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[48]) |
36 | 22 | - | - | - | - | - | - | - |
37 | 23 | - | - | - | - | - | - | - |
38 | 23 | - | - | - | - | - | - | - |
39 | 22 | - | - | - | - | - | - | - |
40 | 20 | - | - | - | - | - | - | - |
41 | 21 | - | - | - | - | - | - | - |
42 | 21 | - | - | - | - | - | - | - |
43 | 20 | - | - | - | - | - | - | - |
44 | 20 | - | - | - | - | - | - | - |
45 | 17 | - | - | - | - | - | - | - |
46 | 18 | - | - | - | - | - | - | - |
47 | 19 | - | - | - | - | - | - | - |
48 | 19 | - | - | - | - | - | - | - |
49 | 20 | 18.1912 | 15.2772 | 21.1053 | 0.1119 | 0.2932 | 6e-04 | 0.2932 |
50 | 21 | 18.3759 | 15.3015 | 21.4503 | 0.0472 | 0.1502 | 0.0016 | 0.3454 |
51 | 20 | 18.6226 | 15.4097 | 21.8355 | 0.2004 | 0.0735 | 0.0197 | 0.409 |
52 | 21 | 18.6594 | 15.3432 | 21.9755 | 0.0833 | 0.2141 | 0.2141 | 0.4202 |
53 | 19 | 18.4573 | 14.7762 | 22.1383 | 0.3863 | 0.0879 | 0.0879 | 0.3863 |
54 | 22 | 18.4877 | 14.6313 | 22.3442 | 0.0371 | 0.3973 | 0.1008 | 0.3973 |
55 | 20 | 18.5468 | 14.5276 | 22.5661 | 0.2393 | 0.0461 | 0.2393 | 0.4126 |
56 | 18 | 18.5649 | 14.4044 | 22.7253 | 0.3951 | 0.2495 | 0.2495 | 0.4188 |
57 | 16 | 18.5152 | 14.1627 | 22.8677 | 0.1287 | 0.5917 | 0.7525 | 0.4136 |
58 | 17 | 18.5191 | 14.0106 | 23.0277 | 0.2545 | 0.8633 | 0.5893 | 0.4172 |
59 | 18 | 18.5329 | 13.8747 | 23.1911 | 0.4113 | 0.7405 | 0.4221 | 0.4221 |
60 | 19 | 18.5394 | 13.7415 | 23.3374 | 0.4254 | 0.5872 | 0.4254 | 0.4254 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0817 | 0.0994 | 0.0083 | 3.2716 | 0.2726 | 0.5221 |
50 | 0.0854 | 0.1428 | 0.0119 | 6.8859 | 0.5738 | 0.7575 |
51 | 0.088 | 0.074 | 0.0062 | 1.8972 | 0.1581 | 0.3976 |
52 | 0.0907 | 0.1254 | 0.0105 | 5.4786 | 0.4566 | 0.6757 |
53 | 0.1018 | 0.0294 | 0.0025 | 0.2945 | 0.0245 | 0.1567 |
54 | 0.1064 | 0.19 | 0.0158 | 12.3359 | 1.028 | 1.0139 |
55 | 0.1106 | 0.0784 | 0.0065 | 2.1116 | 0.176 | 0.4195 |
56 | 0.1143 | -0.0304 | 0.0025 | 0.3191 | 0.0266 | 0.1631 |
57 | 0.1199 | -0.1358 | 0.0113 | 6.3262 | 0.5272 | 0.7261 |
58 | 0.1242 | -0.082 | 0.0068 | 2.3077 | 0.1923 | 0.4385 |
59 | 0.1282 | -0.0288 | 0.0024 | 0.2839 | 0.0237 | 0.1538 |
60 | 0.132 | 0.0248 | 0.0021 | 0.2121 | 0.0177 | 0.133 |