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 | 2.3 | - | - | - | - | - | - | - |
37 | 2.8 | - | - | - | - | - | - | - |
38 | 2.8 | - | - | - | - | - | - | - |
39 | 2.8 | - | - | - | - | - | - | - |
40 | 2.2 | - | - | - | - | - | - | - |
41 | 2.6 | - | - | - | - | - | - | - |
42 | 2.8 | - | - | - | - | - | - | - |
43 | 2.5 | - | - | - | - | - | - | - |
44 | 2.4 | - | - | - | - | - | - | - |
45 | 2.3 | - | - | - | - | - | - | - |
46 | 1.9 | - | - | - | - | - | - | - |
47 | 1.7 | - | - | - | - | - | - | - |
48 | 2 | - | - | - | - | - | - | - |
49 | 2.1 | 1.6556 | 1.1228 | 2.1885 | 0.0511 | 0.1026 | 0 | 0.1026 |
50 | 1.7 | 1.6575 | 0.9303 | 2.3847 | 0.4544 | 0.1165 | 0.001 | 0.178 |
51 | 1.8 | 1.6573 | 0.7762 | 2.5385 | 0.3755 | 0.4622 | 0.0055 | 0.223 |
52 | 1.8 | 2.0395 | 1.0277 | 3.0513 | 0.3213 | 0.6787 | 0.3779 | 0.5305 |
53 | 1.8 | 1.7847 | 0.6573 | 2.9122 | 0.4894 | 0.4894 | 0.0782 | 0.3541 |
54 | 1.3 | 1.6573 | 0.425 | 2.8897 | 0.2849 | 0.4103 | 0.0346 | 0.2929 |
55 | 1.3 | 1.8484 | 0.5195 | 3.1773 | 0.2093 | 0.7907 | 0.1683 | 0.4116 |
56 | 1.3 | 1.9121 | 0.4932 | 3.3311 | 0.1989 | 0.8011 | 0.2502 | 0.4517 |
57 | 1.2 | 1.9758 | 0.4722 | 3.4794 | 0.1559 | 0.8108 | 0.3363 | 0.4874 |
58 | 1.4 | 2.2306 | 0.6468 | 3.8143 | 0.152 | 0.8989 | 0.6588 | 0.6123 |
59 | 2.2 | 2.358 | 0.6979 | 4.018 | 0.426 | 0.871 | 0.7814 | 0.6637 |
60 | 2.9 | 2.1669 | 0.4339 | 3.8998 | 0.2035 | 0.4851 | 0.5749 | 0.5749 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1642 | 0.2684 | 0.0224 | 0.1975 | 0.0165 | 0.1283 |
50 | 0.2238 | 0.0257 | 0.0021 | 0.0018 | 2e-04 | 0.0123 |
51 | 0.2713 | 0.0861 | 0.0072 | 0.0204 | 0.0017 | 0.0412 |
52 | 0.2531 | -0.1174 | 0.0098 | 0.0574 | 0.0048 | 0.0691 |
53 | 0.3223 | 0.0086 | 7e-04 | 2e-04 | 0 | 0.0044 |
54 | 0.3794 | -0.2156 | 0.018 | 0.1277 | 0.0106 | 0.1032 |
55 | 0.3668 | -0.2967 | 0.0247 | 0.3008 | 0.0251 | 0.1583 |
56 | 0.3786 | -0.3201 | 0.0267 | 0.3747 | 0.0312 | 0.1767 |
57 | 0.3883 | -0.3927 | 0.0327 | 0.6019 | 0.0502 | 0.224 |
58 | 0.3623 | -0.3724 | 0.031 | 0.6899 | 0.0575 | 0.2398 |
59 | 0.3592 | -0.067 | 0.0056 | 0.025 | 0.0021 | 0.0456 |
60 | 0.408 | 0.3383 | 0.0282 | 0.5375 | 0.0448 | 0.2116 |