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 | 22.6798 | 20.2968 | 25.7376 | 0.4693 | 0.9975 | 0.9675 | 0.9975 |
50 | 22.3 | 24.7522 | 21.9048 | 28.5068 | 0.1003 | 0.8459 | 0.9086 | 0.9996 |
51 | 17.8 | 22.5419 | 20.0127 | 25.8509 | 0.0025 | 0.557 | 0.8624 | 0.994 |
52 | 16.4 | 19.7855 | 17.6553 | 22.538 | 0.008 | 0.9213 | 0.9103 | 0.8549 |
53 | 16 | 23.0729 | 20.1668 | 27.0245 | 2e-04 | 0.9995 | 0.8594 | 0.991 |
54 | 16.4 | 23.4652 | 20.3229 | 27.8375 | 8e-04 | 0.9996 | 0.8451 | 0.9897 |
55 | 17.7 | 23.9501 | 20.5653 | 28.7641 | 0.0055 | 0.9989 | 0.8504 | 0.9893 |
56 | 16.6 | 25.7453 | 21.7812 | 31.6045 | 0.0011 | 0.9964 | 0.8208 | 0.9936 |
57 | 16.2 | 23.6745 | 20.1971 | 28.7036 | 0.0018 | 0.9971 | 0.8226 | 0.9819 |
58 | 18.3 | 27.0415 | 22.4468 | 34.1868 | 0.0082 | 0.9985 | 0.8056 | 0.9918 |
59 | 17.6 | 25.0314 | 20.987 | 31.1537 | 0.0087 | 0.9844 | 0.8002 | 0.9844 |
60 | 15.1 | 20.0061 | 17.3201 | 23.7469 | 0.0051 | 0.8963 | 0.8143 | 0.8143 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0688 | 0.0053 | 4e-04 | 0.0144 | 0.0012 | 0.0347 |
50 | 0.0774 | -0.0991 | 0.0083 | 6.0134 | 0.5011 | 0.7079 |
51 | 0.0749 | -0.2104 | 0.0175 | 22.4861 | 1.8738 | 1.3689 |
52 | 0.071 | -0.1711 | 0.0143 | 11.4613 | 0.9551 | 0.9773 |
53 | 0.0874 | -0.3065 | 0.0255 | 50.0264 | 4.1689 | 2.0418 |
54 | 0.0951 | -0.3011 | 0.0251 | 49.9178 | 4.1598 | 2.0396 |
55 | 0.1026 | -0.261 | 0.0217 | 39.0642 | 3.2553 | 1.8043 |
56 | 0.1161 | -0.3552 | 0.0296 | 83.6359 | 6.9697 | 2.64 |
57 | 0.1084 | -0.3157 | 0.0263 | 55.8682 | 4.6557 | 2.1577 |
58 | 0.1348 | -0.3233 | 0.0269 | 76.4138 | 6.3678 | 2.5235 |
59 | 0.1248 | -0.2969 | 0.0247 | 55.2251 | 4.6021 | 2.1452 |
60 | 0.0954 | -0.2452 | 0.0204 | 24.0696 | 2.0058 | 1.4163 |