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[49]) |
37 | 1.6 | - | - | - | - | - | - | - |
38 | 1.6 | - | - | - | - | - | - | - |
39 | 1.4 | - | - | - | - | - | - | - |
40 | 1.7 | - | - | - | - | - | - | - |
41 | 1.8 | - | - | - | - | - | - | - |
42 | 1.9 | - | - | - | - | - | - | - |
43 | 2.2 | - | - | - | - | - | - | - |
44 | 2.1 | - | - | - | - | - | - | - |
45 | 2.4 | - | - | - | - | - | - | - |
46 | 2.6 | - | - | - | - | - | - | - |
47 | 2.8 | - | - | - | - | - | - | - |
48 | 2.7 | - | - | - | - | - | - | - |
49 | 2.6 | - | - | - | - | - | - | - |
50 | 2.9 | 2.671 | 2.1877 | 3.2026 | 0.1993 | 0.6033 | 1 | 0.6033 |
51 | 2.8 | 2.862 | 2.1673 | 3.6531 | 0.439 | 0.4625 | 0.9999 | 0.7418 |
52 | 2.2 | 2.7627 | 1.9411 | 3.7289 | 0.1269 | 0.4698 | 0.9844 | 0.6293 |
53 | 2.2 | 2.6322 | 1.7211 | 3.7362 | 0.2214 | 0.7786 | 0.9302 | 0.5228 |
54 | 2.2 | 2.6683 | 1.6547 | 3.923 | 0.2322 | 0.7678 | 0.885 | 0.5425 |
55 | 2 | 2.3515 | 1.3298 | 3.6624 | 0.2996 | 0.5896 | 0.5896 | 0.3551 |
56 | 2 | 2.7412 | 1.5497 | 4.2701 | 0.171 | 0.829 | 0.7944 | 0.5718 |
57 | 1.7 | 2.519 | 1.318 | 4.1058 | 0.1558 | 0.7393 | 0.5585 | 0.4602 |
58 | 1.4 | 2.4508 | 1.2094 | 4.126 | 0.1095 | 0.8101 | 0.4307 | 0.4307 |
59 | 1.3 | 2.4317 | 1.1416 | 4.204 | 0.1054 | 0.8731 | 0.3419 | 0.4262 |
60 | 1.4 | 2.6007 | 1.205 | 4.5266 | 0.1109 | 0.9072 | 0.4597 | 0.5003 |
61 | 1.3 | 2.5039 | 1.0911 | 4.4953 | 0.118 | 0.8614 | 0.4623 | 0.4623 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.1015 | 0.0857 | 0 | 0.0524 | 0 | 0 |
51 | 0.141 | -0.0217 | 0.0537 | 0.0038 | 0.0281 | 0.1677 |
52 | 0.1784 | -0.2037 | 0.1037 | 0.3166 | 0.1243 | 0.3526 |
53 | 0.214 | -0.1642 | 0.1188 | 0.1868 | 0.1399 | 0.3741 |
54 | 0.2399 | -0.1755 | 0.1302 | 0.2193 | 0.1558 | 0.3947 |
55 | 0.2844 | -0.1495 | 0.1334 | 0.1235 | 0.1504 | 0.3878 |
56 | 0.2846 | -0.2704 | 0.1529 | 0.5493 | 0.2074 | 0.4554 |
57 | 0.3214 | -0.3251 | 0.1745 | 0.6708 | 0.2653 | 0.5151 |
58 | 0.3488 | -0.4288 | 0.2027 | 1.1041 | 0.3585 | 0.5988 |
59 | 0.3718 | -0.4654 | 0.229 | 1.2808 | 0.4508 | 0.6714 |
60 | 0.3778 | -0.4617 | 0.2501 | 1.4416 | 0.5408 | 0.7354 |
61 | 0.4058 | -0.4808 | 0.2694 | 1.4495 | 0.6166 | 0.7852 |