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 | 1.7 | - | - | - | - | - | - | - |
39 | 1.2 | - | - | - | - | - | - | - |
40 | 1.6 | - | - | - | - | - | - | - |
41 | 1.6 | - | - | - | - | - | - | - |
42 | 1.9 | - | - | - | - | - | - | - |
43 | 2.1 | - | - | - | - | - | - | - |
44 | 1.8 | - | - | - | - | - | - | - |
45 | 2.1 | - | - | - | - | - | - | - |
46 | 2.7 | - | - | - | - | - | - | - |
47 | 3.2 | - | - | - | - | - | - | - |
48 | 3 | - | - | - | - | - | - | - |
49 | 3.1 | - | - | - | - | - | - | - |
50 | 3.7 | 2.9915 | 2.1574 | 4.4225 | 0.1659 | 0.4409 | 0.9615 | 0.4409 |
51 | 3.7 | 3.7695 | 2.294 | 7.3094 | 0.4846 | 0.5154 | 0.9226 | 0.6446 |
52 | 2.5 | 3.1 | 1.798 | 6.5694 | 0.3673 | 0.3673 | 0.8016 | 0.5 |
53 | 2.8 | 3.1 | 1.6724 | 7.6038 | 0.4481 | 0.603 | 0.7431 | 0.5 |
54 | 2.8 | 2.8141 | 1.4669 | 7.4419 | 0.4976 | 0.5024 | 0.6507 | 0.4518 |
55 | 2.5 | 2.6748 | 1.343 | 7.717 | 0.4729 | 0.4806 | 0.5884 | 0.4344 |
56 | 2.8 | 2.897 | 1.3548 | 10.0199 | 0.4893 | 0.5435 | 0.6186 | 0.4777 |
57 | 2.5 | 2.6748 | 1.2297 | 9.7002 | 0.4805 | 0.4861 | 0.5637 | 0.4528 |
58 | 1.6 | 2.3912 | 1.0973 | 8.7164 | 0.4032 | 0.4866 | 0.4619 | 0.4131 |
59 | 1.5 | 2.2402 | 1.0147 | 8.4755 | 0.408 | 0.5797 | 0.3814 | 0.3935 |
60 | 1.7 | 2.2943 | 0.9987 | 9.7829 | 0.4382 | 0.5823 | 0.4267 | 0.4165 |
61 | 1.3 | 2.2664 | 0.9614 | 10.4978 | 0.409 | 0.5536 | 0.4213 | 0.4213 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.2441 | 0.2368 | 0 | 0.502 | 0 | 0 |
51 | 0.4791 | -0.0184 | 0.1276 | 0.0048 | 0.2534 | 0.5034 |
52 | 0.571 | -0.1935 | 0.1496 | 0.36 | 0.2889 | 0.5375 |
53 | 0.7412 | -0.0968 | 0.1364 | 0.09 | 0.2392 | 0.4891 |
54 | 0.8391 | -0.005 | 0.1101 | 2e-04 | 0.1914 | 0.4375 |
55 | 0.9617 | -0.0654 | 0.1027 | 0.0306 | 0.1646 | 0.4057 |
56 | 1.2544 | -0.0335 | 0.0928 | 0.0094 | 0.1424 | 0.3774 |
57 | 1.34 | -0.0654 | 0.0894 | 0.0306 | 0.1284 | 0.3584 |
58 | 1.3496 | -0.3309 | 0.1162 | 0.626 | 0.1837 | 0.4286 |
59 | 1.4201 | -0.3304 | 0.1376 | 0.5479 | 0.2201 | 0.4692 |
60 | 1.6653 | -0.259 | 0.1487 | 0.3532 | 0.2322 | 0.4819 |
61 | 1.8531 | -0.4264 | 0.1718 | 0.9339 | 0.2907 | 0.5392 |