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 | 19 | - | - | - | - | - | - | - |
49 | 18.1 | - | - | - | - | - | - | - |
50 | 17.8 | - | - | - | - | - | - | - |
51 | 21.5 | - | - | - | - | - | - | - |
52 | 17.1 | - | - | - | - | - | - | - |
53 | 18.7 | - | - | - | - | - | - | - |
54 | 19 | - | - | - | - | - | - | - |
55 | 16.4 | - | - | - | - | - | - | - |
56 | 16.9 | - | - | - | - | - | - | - |
57 | 18.6 | - | - | - | - | - | - | - |
58 | 19.3 | - | - | - | - | - | - | - |
59 | 19.4 | - | - | - | - | - | - | - |
60 | 17.6 | - | - | - | - | - | - | - |
61 | 18.6 | 18.9113 | 17.4989 | 20.3236 | 0.3329 | 0.9656 | 0.8699 | 0.9656 |
62 | 18.1 | 18.3554 | 16.9432 | 19.7676 | 0.3615 | 0.3671 | 0.7796 | 0.8528 |
63 | 20.4 | 19.9843 | 18.464 | 21.5045 | 0.296 | 0.9924 | 0.0253 | 0.9989 |
64 | 18.1 | 19.0767 | 17.3424 | 20.811 | 0.1348 | 0.0674 | 0.9873 | 0.9524 |
65 | 19.6 | 18.2955 | 16.554 | 20.0369 | 0.071 | 0.5871 | 0.3244 | 0.7831 |
66 | 19.9 | 19.4707 | 17.5995 | 21.3419 | 0.3265 | 0.4461 | 0.689 | 0.975 |
67 | 19.2 | 17.7105 | 15.756 | 19.665 | 0.0676 | 0.0141 | 0.9056 | 0.5441 |
68 | 17.8 | 17.0156 | 15.0293 | 19.0018 | 0.2195 | 0.0156 | 0.5454 | 0.2821 |
69 | 19.2 | 19.3944 | 17.3069 | 21.4819 | 0.4276 | 0.9328 | 0.7721 | 0.954 |
70 | 22 | 19.8066 | 17.6663 | 21.9468 | 0.0223 | 0.7107 | 0.6786 | 0.9783 |
71 | 21.1 | 19.4932 | 17.3024 | 21.6839 | 0.0753 | 0.0125 | 0.5332 | 0.9548 |
72 | 19.5 | 19.5049 | 17.2423 | 21.7676 | 0.4983 | 0.0835 | 0.9505 | 0.9505 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0381 | -0.0165 | 0 | 0.0969 | 0 | 0 |
62 | 0.0393 | -0.0139 | 0.0152 | 0.0652 | 0.0811 | 0.2847 |
63 | 0.0388 | 0.0208 | 0.0171 | 0.1728 | 0.1117 | 0.3341 |
64 | 0.0464 | -0.0512 | 0.0256 | 0.9539 | 0.3222 | 0.5676 |
65 | 0.0486 | 0.0713 | 0.0347 | 1.7018 | 0.5981 | 0.7734 |
66 | 0.049 | 0.022 | 0.0326 | 0.1843 | 0.5292 | 0.7274 |
67 | 0.0563 | 0.0841 | 0.04 | 2.2187 | 0.7705 | 0.8778 |
68 | 0.0596 | 0.0461 | 0.0407 | 0.6153 | 0.7511 | 0.8667 |
69 | 0.0549 | -0.01 | 0.0373 | 0.0378 | 0.6719 | 0.8197 |
70 | 0.0551 | 0.1107 | 0.0447 | 4.8112 | 1.0858 | 1.042 |
71 | 0.0573 | 0.0824 | 0.0481 | 2.5819 | 1.2218 | 1.1054 |
72 | 0.0592 | -3e-04 | 0.0441 | 0 | 1.12 | 1.0583 |