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[44]) |
32 | 2.833 | - | - | - | - | - | - | - |
33 | 2.836 | - | - | - | - | - | - | - |
34 | 2.866 | - | - | - | - | - | - | - |
35 | 2.893 | - | - | - | - | - | - | - |
36 | 2.897 | - | - | - | - | - | - | - |
37 | 2.897 | - | - | - | - | - | - | - |
38 | 2.913 | - | - | - | - | - | - | - |
39 | 2.921 | - | - | - | - | - | - | - |
40 | 2.922 | - | - | - | - | - | - | - |
41 | 2.924 | - | - | - | - | - | - | - |
42 | 2.924 | - | - | - | - | - | - | - |
43 | 2.945 | - | - | - | - | - | - | - |
44 | 2.948 | - | - | - | - | - | - | - |
45 | 2.952 | 2.951 | 2.9352 | 2.9668 | 0.451 | 0.6454 | 1 | 0.6454 |
46 | 2.968 | 2.967 | 2.9447 | 2.9894 | 0.4656 | 0.906 | 1 | 0.9523 |
47 | 2.987 | 2.9817 | 2.9543 | 3.0091 | 0.352 | 0.8365 | 1 | 0.9921 |
48 | 2.997 | 2.984 | 2.9524 | 3.0156 | 0.2108 | 0.4271 | 1 | 0.9873 |
49 | 3.002 | 2.986 | 2.9507 | 3.0214 | 0.1882 | 0.2718 | 1 | 0.9826 |
50 | 3.012 | 2.9975 | 2.959 | 3.0361 | 0.231 | 0.4104 | 1 | 0.9942 |
51 | 3.027 | 3.0091 | 2.9676 | 3.0505 | 0.198 | 0.4445 | 1 | 0.9981 |
52 | 3.032 | 3.0148 | 2.9706 | 3.059 | 0.2228 | 0.2942 | 1 | 0.9985 |
53 | 3.036 | 3.0216 | 2.9748 | 3.0683 | 0.2724 | 0.3308 | 1 | 0.999 |
54 | 3.039 | 3.0271 | 2.9779 | 3.0763 | 0.3171 | 0.3608 | 1 | 0.9992 |
55 | 3.048 | 3.0416 | 2.99 | 3.0931 | 0.4033 | 0.5388 | 0.9999 | 0.9998 |
56 | 3.05 | 3.0493 | 2.9956 | 3.1031 | 0.4901 | 0.5192 | 0.9999 | 0.9999 |
57 | 3.089 | 3.0523 | 2.9952 | 3.1095 | 0.1042 | 0.5318 | 0.9997 | 0.9998 |
58 | 3.093 | 3.0683 | 3.008 | 3.1287 | 0.2114 | 0.251 | 0.9994 | 1 |
59 | 3.094 | 3.083 | 3.0197 | 3.1464 | 0.3669 | 0.3786 | 0.9985 | 1 |
60 | 3.098 | 3.0854 | 3.0191 | 3.1516 | 0.3541 | 0.399 | 0.9955 | 1 |
61 | 3.104 | 3.0874 | 3.0184 | 3.1564 | 0.3183 | 0.3813 | 0.9923 | 1 |
62 | 3.106 | 3.0989 | 3.0275 | 3.1702 | 0.4223 | 0.4439 | 0.9915 | 1 |
63 | 3.116 | 3.1104 | 3.0368 | 3.184 | 0.4404 | 0.5463 | 0.9868 | 1 |
64 | 3.119 | 3.1161 | 3.0403 | 3.1919 | 0.4703 | 0.5013 | 0.9852 | 1 |
65 | 3.124 | 3.1229 | 3.0449 | 3.2008 | 0.4887 | 0.5388 | 0.9855 | 1 |
66 | 3.131 | 3.1284 | 3.0484 | 3.2084 | 0.4744 | 0.5427 | 0.9857 | 1 |
67 | 3.147 | 3.1429 | 3.0608 | 3.2249 | 0.4608 | 0.6118 | 0.9883 | 1 |
68 | 3.156 | 3.1506 | 3.0666 | 3.2347 | 0.4502 | 0.5338 | 0.9906 | 1 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
45 | 0.0027 | 3e-04 | 0 | 0 | 0 | 0 |
46 | 0.0038 | 3e-04 | 3e-04 | 0 | 0 | 0.001 |
47 | 0.0047 | 0.0018 | 8e-04 | 0 | 0 | 0.0032 |
48 | 0.0054 | 0.0043 | 0.0017 | 2e-04 | 0 | 0.007 |
49 | 0.006 | 0.0053 | 0.0024 | 3e-04 | 1e-04 | 0.0095 |
50 | 0.0066 | 0.0048 | 0.0028 | 2e-04 | 1e-04 | 0.0105 |
51 | 0.007 | 0.006 | 0.0033 | 3e-04 | 1e-04 | 0.0119 |
52 | 0.0075 | 0.0057 | 0.0036 | 3e-04 | 2e-04 | 0.0126 |
53 | 0.0079 | 0.0048 | 0.0037 | 2e-04 | 2e-04 | 0.0129 |
54 | 0.0083 | 0.0039 | 0.0037 | 1e-04 | 2e-04 | 0.0128 |
55 | 0.0086 | 0.0021 | 0.0036 | 0 | 2e-04 | 0.0123 |
56 | 0.009 | 2e-04 | 0.0033 | 0 | 1e-04 | 0.0118 |
57 | 0.0095 | 0.012 | 0.004 | 0.0013 | 2e-04 | 0.0152 |
58 | 0.01 | 0.008 | 0.0043 | 6e-04 | 3e-04 | 0.0161 |
59 | 0.0105 | 0.0036 | 0.0042 | 1e-04 | 2e-04 | 0.0158 |
60 | 0.011 | 0.0041 | 0.0042 | 2e-04 | 2e-04 | 0.0156 |
61 | 0.0114 | 0.0054 | 0.0043 | 3e-04 | 2e-04 | 0.0157 |
62 | 0.0117 | 0.0023 | 0.0042 | 1e-04 | 2e-04 | 0.0153 |
63 | 0.0121 | 0.0018 | 0.004 | 0 | 2e-04 | 0.015 |
64 | 0.0124 | 9e-04 | 0.0039 | 0 | 2e-04 | 0.0146 |
65 | 0.0127 | 4e-04 | 0.0037 | 0 | 2e-04 | 0.0143 |
66 | 0.013 | 8e-04 | 0.0036 | 0 | 2e-04 | 0.014 |
67 | 0.0133 | 0.0013 | 0.0035 | 0 | 2e-04 | 0.0137 |
68 | 0.0136 | 0.0017 | 0.0034 | 0 | 2e-04 | 0.0134 |