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 | 8.6 | - | - | - | - | - | - | - |
38 | 8.7 | - | - | - | - | - | - | - |
39 | 8.7 | - | - | - | - | - | - | - |
40 | 8.6 | - | - | - | - | - | - | - |
41 | 8.4 | - | - | - | - | - | - | - |
42 | 8.4 | - | - | - | - | - | - | - |
43 | 8.7 | - | - | - | - | - | - | - |
44 | 8.7 | - | - | - | - | - | - | - |
45 | 8.5 | - | - | - | - | - | - | - |
46 | 8.3 | - | - | - | - | - | - | - |
47 | 8.3 | - | - | - | - | - | - | - |
48 | 8.3 | - | - | - | - | - | - | - |
49 | 8.1 | - | - | - | - | - | - | - |
50 | 8.2 | 8.2011 | 7.6275 | 8.7747 | 0.4985 | 0.6351 | 0.0441 | 0.6351 |
51 | 8.1 | 8.1696 | 7.3575 | 8.9817 | 0.4333 | 0.4707 | 0.1002 | 0.5667 |
52 | 8.1 | 8.6223 | 7.6333 | 9.6112 | 0.1503 | 0.8497 | 0.5176 | 0.8497 |
53 | 7.9 | 8.433 | 7.4285 | 9.4374 | 0.1492 | 0.7421 | 0.5256 | 0.7421 |
54 | 7.7 | 8.4426 | 7.4232 | 9.4621 | 0.0767 | 0.8516 | 0.5327 | 0.745 |
55 | 8.1 | 8.3114 | 7.2746 | 9.3482 | 0.3447 | 0.8761 | 0.2313 | 0.6553 |
56 | 8 | 8.303 | 7.1721 | 9.434 | 0.2997 | 0.6375 | 0.2457 | 0.6375 |
57 | 7.7 | 8.1183 | 6.9 | 9.3367 | 0.2505 | 0.5755 | 0.2696 | 0.5118 |
58 | 7.8 | 8.1826 | 6.8877 | 9.4774 | 0.2813 | 0.7674 | 0.4295 | 0.5497 |
59 | 7.6 | 8.1889 | 6.8681 | 9.5096 | 0.1911 | 0.718 | 0.4345 | 0.5525 |
60 | 7.4 | 8.1686 | 6.8226 | 9.5146 | 0.1315 | 0.7962 | 0.4241 | 0.5398 |
61 | 7.7 | 7.8825 | 6.5092 | 9.2558 | 0.3973 | 0.7545 | 0.3781 | 0.3781 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0357 | -1e-04 | 0 | 0 | 0 | 3e-04 |
51 | 0.0507 | -0.0085 | 7e-04 | 0.0048 | 4e-04 | 0.0201 |
52 | 0.0585 | -0.0606 | 0.005 | 0.2727 | 0.0227 | 0.1508 |
53 | 0.0608 | -0.0632 | 0.0053 | 0.284 | 0.0237 | 0.1539 |
54 | 0.0616 | -0.088 | 0.0073 | 0.5515 | 0.046 | 0.2144 |
55 | 0.0636 | -0.0254 | 0.0021 | 0.0447 | 0.0037 | 0.061 |
56 | 0.0695 | -0.0365 | 0.003 | 0.0918 | 0.0077 | 0.0875 |
57 | 0.0766 | -0.0515 | 0.0043 | 0.175 | 0.0146 | 0.1208 |
58 | 0.0807 | -0.0468 | 0.0039 | 0.1464 | 0.0122 | 0.1104 |
59 | 0.0823 | -0.0719 | 0.006 | 0.3468 | 0.0289 | 0.17 |
60 | 0.0841 | -0.0941 | 0.0078 | 0.5908 | 0.0492 | 0.2219 |
61 | 0.0889 | -0.0232 | 0.0019 | 0.0333 | 0.0028 | 0.0527 |