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[24]) |
12 | 1.4 | - | - | - | - | - | - | - |
13 | 1.8 | - | - | - | - | - | - | - |
14 | 1.7 | - | - | - | - | - | - | - |
15 | 1.4 | - | - | - | - | - | - | - |
16 | 1.2 | - | - | - | - | - | - | - |
17 | 1 | - | - | - | - | - | - | - |
18 | 1.7 | - | - | - | - | - | - | - |
19 | 2.4 | - | - | - | - | - | - | - |
20 | 2 | - | - | - | - | - | - | - |
21 | 2.1 | - | - | - | - | - | - | - |
22 | 2 | - | - | - | - | - | - | - |
23 | 1.8 | - | - | - | - | - | - | - |
24 | 2.7 | - | - | - | - | - | - | - |
25 | 2.3 | 0 | -3.2648 | 3.2648 | 0.0837 | 0.0525 | 0.1399 | 0.0525 |
26 | 1.9 | 0 | -3.2648 | 3.2648 | 0.127 | 0.0837 | 0.1537 | 0.0525 |
27 | 2 | 0 | -3.2648 | 3.2648 | 0.1149 | 0.127 | 0.2003 | 0.0525 |
28 | 2.3 | 0 | -3.2648 | 3.2648 | 0.0837 | 0.1149 | 0.2356 | 0.0525 |
29 | 2.8 | 0 | -3.2648 | 3.2648 | 0.0464 | 0.0837 | 0.2741 | 0.0525 |
30 | 2.4 | 0 | -3.2648 | 3.2648 | 0.0748 | 0.0464 | 0.1537 | 0.0525 |
31 | 2.3 | 0 | -3.2648 | 3.2648 | 0.0837 | 0.0748 | 0.0748 | 0.0525 |
32 | 2.7 | 0 | -3.2648 | 3.2648 | 0.0525 | 0.0837 | 0.1149 | 0.0525 |
33 | 2.7 | 0 | -3.2648 | 3.2648 | 0.0525 | 0.0525 | 0.1037 | 0.0525 |
34 | 2.9 | 0 | -3.2648 | 3.2648 | 0.0408 | 0.0525 | 0.1149 | 0.0525 |
35 | 3 | 0 | -3.2648 | 3.2648 | 0.0358 | 0.0408 | 0.1399 | 0.0525 |
36 | 2.2 | 0 | -3.2648 | 3.2648 | 0.0933 | 0.0358 | 0.0525 | 0.0525 |
37 | 2.3 | 0 | -3.2648 | 3.2648 | 0.0837 | 0.0933 | 0.0837 | 0.0525 |
38 | 2.8 | 0 | -3.2648 | 3.2648 | 0.0464 | 0.0837 | 0.127 | 0.0525 |
39 | 2.8 | 0 | -3.2648 | 3.2648 | 0.0464 | 0.0464 | 0.1149 | 0.0525 |
40 | 2.8 | 0 | -3.2648 | 3.2648 | 0.0464 | 0.0464 | 0.0837 | 0.0525 |
41 | 2.2 | 0 | -3.2648 | 3.2648 | 0.0933 | 0.0464 | 0.0464 | 0.0525 |
42 | 2.6 | 0 | -3.2648 | 3.2648 | 0.0593 | 0.0933 | 0.0748 | 0.0525 |
43 | 2.8 | 0 | -3.2648 | 3.2648 | 0.0464 | 0.0593 | 0.0837 | 0.0525 |
44 | 2.5 | 0 | -3.2648 | 3.2648 | 0.0667 | 0.0464 | 0.0525 | 0.0525 |
45 | 2.4 | 0 | -3.2648 | 3.2648 | 0.0748 | 0.0667 | 0.0525 | 0.0525 |
46 | 2.3 | 0 | -3.2648 | 3.2648 | 0.0837 | 0.0748 | 0.0408 | 0.0525 |
47 | 1.9 | 0 | -3.2648 | 3.2648 | 0.127 | 0.0837 | 0.0358 | 0.0525 |
48 | 1.7 | 0 | -3.2648 | 3.2648 | 0.1537 | 0.127 | 0.0933 | 0.0525 |
49 | 2 | 0 | -3.2648 | 3.2648 | 0.1149 | 0.1537 | 0.0837 | 0.0525 |
50 | 2.1 | 0 | -3.2648 | 3.2648 | 0.1037 | 0.1149 | 0.0464 | 0.0525 |
