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 | 8.4 | - | - | - | - | - | - | - |
13 | 8.5 | - | - | - | - | - | - | - |
14 | 8.5 | - | - | - | - | - | - | - |
15 | 8.5 | - | - | - | - | - | - | - |
16 | 8.5 | - | - | - | - | - | - | - |
17 | 8.5 | - | - | - | - | - | - | - |
18 | 8.5 | - | - | - | - | - | - | - |
19 | 8.3 | - | - | - | - | - | - | - |
20 | 8.3 | - | - | - | - | - | - | - |
21 | 8.4 | - | - | - | - | - | - | - |
22 | 8.2 | - | - | - | - | - | - | - |
23 | 8.2 | - | - | - | - | - | - | - |
24 | 8.1 | - | - | - | - | - | - | - |
25 | 8.1 | 8.2265 | 8.0638 | 8.3924 | 0.0676 | 0.9324 | 6e-04 | 0.9324 |
26 | 8 | 8.2265 | 8.0256 | 8.4323 | 0.0155 | 0.8857 | 0.0046 | 0.8857 |
27 | 7.8 | 8.2265 | 7.9938 | 8.4659 | 2e-04 | 0.9681 | 0.0126 | 0.8497 |
28 | 7.9 | 8.2377 | 7.9769 | 8.5071 | 0.007 | 0.9993 | 0.0282 | 0.8419 |
29 | 7.8 | 8.2265 | 7.941 | 8.5221 | 0.0024 | 0.9848 | 0.0349 | 0.799 |
30 | 7.7 | 8.2265 | 7.9182 | 8.5468 | 6e-04 | 0.9955 | 0.0471 | 0.7805 |
31 | 7.9 | 8.0329 | 7.7111 | 8.3681 | 0.2185 | 0.9742 | 0.0591 | 0.3474 |
32 | 7.8 | 8.0218 | 7.6811 | 8.3775 | 0.1109 | 0.7488 | 0.0626 | 0.3332 |
33 | 7.7 | 8.1297 | 7.766 | 8.5104 | 0.0135 | 0.9552 | 0.082 | 0.5607 |
34 | 7.7 | 7.914 | 7.5428 | 8.3034 | 0.1407 | 0.8593 | 0.075 | 0.1746 |
35 | 7.6 | 7.914 | 7.5266 | 8.3213 | 0.0654 | 0.8484 | 0.0844 | 0.1854 |
36 | 7.5 | 7.8064 | 7.4089 | 8.2252 | 0.0758 | 0.8329 | 0.0847 | 0.0847 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
25 | 0.0103 | -0.0154 | 0.0013 | 0.016 | 0.0013 | 0.0365 |
26 | 0.0128 | -0.0275 | 0.0023 | 0.0513 | 0.0043 | 0.0654 |
27 | 0.0148 | -0.0518 | 0.0043 | 0.1819 | 0.0152 | 0.1231 |
28 | 0.0167 | -0.041 | 0.0034 | 0.1141 | 0.0095 | 0.0975 |
29 | 0.0183 | -0.0518 | 0.0043 | 0.1819 | 0.0152 | 0.1231 |
30 | 0.0199 | -0.064 | 0.0053 | 0.2772 | 0.0231 | 0.152 |
31 | 0.0213 | -0.0165 | 0.0014 | 0.0177 | 0.0015 | 0.0384 |
32 | 0.0226 | -0.0276 | 0.0023 | 0.0492 | 0.0041 | 0.064 |
33 | 0.0239 | -0.0529 | 0.0044 | 0.1846 | 0.0154 | 0.124 |
34 | 0.0251 | -0.027 | 0.0023 | 0.0458 | 0.0038 | 0.0618 |
35 | 0.0263 | -0.0397 | 0.0033 | 0.0986 | 0.0082 | 0.0906 |
36 | 0.0274 | -0.0392 | 0.0033 | 0.0939 | 0.0078 | 0.0884 |