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[60]) |
48 | 7.9 | - | - | - | - | - | - | - |
49 | 8 | - | - | - | - | - | - | - |
50 | 8 | - | - | - | - | - | - | - |
51 | 7.9 | - | - | - | - | - | - | - |
52 | 8 | - | - | - | - | - | - | - |
53 | 7.7 | - | - | - | - | - | - | - |
54 | 7.2 | - | - | - | - | - | - | - |
55 | 7.5 | - | - | - | - | - | - | - |
56 | 7.3 | - | - | - | - | - | - | - |
57 | 7 | - | - | - | - | - | - | - |
58 | 7 | - | - | - | - | - | - | - |
59 | 7 | - | - | - | - | - | - | - |
60 | 7.2 | - | - | - | - | - | - | - |
61 | 7.3 | 7.303 | 6.9797 | 7.6263 | 0.4927 | 0.7339 | 0 | 0.7339 |
62 | 7.1 | 7.1319 | 6.5852 | 7.6785 | 0.4545 | 0.2733 | 9e-04 | 0.4035 |
63 | 6.8 | 6.7305 | 6.0644 | 7.3966 | 0.419 | 0.1385 | 3e-04 | 0.0836 |
64 | 6.4 | 6.4618 | 5.7692 | 7.1545 | 0.4305 | 0.1693 | 0 | 0.0184 |
65 | 6.1 | 6.0626 | 5.3697 | 6.7554 | 0.4578 | 0.1699 | 0 | 6e-04 |
66 | 6.5 | 5.738 | 5.0449 | 6.4311 | 0.0156 | 0.153 | 0 | 0 |
67 | 7.7 | 6.2453 | 5.5506 | 6.9399 | 0 | 0.2361 | 2e-04 | 0.0035 |
68 | 7.9 | 6.2169 | 5.5006 | 6.9332 | 0 | 0 | 0.0015 | 0.0036 |
69 | 7.5 | 6.0024 | 5.2214 | 6.7835 | 1e-04 | 0 | 0.0061 | 0.0013 |
70 | 6.9 | 5.828 | 4.9617 | 6.6943 | 0.0076 | 1e-04 | 0.004 | 0.001 |
71 | 6.6 | 5.6202 | 4.6782 | 6.5622 | 0.0207 | 0.0039 | 0.002 | 5e-04 |
72 | 6.9 | 5.6526 | 4.661 | 6.6443 | 0.0068 | 0.0306 | 0.0011 | 0.0011 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0226 | -4e-04 | 0 | 0 | 0 | 0 |
62 | 0.0391 | -0.0045 | 0.0024 | 0.001 | 5e-04 | 0.0226 |
63 | 0.0505 | 0.0103 | 0.0051 | 0.0048 | 0.002 | 0.0442 |
64 | 0.0547 | -0.0096 | 0.0062 | 0.0038 | 0.0024 | 0.0492 |
65 | 0.0583 | 0.0062 | 0.0062 | 0.0014 | 0.0022 | 0.0471 |
66 | 0.0616 | 0.1328 | 0.0273 | 0.5806 | 0.0986 | 0.314 |
67 | 0.0567 | 0.2329 | 0.0567 | 2.1163 | 0.3869 | 0.622 |
68 | 0.0588 | 0.2707 | 0.0834 | 2.8329 | 0.6926 | 0.8322 |
69 | 0.0664 | 0.2495 | 0.1019 | 2.2427 | 0.8648 | 0.93 |
70 | 0.0758 | 0.1839 | 0.1101 | 1.1492 | 0.8933 | 0.9451 |
71 | 0.0855 | 0.1743 | 0.1159 | 0.9601 | 0.8993 | 0.9483 |
72 | 0.0895 | 0.2207 | 0.1247 | 1.5559 | 0.9541 | 0.9768 |