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[60]) |
48 | 1.7 | - | - | - | - | - | - | - |
49 | 1.4 | - | - | - | - | - | - | - |
50 | 1.2 | - | - | - | - | - | - | - |
51 | 1 | - | - | - | - | - | - | - |
52 | 1.7 | - | - | - | - | - | - | - |
53 | 2.4 | - | - | - | - | - | - | - |
54 | 2 | - | - | - | - | - | - | - |
55 | 2.1 | - | - | - | - | - | - | - |
56 | 2 | - | - | - | - | - | - | - |
57 | 1.8 | - | - | - | - | - | - | - |
58 | 2.7 | - | - | - | - | - | - | - |
59 | 2.3 | - | - | - | - | - | - | - |
60 | 1.9 | - | - | - | - | - | - | - |
61 | 2 | 2.152 | 1.284 | 3.02 | 0.3657 | 0.7153 | 0.9553 | 0.7153 |
62 | 2.3 | 2.128 | 0.9004 | 3.3555 | 0.3918 | 0.581 | 0.9308 | 0.6421 |
63 | 2.8 | 2.2274 | 0.724 | 3.7308 | 0.2277 | 0.4623 | 0.9452 | 0.6652 |
64 | 2.4 | 1.8177 | 0.0817 | 3.5537 | 0.2555 | 0.1337 | 0.5529 | 0.463 |
65 | 2.3 | 1.5726 | -0.3683 | 3.5135 | 0.2313 | 0.2017 | 0.2017 | 0.3705 |
66 | 2.7 | 1.6069 | -0.5193 | 3.733 | 0.1568 | 0.2614 | 0.3585 | 0.3935 |
67 | 2.7 | 1.5777 | -0.7188 | 3.8742 | 0.1691 | 0.1691 | 0.3279 | 0.3916 |
68 | 2.9 | 1.5657 | -0.8894 | 4.0208 | 0.1434 | 0.1826 | 0.3644 | 0.3948 |
69 | 3 | 1.6651 | -0.9389 | 4.2691 | 0.1575 | 0.1763 | 0.4596 | 0.4298 |
70 | 2.2 | 1.156 | -1.5888 | 3.9009 | 0.228 | 0.094 | 0.1351 | 0.2976 |
71 | 2.3 | 1.2726 | -1.6063 | 4.1514 | 0.2421 | 0.2639 | 0.2421 | 0.3346 |
72 | 2.8 | 1.5948 | -1.412 | 4.6017 | 0.2161 | 0.3229 | 0.4212 | 0.4212 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.2058 | -0.0706 | 0.0059 | 0.0231 | 0.0019 | 0.0439 |
62 | 0.2943 | 0.0808 | 0.0067 | 0.0296 | 0.0025 | 0.0497 |
63 | 0.3444 | 0.2571 | 0.0214 | 0.3279 | 0.0273 | 0.1653 |
64 | 0.4873 | 0.3203 | 0.0267 | 0.3391 | 0.0283 | 0.1681 |
65 | 0.6297 | 0.4625 | 0.0385 | 0.5291 | 0.0441 | 0.21 |
66 | 0.6751 | 0.6803 | 0.0567 | 1.195 | 0.0996 | 0.3156 |
67 | 0.7426 | 0.7113 | 0.0593 | 1.2595 | 0.105 | 0.324 |
68 | 0.8 | 0.8522 | 0.071 | 1.7803 | 0.1484 | 0.3852 |
69 | 0.7979 | 0.8017 | 0.0668 | 1.7819 | 0.1485 | 0.3853 |
70 | 1.2114 | 0.9031 | 0.0753 | 1.0899 | 0.0908 | 0.3014 |
71 | 1.1542 | 0.8074 | 0.0673 | 1.0556 | 0.088 | 0.2966 |
72 | 0.9619 | 0.7557 | 0.063 | 1.4524 | 0.121 | 0.3479 |