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 | 17.7 | - | - | - | - | - | - | - |
37 | 19.8 | - | - | - | - | - | - | - |
38 | 22.2 | - | - | - | - | - | - | - |
39 | 20.7 | - | - | - | - | - | - | - |
40 | 17.9 | - | - | - | - | - | - | - |
41 | 20.9 | - | - | - | - | - | - | - |
42 | 21.2 | - | - | - | - | - | - | - |
43 | 21.4 | - | - | - | - | - | - | - |
44 | 23 | - | - | - | - | - | - | - |
45 | 21.3 | - | - | - | - | - | - | - |
46 | 23.9 | - | - | - | - | - | - | - |
47 | 22.4 | - | - | - | - | - | - | - |
48 | 18.3 | - | - | - | - | - | - | - |
49 | 22.8 | 23.4443 | 21.2407 | 26.19 | 0.3228 | 0.9999 | 0.9954 | 0.9999 |
50 | 22.3 | 24.6734 | 22.2404 | 27.742 | 0.0648 | 0.8843 | 0.9429 | 1 |
51 | 17.8 | 22.9204 | 20.7161 | 25.6827 | 1e-04 | 0.6701 | 0.9424 | 0.9995 |
52 | 16.4 | 21.0993 | 19.0139 | 23.731 | 2e-04 | 0.993 | 0.9914 | 0.9815 |
53 | 16 | 22.4476 | 20.0625 | 25.5178 | 0 | 0.9999 | 0.8384 | 0.9959 |
54 | 16.4 | 23.1543 | 20.5111 | 26.6313 | 1e-04 | 1 | 0.8647 | 0.9969 |
55 | 17.7 | 25.2815 | 21.9984 | 29.796 | 5e-04 | 0.9999 | 0.954 | 0.9988 |
56 | 16.6 | 25.3863 | 22.0098 | 30.0716 | 1e-04 | 0.9993 | 0.8409 | 0.9985 |
57 | 16.2 | 23.8466 | 20.7658 | 28.0748 | 2e-04 | 0.9996 | 0.8811 | 0.9949 |
58 | 18.3 | 26.9553 | 22.9345 | 32.8109 | 0.0019 | 0.9998 | 0.8468 | 0.9981 |
59 | 17.6 | 23.6985 | 20.4967 | 28.1689 | 0.0037 | 0.991 | 0.7154 | 0.991 |
60 | 15.1 | 19.6777 | 17.404 | 22.68 | 0.0014 | 0.9125 | 0.8158 | 0.8158 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0598 | -0.0275 | 0.0023 | 0.4151 | 0.0346 | 0.186 |
50 | 0.0635 | -0.0962 | 0.008 | 5.6332 | 0.4694 | 0.6851 |
51 | 0.0615 | -0.2234 | 0.0186 | 26.2189 | 2.1849 | 1.4781 |
52 | 0.0636 | -0.2227 | 0.0186 | 22.0834 | 1.8403 | 1.3566 |
53 | 0.0698 | -0.2872 | 0.0239 | 41.5713 | 3.4643 | 1.8613 |
54 | 0.0766 | -0.2917 | 0.0243 | 45.6212 | 3.8018 | 1.9498 |
55 | 0.0911 | -0.2999 | 0.025 | 57.4792 | 4.7899 | 2.1886 |
56 | 0.0942 | -0.3461 | 0.0288 | 77.1986 | 6.4332 | 2.5364 |
57 | 0.0905 | -0.3207 | 0.0267 | 58.4705 | 4.8725 | 2.2074 |
58 | 0.1108 | -0.3211 | 0.0268 | 74.9146 | 6.2429 | 2.4986 |
59 | 0.0962 | -0.2573 | 0.0214 | 37.1918 | 3.0993 | 1.7605 |
60 | 0.0778 | -0.2326 | 0.0194 | 20.9552 | 1.7463 | 1.3215 |