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 | 8.6 | - | - | - | - | - | - | - |
37 | 8.4 | - | - | - | - | - | - | - |
38 | 8.4 | - | - | - | - | - | - | - |
39 | 8.7 | - | - | - | - | - | - | - |
40 | 8.7 | - | - | - | - | - | - | - |
41 | 8.5 | - | - | - | - | - | - | - |
42 | 8.3 | - | - | - | - | - | - | - |
43 | 8.3 | - | - | - | - | - | - | - |
44 | 8.3 | - | - | - | - | - | - | - |
45 | 8.1 | - | - | - | - | - | - | - |
46 | 8.2 | - | - | - | - | - | - | - |
47 | 8.1 | - | - | - | - | - | - | - |
48 | 8.1 | - | - | - | - | - | - | - |
49 | 7.9 | 7.9772 | 7.5203 | 8.4341 | 0.3703 | 0.2991 | 0.0348 | 0.2991 |
50 | 7.7 | 8.0398 | 7.3667 | 8.7128 | 0.1612 | 0.658 | 0.1471 | 0.4304 |
51 | 8.1 | 8.1963 | 7.3607 | 9.0319 | 0.4107 | 0.8778 | 0.1187 | 0.5893 |
52 | 8 | 8.2385 | 7.3745 | 9.1024 | 0.2943 | 0.6233 | 0.1475 | 0.6233 |
53 | 7.7 | 8.1313 | 7.2501 | 9.0126 | 0.1687 | 0.6149 | 0.2061 | 0.5278 |
54 | 7.8 | 7.9839 | 7.0862 | 8.8816 | 0.3441 | 0.7323 | 0.245 | 0.3999 |
55 | 7.6 | 7.9516 | 6.9925 | 8.9106 | 0.2362 | 0.6216 | 0.2382 | 0.3808 |
56 | 7.4 | 7.9946 | 6.9635 | 9.0256 | 0.1292 | 0.7734 | 0.2808 | 0.4206 |
57 | 7.7 | 7.9373 | 6.8375 | 9.0372 | 0.3362 | 0.8308 | 0.3859 | 0.3859 |
58 | 7.8 | 7.9913 | 6.8557 | 9.1269 | 0.3706 | 0.6924 | 0.3593 | 0.4256 |
59 | 7.5 | 7.9369 | 6.7741 | 9.0996 | 0.2307 | 0.5912 | 0.3916 | 0.3916 |
60 | 7.2 | 7.8695 | 6.6813 | 9.0576 | 0.1347 | 0.7289 | 0.3519 | 0.3519 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0292 | -0.0097 | 8e-04 | 0.006 | 5e-04 | 0.0223 |
50 | 0.0427 | -0.0423 | 0.0035 | 0.1155 | 0.0096 | 0.0981 |
51 | 0.052 | -0.0117 | 0.001 | 0.0093 | 8e-04 | 0.0278 |
52 | 0.0535 | -0.0289 | 0.0024 | 0.0569 | 0.0047 | 0.0688 |
53 | 0.0553 | -0.053 | 0.0044 | 0.186 | 0.0155 | 0.1245 |
54 | 0.0574 | -0.023 | 0.0019 | 0.0338 | 0.0028 | 0.0531 |
55 | 0.0615 | -0.0442 | 0.0037 | 0.1236 | 0.0103 | 0.1015 |
56 | 0.0658 | -0.0744 | 0.0062 | 0.3535 | 0.0295 | 0.1716 |
57 | 0.0707 | -0.0299 | 0.0025 | 0.0563 | 0.0047 | 0.0685 |
58 | 0.0725 | -0.0239 | 0.002 | 0.0366 | 0.003 | 0.0552 |
59 | 0.0747 | -0.055 | 0.0046 | 0.1908 | 0.0159 | 0.1261 |
60 | 0.077 | -0.0851 | 0.0071 | 0.4482 | 0.0373 | 0.1933 |