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[56]) |
44 | 4.48 | - | - | - | - | - | - | - |
45 | 4.46 | - | - | - | - | - | - | - |
46 | 4.45 | - | - | - | - | - | - | - |
47 | 4.32 | - | - | - | - | - | - | - |
48 | 4.52 | - | - | - | - | - | - | - |
49 | 4.21 | - | - | - | - | - | - | - |
50 | 3.97 | - | - | - | - | - | - | - |
51 | 4.12 | - | - | - | - | - | - | - |
52 | 4.5 | - | - | - | - | - | - | - |
53 | 4.73 | - | - | - | - | - | - | - |
54 | 5.26 | - | - | - | - | - | - | - |
55 | 5.2 | - | - | - | - | - | - | - |
56 | 4.94 | - | - | - | - | - | - | - |
57 | 4.95 | 4.8902 | 4.5851 | 5.1954 | 0.3505 | 0.3746 | 0.9971 | 0.3746 |
58 | 4.52 | 4.9034 | 4.3989 | 5.4079 | 0.0682 | 0.4282 | 0.9609 | 0.4435 |
59 | 3.85 | 4.9354 | 4.2687 | 5.6021 | 7e-04 | 0.889 | 0.9648 | 0.4946 |
60 | 3.41 | 4.973 | 4.168 | 5.7781 | 1e-04 | 0.9969 | 0.865 | 0.532 |
61 | 2.95 | 5.0123 | 4.0847 | 5.94 | 0 | 0.9996 | 0.955 | 0.5607 |
62 | 2.68 | 5.0522 | 4.0128 | 6.0916 | 0 | 1 | 0.9794 | 0.5838 |
63 | 2.53 | 5.0921 | 3.9489 | 6.2354 | 0 | 1 | 0.9522 | 0.6029 |
64 | 2.44 | 5.1321 | 3.891 | 6.3733 | 0 | 1 | 0.8409 | 0.6192 |
65 | 2.16 | 5.1722 | 3.8378 | 6.5065 | 0 | 1 | 0.742 | 0.6335 |
66 | 2.2 | 5.2122 | 3.7884 | 6.636 | 0 | 1 | 0.4738 | 0.6461 |
67 | 2.1 | 5.2522 | 3.7421 | 6.7624 | 0 | 1 | 0.527 | 0.6573 |
68 | 2.29 | 5.2923 | 3.6983 | 6.8862 | 1e-04 | 1 | 0.6675 | 0.6675 |
69 | 2.03 | 5.3323 | 3.6568 | 7.0078 | 1e-04 | 0.9998 | 0.6726 | 0.6768 |
70 | 2.05 | 5.3723 | 3.6171 | 7.1276 | 1e-04 | 0.9999 | 0.8294 | 0.6854 |
71 | 1.94 | 5.4124 | 3.5791 | 7.2456 | 1e-04 | 0.9998 | 0.9526 | 0.6932 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
57 | 0.0318 | 0.0122 | 0 | 0.0036 | 0 | 0 |
58 | 0.0525 | -0.0782 | 0.0452 | 0.147 | 0.0753 | 0.2744 |
59 | 0.0689 | -0.2199 | 0.1034 | 1.1781 | 0.4429 | 0.6655 |
60 | 0.0826 | -0.3143 | 0.1562 | 2.4431 | 0.9429 | 0.971 |
61 | 0.0944 | -0.4115 | 0.2072 | 4.2533 | 1.605 | 1.2669 |
62 | 0.105 | -0.4695 | 0.2509 | 5.6271 | 2.2754 | 1.5084 |
63 | 0.1145 | -0.5032 | 0.287 | 6.5645 | 2.8881 | 1.6994 |
64 | 0.1234 | -0.5246 | 0.3167 | 7.2476 | 3.433 | 1.8528 |
65 | 0.1316 | -0.5824 | 0.3462 | 9.0731 | 4.0597 | 2.0149 |
66 | 0.1394 | -0.5779 | 0.3694 | 9.0733 | 4.5611 | 2.1357 |
67 | 0.1467 | -0.6002 | 0.3903 | 9.9365 | 5.0497 | 2.2472 |
68 | 0.1537 | -0.5673 | 0.4051 | 9.0136 | 5.3801 | 2.3195 |
69 | 0.1603 | -0.6193 | 0.4216 | 10.9051 | 5.8051 | 2.4094 |
70 | 0.1667 | -0.6184 | 0.4356 | 11.0378 | 6.1788 | 2.4857 |
71 | 0.1728 | -0.6416 | 0.4494 | 12.0572 | 6.5707 | 2.5633 |