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 | 7.9245 | 7.3627 | 8.4862 | 0.466 | 0.2701 | 0.0485 | 0.2701 |
50 | 7.7 | 7.9869 | 7.184 | 8.7898 | 0.2419 | 0.584 | 0.1566 | 0.3912 |
51 | 8.1 | 8.1147 | 7.127 | 9.1024 | 0.4884 | 0.7947 | 0.1227 | 0.5116 |
52 | 8 | 8.0962 | 7.0817 | 9.1108 | 0.4262 | 0.4971 | 0.1217 | 0.4971 |
53 | 7.7 | 7.8879 | 6.8503 | 8.9254 | 0.3613 | 0.4161 | 0.1238 | 0.3443 |
54 | 7.8 | 7.7311 | 6.6715 | 8.7906 | 0.4493 | 0.5229 | 0.1463 | 0.2475 |
55 | 7.6 | 7.7445 | 6.6028 | 8.8861 | 0.4021 | 0.462 | 0.1701 | 0.2708 |
56 | 7.4 | 7.7383 | 6.5153 | 8.9612 | 0.2939 | 0.5877 | 0.184 | 0.281 |
57 | 7.7 | 7.7199 | 6.42 | 9.0198 | 0.488 | 0.6852 | 0.2833 | 0.2833 |
58 | 7.8 | 7.8104 | 6.4736 | 9.1473 | 0.4939 | 0.5643 | 0.2839 | 0.3356 |
59 | 7.5 | 7.7258 | 6.3554 | 9.0961 | 0.3734 | 0.4577 | 0.2962 | 0.2962 |
60 | 7.2 | 7.7335 | 6.3309 | 9.1362 | 0.228 | 0.6279 | 0.3043 | 0.3043 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0362 | -0.0031 | 3e-04 | 6e-04 | 0 | 0.0071 |
50 | 0.0513 | -0.0359 | 0.003 | 0.0823 | 0.0069 | 0.0828 |
51 | 0.0621 | -0.0018 | 2e-04 | 2e-04 | 0 | 0.0042 |
52 | 0.0639 | -0.0119 | 0.001 | 0.0093 | 8e-04 | 0.0278 |
53 | 0.0671 | -0.0238 | 0.002 | 0.0353 | 0.0029 | 0.0542 |
54 | 0.0699 | 0.0089 | 7e-04 | 0.0048 | 4e-04 | 0.0199 |
55 | 0.0752 | -0.0187 | 0.0016 | 0.0209 | 0.0017 | 0.0417 |
56 | 0.0806 | -0.0437 | 0.0036 | 0.1144 | 0.0095 | 0.0976 |
57 | 0.0859 | -0.0026 | 2e-04 | 4e-04 | 0 | 0.0057 |
58 | 0.0873 | -0.0013 | 1e-04 | 1e-04 | 0 | 0.003 |
59 | 0.0905 | -0.0292 | 0.0024 | 0.051 | 0.0042 | 0.0652 |
60 | 0.0925 | -0.069 | 0.0057 | 0.2847 | 0.0237 | 0.154 |