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 | 1.9 | - | - | - | - | - | - | - |
37 | 2 | - | - | - | - | - | - | - |
38 | 2.3 | - | - | - | - | - | - | - |
39 | 2.8 | - | - | - | - | - | - | - |
40 | 2.4 | - | - | - | - | - | - | - |
41 | 2.3 | - | - | - | - | - | - | - |
42 | 2.7 | - | - | - | - | - | - | - |
43 | 2.7 | - | - | - | - | - | - | - |
44 | 2.9 | - | - | - | - | - | - | - |
45 | 3 | - | - | - | - | - | - | - |
46 | 2.2 | - | - | - | - | - | - | - |
47 | 2.3 | - | - | - | - | - | - | - |
48 | 2.8 | - | - | - | - | - | - | - |
49 | 2.8 | 2.9183 | 2.3745 | 3.4622 | 0.3349 | 0.6651 | 0.9995 | 0.6651 |
50 | 2.8 | 2.6469 | 1.8599 | 3.4339 | 0.3515 | 0.3515 | 0.8062 | 0.3515 |
51 | 2.2 | 2.3357 | 1.3806 | 3.2909 | 0.3903 | 0.1704 | 0.1704 | 0.1704 |
52 | 2.6 | 2.4889 | 1.3804 | 3.5973 | 0.4221 | 0.6953 | 0.5624 | 0.2911 |
53 | 2.8 | 2.4342 | 1.1985 | 3.6699 | 0.2809 | 0.3963 | 0.5843 | 0.2809 |
54 | 2.5 | 2.23 | 0.8739 | 3.5861 | 0.3482 | 0.205 | 0.2485 | 0.205 |
55 | 2.4 | 2.1534 | 0.6904 | 3.6164 | 0.3706 | 0.3212 | 0.232 | 0.1932 |
56 | 2.3 | 1.9305 | 0.3652 | 3.4958 | 0.3218 | 0.2783 | 0.1124 | 0.1381 |
57 | 1.9 | 1.9531 | 0.2938 | 3.6124 | 0.475 | 0.341 | 0.1081 | 0.1586 |
58 | 1.7 | 2.1507 | 0.4009 | 3.9005 | 0.3068 | 0.6106 | 0.478 | 0.2335 |
59 | 2 | 2.1931 | 0.3585 | 4.0277 | 0.4183 | 0.7008 | 0.4545 | 0.2584 |
60 | 2.1 | 2.0305 | 0.1138 | 3.9472 | 0.4717 | 0.5124 | 0.2157 | 0.2157 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0951 | -0.0405 | 0.0034 | 0.014 | 0.0012 | 0.0342 |
50 | 0.1517 | 0.0578 | 0.0048 | 0.0234 | 0.002 | 0.0442 |
51 | 0.2086 | -0.0581 | 0.0048 | 0.0184 | 0.0015 | 0.0392 |
52 | 0.2272 | 0.0447 | 0.0037 | 0.0123 | 0.001 | 0.0321 |
53 | 0.259 | 0.1503 | 0.0125 | 0.1338 | 0.0111 | 0.1056 |
54 | 0.3103 | 0.1211 | 0.0101 | 0.0729 | 0.0061 | 0.0779 |
55 | 0.3466 | 0.1145 | 0.0095 | 0.0608 | 0.0051 | 0.0712 |
56 | 0.4137 | 0.1914 | 0.0159 | 0.1365 | 0.0114 | 0.1067 |
57 | 0.4335 | -0.0272 | 0.0023 | 0.0028 | 2e-04 | 0.0153 |
58 | 0.4151 | -0.2096 | 0.0175 | 0.2031 | 0.0169 | 0.1301 |
59 | 0.4268 | -0.088 | 0.0073 | 0.0373 | 0.0031 | 0.0557 |
60 | 0.4816 | 0.0342 | 0.0029 | 0.0048 | 4e-04 | 0.0201 |