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]) |
47 | 14 | - | - | - | - | - | - | - |
48 | 16 | - | - | - | - | - | - | - |
49 | 8 | 16 | 9.8749 | 22.1251 | 0.0052 | 0.5 | 0.5 | 0.5 |
50 | 3 | 16 | 7.3378 | 24.6622 | 0.0016 | 0.9649 | 0.9649 | 0.5 |
51 | 0 | 16 | 5.391 | 26.609 | 0.0016 | 0.9918 | 0.9918 | 0.5 |
52 | 5 | 16 | 3.7498 | 28.2502 | 0.0392 | 0.9948 | 0.9948 | 0.5 |
53 | 1 | 16 | 2.3039 | 29.6961 | 0.0159 | 0.9423 | 0.9423 | 0.5 |
54 | 1 | 16 | 0.9966 | 31.0034 | 0.025 | 0.975 | 0.975 | 0.5 |
55 | 3 | 16 | -0.2055 | 32.2055 | 0.0579 | 0.9652 | 0.9652 | 0.5 |
56 | 6 | 16 | -1.3244 | 33.3244 | 0.129 | 0.9293 | 0.9293 | 0.5 |
57 | 7 | 16 | -2.3753 | 34.3753 | 0.1685 | 0.8569 | 0.8569 | 0.5 |
58 | 8 | 16 | -3.3693 | 35.3693 | 0.2091 | 0.8188 | 0.8188 | 0.5 |
59 | 14 | 16 | -4.3147 | 36.3147 | 0.4235 | 0.7799 | 0.7799 | 0.5 |
60 | 14 | 16 | -5.218 | 37.218 | 0.4267 | 0.5733 | 0.5733 | 0.5 |
61 | 13 | 16 | -6.0844 | 38.0844 | 0.395 | 0.5704 | 0.5704 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1953 | -0.5 | 0 | 64 | 0 | 0 |
50 | 0.2762 | -0.8125 | 0.6562 | 169 | 116.5 | 10.7935 |
51 | 0.3383 | -1 | 0.7708 | 256 | 163 | 12.7671 |
52 | 0.3906 | -0.6875 | 0.75 | 121 | 152.5 | 12.3491 |
53 | 0.4367 | -0.9375 | 0.7875 | 225 | 167 | 12.9228 |
54 | 0.4784 | -0.9375 | 0.8125 | 225 | 176.6667 | 13.2916 |
55 | 0.5168 | -0.8125 | 0.8125 | 169 | 175.5714 | 13.2503 |
56 | 0.5524 | -0.625 | 0.7891 | 100 | 166.125 | 12.8889 |
57 | 0.5859 | -0.5625 | 0.7639 | 81 | 156.6667 | 12.5167 |
58 | 0.6176 | -0.5 | 0.7375 | 64 | 147.4 | 12.1408 |
59 | 0.6478 | -0.125 | 0.6818 | 4 | 134.3636 | 11.5915 |
60 | 0.6766 | -0.125 | 0.6354 | 4 | 123.5 | 11.1131 |
61 | 0.7042 | -0.1875 | 0.601 | 9 | 114.6923 | 10.7094 |