46 | 6.3 | 6.266 | 4.7699 | 7.7621 | 0.4822 | 0.4303 | 0.2031 | 0.1681 |
47 | 6.2 | 6.3048 | 4.6923 | 7.9173 | 0.4493 | 0.5023 | 0.199 | 0.199 |
48 | 6.5 | 6.292 | 4.5488 | 8.0353 | 0.4076 | 0.5412 | 0.1818 | 0.213 |
49 | 6.8 | 6.2832 | 4.4086 | 8.1577 | 0.2945 | 0.4103 | 0.1689 | 0.2268 |
50 | 6.8 | 6.1424 | 4.1475 | 8.1372 | 0.2591 | 0.2591 | 0.1734 | 0.1997 |
51 | 6.4 | 6.0513 | 3.9442 | 8.1583 | 0.3728 | 0.2431 | 0.2149 | 0.1888 |
52 | 6.1 | 6.1296 | 3.9135 | 8.3457 | 0.4896 | 0.4055 | 0.2207 | 0.2207 |
53 | 5.8 | 6.2508 | 3.8306 | 8.671 | 0.3575 | 0.5486 | 0.3282 | 0.272 |
54 | 6.1 | 6.3835 | 3.6998 | 9.0672 | 0.418 | 0.665 | 0.4952 | 0.3263 |
55 | 7.2 | 6.3167 | 3.3114 | 9.3221 | 0.2823 | 0.5562 | 0.4013 | 0.3279 |
56 | 7.3 | 6.1889 | 2.908 | 9.4697 | 0.2534 | 0.2729 | 0.403 | 0.314 |
57 | 6.9 | 6.0957 | 2.5882 | 9.6032 | 0.3265 | 0.2505 | 0.4325 | 0.3067 |
58 | 6.1 | 6.067 | 2.3556 | 9.7784 | 0.493 | 0.33 | 0.451 | 0.3111 |
59 | 5.8 | 6.0576 | 2.1398 | 9.9753 | 0.4487 | 0.4915 | 0.4716 | 0.3186 |
60 | 6.2 | 6.0291 | 1.8988 | 10.1593 | 0.4677 | 0.5433 | 0.4116 | 0.3225 |
61 | 7.1 | 5.9779 | 1.637 | 10.3189 | 0.3062 | 0.4601 | 0.3552 | 0.3222 |
62 | 7.7 | 5.9222 | 1.3789 | 10.4655 | 0.2216 | 0.3057 | 0.3525 | 0.321 |
63 | 7.9 | 5.8752 | 1.1373 | 10.613 | 0.2011 | 0.2251 | 0.4141 | 0.3208 |
64 | 7.7 | 5.836 | 0.9076 | 10.7643 | 0.2292 | 0.2059 | 0.4582 | 0.3217 |
65 | 7.4 | 5.7974 | 0.68 | 10.9147 | 0.2697 | 0.2331 | 0.4996 | 0.3225 |
66 | 7.5 | 5.7552 | 0.4503 | 11.0601 | 0.2596 | 0.2717 | 0.4493 | 0.3228 |
67 | 8 | 5.7103 | 0.2202 | 11.2004 | 0.2068 | 0.2614 | 0.2974 | 0.3226 |
68 | 8.1 | 5.6656 | -0.0069 | 11.3382 | 0.2001 | 0.21 | 0.2861 | 0.3224 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
41 | 0.0249 | -0.0111 | 0 | 0.0059 | 0 | 0 |
42 | 0.048 | -0.0653 | 0.0382 | 0.1998 | 0.1029 | 0.3207 |
43 | 0.0787 | 0.0233 | 0.0332 | 0.0232 | 0.0763 | 0.2763 |
44 | 0.1005 | 0.0478 | 0.0369 | 0.0905 | 0.0799 | 0.2826 |
45 | 0.1127 | 0.0209 | 0.0337 | 0.0172 | 0.0673 | 0.2595 |
46 | 0.1218 | 0.0054 | 0.029 | 0.0012 | 0.0563 | 0.2373 |
47 | 0.1305 | -0.0166 | 0.0272 | 0.011 | 0.0498 | 0.2232 |
48 | 0.1414 | 0.0331 | 0.0279 | 0.0433 | 0.049 | 0.2214 |
49 | 0.1522 | 0.0823 | 0.034 | 0.2671 | 0.0732 | 0.2706 |
50 | 0.1657 | 0.1071 | 0.0413 | 0.4325 | 0.1092 | 0.3304 |
51 | 0.1777 | 0.0576 | 0.0428 | 0.1216 | 0.1103 | 0.3321 |
52 | 0.1845 | -0.0048 | 0.0396 | 9e-04 | 0.1012 | 0.3181 |
53 | 0.1975 | -0.0721 | 0.0421 | 0.2032 | 0.109 | 0.3302 |
54 | 0.2145 | -0.0444 | 0.0423 | 0.0804 | 0.107 | 0.3271 |
55 | 0.2427 | 0.1398 | 0.0488 | 0.7802 | 0.1519 | 0.3897 |
56 | 0.2705 | 0.1795 | 0.0569 | 1.2346 | 0.2195 | 0.4685 |
57 | 0.2936 | 0.132 | 0.0614 | 0.647 | 0.2447 | 0.4946 |
58 | 0.3121 | 0.0054 | 0.0583 | 0.0011 | 0.2311 | 0.4808 |
59 | 0.33 | -0.0425 | 0.0574 | 0.0663 | 0.2225 | 0.4717 |
60 | 0.3495 | 0.0284 | 0.056 | 0.0292 | 0.2128 | 0.4613 |
61 | 0.3705 | 0.1877 | 0.0622 | 1.2591 | 0.2626 | 0.5125 |
62 | 0.3914 | 0.3002 | 0.0731 | 3.1605 | 0.3944 | 0.628 |
63 | 0.4114 | 0.3446 | 0.0849 | 4.0999 | 0.5555 | 0.7453 |
64 | 0.4309 | 0.3194 | 0.0946 | 3.4746 | 0.6771 | 0.8229 |
65 | 0.4504 | 0.2764 | 0.1019 | 2.5683 | 0.7527 | 0.8676 |
66 | 0.4703 | 0.3032 | 0.1097 | 3.0444 | 0.8409 | 0.917 |
67 | 0.4905 | 0.401 | 0.1204 | 5.2426 | 1.0039 | 1.002 |
68 | 0.5108 | 0.4297 | 0.1315 | 5.9261 | 1.1797 | 1.0861 |