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[51]) |
47 | 20.4 | - | - | - | - | - | - | - |
48 | 20.91 | - | - | - | - | - | - | - |
49 | 21.95 | - | - | - | - | - | - | - |
50 | 21.83 | - | - | - | - | - | - | - |
51 | 22.27 | - | - | - | - | - | - | - |
52 | 21.99 | 22.119 | 20.4532 | 23.9204 | 0.4442 | 0.4347 | 0.9058 | 0.4347 |
53 | 21.66 | 21.9596 | 19.7815 | 24.3775 | 0.4041 | 0.4902 | 0.5031 | 0.4007 |
54 | 20.32 | 21.9615 | 19.3643 | 24.9071 | 0.1374 | 0.5795 | 0.5349 | 0.4187 |
55 | 20.62 | 21.887 | 18.9505 | 25.2785 | 0.232 | 0.8174 | 0.4124 | 0.4124 |
56 | 20.28 | 21.8957 | 18.749 | 25.5706 | 0.1944 | 0.7519 | 0.4799 | 0.4209 |
57 | 20.79 | 21.8947 | 18.5456 | 25.8486 | 0.292 | 0.7883 | 0.5463 | 0.4262 |
58 | 22.86 | 21.8948 | 18.3586 | 26.1121 | 0.3269 | 0.6962 | 0.7679 | 0.4308 |
59 | 22.59 | 21.8948 | 18.1834 | 26.3638 | 0.3802 | 0.336 | 0.712 | 0.4346 |
60 | 23.29 | 21.8948 | 18.0183 | 26.6053 | 0.2808 | 0.3862 | 0.7492 | 0.438 |
61 | 21.87 | 21.8948 | 17.8621 | 26.838 | 0.4961 | 0.2901 | 0.6693 | 0.4409 |
62 | 21.52 | 21.8948 | 17.7135 | 27.0631 | 0.4435 | 0.5038 | 0.3572 | 0.4434 |
63 | 22 | 21.8948 | 17.5717 | 27.2815 | 0.4847 | 0.5542 | 0.4002 | 0.4457 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
52 | 0.0416 | -0.0058 | 0 | 0.0166 | 0 | 0 |
53 | 0.0562 | -0.0136 | 0.0097 | 0.0898 | 0.0532 | 0.2306 |
54 | 0.0684 | -0.0747 | 0.0314 | 2.6945 | 0.9336 | 0.9663 |
55 | 0.0791 | -0.0579 | 0.038 | 1.6053 | 1.1016 | 1.0496 |
56 | 0.0856 | -0.0738 | 0.0452 | 2.6105 | 1.4034 | 1.1846 |
57 | 0.0921 | -0.0505 | 0.0461 | 1.2204 | 1.3729 | 1.1717 |
58 | 0.0983 | 0.0441 | 0.0458 | 0.9316 | 1.3098 | 1.1445 |
59 | 0.1041 | 0.0318 | 0.044 | 0.4833 | 1.2065 | 1.0984 |
60 | 0.1098 | 0.0637 | 0.0462 | 1.9466 | 1.2887 | 1.1352 |
61 | 0.1152 | -0.0011 | 0.0417 | 6e-04 | 1.1599 | 1.077 |
62 | 0.1204 | -0.0171 | 0.0395 | 0.1405 | 1.0672 | 1.0331 |
63 | 0.1255 | 0.0048 | 0.0366 | 0.0111 | 0.9792 | 0.9896 |