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[49]) |
37 | 8.7 | - | - | - | - | - | - | - |
38 | 8.6 | - | - | - | - | - | - | - |
39 | 8.4 | - | - | - | - | - | - | - |
40 | 8.4 | - | - | - | - | - | - | - |
41 | 8.7 | - | - | - | - | - | - | - |
42 | 8.7 | - | - | - | - | - | - | - |
43 | 8.5 | - | - | - | - | - | - | - |
44 | 8.3 | - | - | - | - | - | - | - |
45 | 8.3 | - | - | - | - | - | - | - |
46 | 8.3 | - | - | - | - | - | - | - |
47 | 8.1 | - | - | - | - | - | - | - |
48 | 8.2 | - | - | - | - | - | - | - |
49 | 8.1 | - | - | - | - | - | - | - |
50 | 8.1 | 8.7245 | 8.2363 | 9.2418 | 0.009 | 0.991 | 0.6815 | 0.991 |
51 | 7.9 | 8.5629 | 7.8886 | 9.2948 | 0.0379 | 0.8924 | 0.6687 | 0.8924 |
52 | 7.7 | 8.6795 | 7.8473 | 9.5998 | 0.0185 | 0.9515 | 0.7241 | 0.8914 |
53 | 8.1 | 8.3902 | 7.5776 | 9.2899 | 0.2636 | 0.9337 | 0.2499 | 0.7364 |
54 | 8 | 8.3289 | 7.5158 | 9.2299 | 0.2372 | 0.6907 | 0.2097 | 0.6907 |
55 | 7.7 | 8.137 | 7.3369 | 9.0244 | 0.1672 | 0.6189 | 0.2114 | 0.5326 |
56 | 7.8 | 8.0574 | 7.1974 | 9.0201 | 0.3001 | 0.7666 | 0.3107 | 0.4654 |
57 | 7.6 | 8.045 | 7.1208 | 9.0891 | 0.2018 | 0.6772 | 0.3161 | 0.4589 |
58 | 7.4 | 8.1155 | 7.1211 | 9.2486 | 0.108 | 0.8137 | 0.3748 | 0.5107 |
59 | 7.7 | 8.2664 | 7.2357 | 9.4439 | 0.1729 | 0.9254 | 0.6091 | 0.6091 |
60 | 7.9 | 8.3781 | 7.3175 | 9.5924 | 0.2202 | 0.8631 | 0.6131 | 0.6732 |
61 | 7.6 | 8.2981 | 7.2326 | 9.5206 | 0.1315 | 0.7384 | 0.6246 | 0.6246 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0302 | -0.0716 | 0.006 | 0.39 | 0.0325 | 0.1803 |
51 | 0.0436 | -0.0774 | 0.0065 | 0.4395 | 0.0366 | 0.1914 |
52 | 0.0541 | -0.1128 | 0.0094 | 0.9594 | 0.0799 | 0.2828 |
53 | 0.0547 | -0.0346 | 0.0029 | 0.0842 | 0.007 | 0.0838 |
54 | 0.0552 | -0.0395 | 0.0033 | 0.1081 | 0.009 | 0.0949 |
55 | 0.0556 | -0.0537 | 0.0045 | 0.191 | 0.0159 | 0.1262 |
56 | 0.061 | -0.0319 | 0.0027 | 0.0662 | 0.0055 | 0.0743 |
57 | 0.0662 | -0.0553 | 0.0046 | 0.198 | 0.0165 | 0.1285 |
58 | 0.0712 | -0.0882 | 0.0073 | 0.5119 | 0.0427 | 0.2065 |
59 | 0.0727 | -0.0685 | 0.0057 | 0.3208 | 0.0267 | 0.1635 |
60 | 0.074 | -0.0571 | 0.0048 | 0.2286 | 0.019 | 0.138 |
61 | 0.0752 | -0.0841 | 0.007 | 0.4874 | 0.0406 | 0.2015 |