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 | 18.8923 | 14.8865 | 22.898 | 0.2939 | 0.479 | 0.0222 | 0.479 |
50 | 21 | 20.1427 | 16.0064 | 24.2789 | 0.3423 | 0.5269 | 0.0879 | 0.7059 |
51 | 20 | 19.5725 | 15.3312 | 23.8137 | 0.4217 | 0.2547 | 0.131 | 0.6043 |
52 | 21 | 16.9344 | 12.5068 | 21.362 | 0.036 | 0.0874 | 0.0874 | 0.1803 |
53 | 19 | 17.71 | 12.7877 | 22.6323 | 0.3037 | 0.0951 | 0.0951 | 0.3037 |
54 | 22 | 18.0883 | 12.9869 | 23.1896 | 0.0664 | 0.3631 | 0.1316 | 0.3631 |
55 | 20 | 17.1666 | 11.8982 | 22.435 | 0.1459 | 0.0361 | 0.1459 | 0.2476 |
56 | 18 | 16.972 | 11.4991 | 22.4449 | 0.3564 | 0.1391 | 0.1391 | 0.2338 |
57 | 16 | 13.935 | 8.2144 | 19.6556 | 0.2396 | 0.0818 | 0.1468 | 0.0413 |
58 | 17 | 15.046 | 9.1464 | 20.9456 | 0.2581 | 0.3756 | 0.1632 | 0.0945 |
59 | 18 | 16.0551 | 9.9816 | 22.1285 | 0.2651 | 0.3802 | 0.171 | 0.171 |
60 | 19 | 15.9979 | 9.7409 | 22.2549 | 0.1735 | 0.2653 | 0.1735 | 0.1735 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1082 | 0.0586 | 0.0049 | 1.227 | 0.1023 | 0.3198 |
50 | 0.1048 | 0.0426 | 0.0035 | 0.735 | 0.0613 | 0.2475 |
51 | 0.1106 | 0.0218 | 0.0018 | 0.1828 | 0.0152 | 0.1234 |
52 | 0.1334 | 0.2401 | 0.02 | 16.5292 | 1.3774 | 1.1736 |
53 | 0.1418 | 0.0728 | 0.0061 | 1.6641 | 0.1387 | 0.3724 |
54 | 0.1439 | 0.2163 | 0.018 | 15.3017 | 1.2751 | 1.1292 |
55 | 0.1566 | 0.1651 | 0.0138 | 8.0283 | 0.669 | 0.8179 |
56 | 0.1645 | 0.0606 | 0.005 | 1.0568 | 0.0881 | 0.2968 |
57 | 0.2094 | 0.1482 | 0.0123 | 4.2643 | 0.3554 | 0.5961 |
58 | 0.2001 | 0.1299 | 0.0108 | 3.818 | 0.3182 | 0.5641 |
59 | 0.193 | 0.1211 | 0.0101 | 3.7828 | 0.3152 | 0.5615 |
60 | 0.1995 | 0.1877 | 0.0156 | 9.0127 | 0.7511 | 0.8666 |