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[59]) |
55 | 20.62 | - | - | - | - | - | - | - |
56 | 20.28 | - | - | - | - | - | - | - |
57 | 20.79 | - | - | - | - | - | - | - |
58 | 22.86 | - | - | - | - | - | - | - |
59 | 22.59 | - | - | - | - | - | - | - |
60 | 23.29 | 22.7149 | 21.0135 | 24.554 | 0.27 | 0.5529 | 0.9953 | 0.5529 |
61 | 21.87 | 22.5653 | 20.3205 | 25.0582 | 0.2923 | 0.2844 | 0.9186 | 0.4923 |
62 | 21.52 | 22.0939 | 19.4682 | 25.0737 | 0.3529 | 0.5585 | 0.3072 | 0.3721 |
63 | 22 | 22.1314 | 19.1443 | 25.5846 | 0.4703 | 0.6357 | 0.3973 | 0.3973 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
60 | 0.0413 | 0.0253 | 0 | 0.3308 | 0 | 0 |
61 | 0.0564 | -0.0308 | 0.0281 | 0.4835 | 0.4071 | 0.6381 |
62 | 0.0688 | -0.026 | 0.0274 | 0.3294 | 0.3812 | 0.6174 |
63 | 0.0796 | -0.0059 | 0.022 | 0.0173 | 0.2902 | 0.5387 |