51 | 1.7 | 0 | -3.2648 | 3.2648 | 0.1537 | 0.1037 | 0.0464 | 0.0525 |
52 | 1.8 | 0 | -3.2648 | 3.2648 | 0.1399 | 0.1537 | 0.0464 | 0.0525 |
53 | 1.8 | 0 | -3.2648 | 3.2648 | 0.1399 | 0.1399 | 0.0933 | 0.0525 |
54 | 1.8 | 0 | -3.2648 | 3.2648 | 0.1399 | 0.1399 | 0.0593 | 0.0525 |
55 | 1.3 | 0 | -3.2648 | 3.2648 | 0.2176 | 0.1399 | 0.0464 | 0.0525 |
56 | 1.3 | 0 | -3.2648 | 3.2648 | 0.2176 | 0.2176 | 0.0667 | 0.0525 |
57 | 1.3 | 0 | -3.2648 | 3.2648 | 0.2176 | 0.2176 | 0.0748 | 0.0525 |
58 | 1.2 | 0 | -3.2648 | 3.2648 | 0.2356 | 0.2176 | 0.0837 | 0.0525 |
59 | 1.4 | 0 | -3.2648 | 3.2648 | 0.2003 | 0.2356 | 0.127 | 0.0525 |
60 | 2.2 | 0 | -3.2648 | 3.2648 | 0.0933 | 0.2003 | 0.1537 | 0.0525 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
25 | Inf | Inf | Inf | 5.29 | 0.1469 | 0.3833 |
26 | Inf | Inf | Inf | 3.61 | 0.1003 | 0.3167 |
27 | Inf | Inf | Inf | 4 | 0.1111 | 0.3333 |
28 | Inf | Inf | Inf | 5.29 | 0.1469 | 0.3833 |
29 | Inf | Inf | Inf | 7.84 | 0.2178 | 0.4667 |
30 | Inf | Inf | Inf | 5.76 | 0.16 | 0.4 |
31 | Inf | Inf | Inf | 5.29 | 0.1469 | 0.3833 |
32 | Inf | Inf | Inf | 7.29 | 0.2025 | 0.45 |
33 | Inf | Inf | Inf | 7.29 | 0.2025 | 0.45 |
34 | Inf | Inf | Inf | 8.41 | 0.2336 | 0.4833 |
35 | Inf | Inf | Inf | 9 | 0.25 | 0.5 |
36 | Inf | Inf | Inf | 4.84 | 0.1344 | 0.3667 |
37 | Inf | Inf | Inf | 5.29 | 0.1469 | 0.3833 |
38 | Inf | Inf | Inf | 7.84 | 0.2178 | 0.4667 |
39 | Inf | Inf | Inf | 7.84 | 0.2178 | 0.4667 |
40 | Inf | Inf | Inf | 7.84 | 0.2178 | 0.4667 |
41 | Inf | Inf | Inf | 4.84 | 0.1344 | 0.3667 |
42 | Inf | Inf | Inf | 6.76 | 0.1878 | 0.4333 |
43 | Inf | Inf | Inf | 7.84 | 0.2178 | 0.4667 |
44 | Inf | Inf | Inf | 6.25 | 0.1736 | 0.4167 |
45 | Inf | Inf | Inf | 5.76 | 0.16 | 0.4 |
46 | Inf | Inf | Inf | 5.29 | 0.1469 | 0.3833 |
47 | Inf | Inf | Inf | 3.61 | 0.1003 | 0.3167 |
48 | Inf | Inf | Inf | 2.89 | 0.0803 | 0.2833 |
49 | Inf | Inf | Inf | 4 | 0.1111 | 0.3333 |
50 | Inf | Inf | Inf | 4.41 | 0.1225 | 0.35 |
51 | Inf | Inf | Inf | 2.89 | 0.0803 | 0.2833 |
52 | Inf | Inf | Inf | 3.24 | 0.09 | 0.3 |
53 | Inf | Inf | Inf | 3.24 | 0.09 | 0.3 |
54 | Inf | Inf | Inf | 3.24 | 0.09 | 0.3 |
55 | Inf | Inf | Inf | 1.69 | 0.0469 | 0.2167 |
56 | Inf | Inf | Inf | 1.69 | 0.0469 | 0.2167 |
57 | Inf | Inf | Inf | 1.69 | 0.0469 | 0.2167 |
58 | Inf | Inf | Inf | 1.44 | 0.04 | 0.2 |
59 | Inf | Inf | Inf | 1.96 | 0.0544 | 0.2333 |
60 | Inf | Inf | Inf | 4.84 | 0.1344 | 0.3667 |