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[39]) |
27 | 8.6 | - | - | - | - | - | - | - |
28 | 8.6 | - | - | - | - | - | - | - |
29 | 8.5 | - | - | - | - | - | - | - |
30 | 8.1 | - | - | - | - | - | - | - |
31 | 8.1 | - | - | - | - | - | - | - |
32 | 8 | - | - | - | - | - | - | - |
33 | 8.6 | - | - | - | - | - | - | - |
34 | 8.7 | - | - | - | - | - | - | - |
35 | 8.7 | - | - | - | - | - | - | - |
36 | 8.6 | - | - | - | - | - | - | - |
37 | 8.4 | - | - | - | - | - | - | - |
38 | 8.4 | - | - | - | - | - | - | - |
39 | 8.7 | - | - | - | - | - | - | - |
40 | 8.7 | 8.8078 | 8.3193 | 9.2963 | 0.3327 | 0.6673 | 0.7978 | 0.6673 |
41 | 8.5 | 8.7827 | 8.0605 | 9.505 | 0.2214 | 0.5888 | 0.7786 | 0.5888 |
42 | 8.3 | 8.6668 | 7.7661 | 9.5674 | 0.2124 | 0.6417 | 0.8913 | 0.4712 |
43 | 8.3 | 8.5948 | 7.6645 | 9.5251 | 0.2673 | 0.7327 | 0.8514 | 0.4123 |
44 | 8.3 | 8.5328 | 7.5854 | 9.4803 | 0.315 | 0.685 | 0.8648 | 0.3647 |
45 | 8.1 | 8.6229 | 7.6605 | 9.5852 | 0.1435 | 0.7446 | 0.5186 | 0.4376 |
46 | 8.2 | 8.7012 | 7.6743 | 9.7281 | 0.1694 | 0.8744 | 0.5009 | 0.5009 |
47 | 8.1 | 8.7143 | 7.6089 | 9.8197 | 0.138 | 0.8191 | 0.5101 | 0.5101 |
48 | 8.1 | 8.7519 | 7.5691 | 9.9347 | 0.14 | 0.86 | 0.5994 | 0.5343 |
49 | 7.9 | 8.6505 | 7.4293 | 9.8716 | 0.1142 | 0.8115 | 0.6562 | 0.4683 |
50 | 7.7 | 8.6433 | 7.3945 | 9.8922 | 0.0694 | 0.8783 | 0.6487 | 0.4646 |
51 | 8.1 | 8.752 | 7.4784 | 10.0256 | 0.1579 | 0.9473 | 0.5319 | 0.5319 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
40 | 0.0283 | -0.0122 | 0.001 | 0.0116 | 0.001 | 0.0311 |
41 | 0.042 | -0.0322 | 0.0027 | 0.0799 | 0.0067 | 0.0816 |
42 | 0.053 | -0.0423 | 0.0035 | 0.1345 | 0.0112 | 0.1059 |
43 | 0.0552 | -0.0343 | 0.0029 | 0.0869 | 0.0072 | 0.0851 |
44 | 0.0566 | -0.0273 | 0.0023 | 0.0542 | 0.0045 | 0.0672 |
45 | 0.0569 | -0.0606 | 0.0051 | 0.2734 | 0.0228 | 0.1509 |
46 | 0.0602 | -0.0576 | 0.0048 | 0.2512 | 0.0209 | 0.1447 |
47 | 0.0647 | -0.0705 | 0.0059 | 0.3774 | 0.0314 | 0.1773 |
48 | 0.069 | -0.0745 | 0.0062 | 0.425 | 0.0354 | 0.1882 |
49 | 0.072 | -0.0868 | 0.0072 | 0.5632 | 0.0469 | 0.2166 |
50 | 0.0737 | -0.1091 | 0.0091 | 0.8899 | 0.0742 | 0.2723 |
51 | 0.0742 | -0.0745 | 0.0062 | 0.425 | 0.0354 | 0.1882 |