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 | 12.574 | - | - | - | - | - | - | - |
37 | 13.031 | - | - | - | - | - | - | - |
38 | 13.812 | - | - | - | - | - | - | - |
39 | 14.544 | - | - | - | - | - | - | - |
40 | 14.931 | - | - | - | - | - | - | - |
41 | 14.886 | - | - | - | - | - | - | - |
42 | 16.005 | - | - | - | - | - | - | - |
43 | 17.064 | - | - | - | - | - | - | - |
44 | 15.168 | - | - | - | - | - | - | - |
45 | 16.05 | - | - | - | - | - | - | - |
46 | 15.839 | - | - | - | - | - | - | - |
47 | 15.137 | - | - | - | - | - | - | - |
48 | 14.954 | - | - | - | - | - | - | - |
49 | 15.648 | 14.8884 | 13.899 | 15.9482 | 0.08 | 0.4517 | 0.9997 | 0.4517 |
50 | 15.305 | 14.6715 | 13.2864 | 16.201 | 0.2084 | 0.1054 | 0.8646 | 0.3587 |
51 | 15.579 | 14.6063 | 12.9289 | 16.5012 | 0.1572 | 0.2349 | 0.5257 | 0.3595 |
52 | 16.348 | 14.5847 | 12.5095 | 17.004 | 0.0766 | 0.2103 | 0.3895 | 0.3824 |
53 | 15.928 | 14.5156 | 12.1191 | 17.3858 | 0.1674 | 0.1054 | 0.4001 | 0.3823 |
54 | 16.171 | 14.4922 | 11.8208 | 17.7673 | 0.1575 | 0.1951 | 0.1826 | 0.3911 |
55 | 15.937 | 14.4849 | 11.5348 | 18.1895 | 0.2212 | 0.1862 | 0.0862 | 0.402 |
56 | 15.713 | 14.4627 | 11.2661 | 18.5662 | 0.2752 | 0.2407 | 0.3681 | 0.4072 |
57 | 15.594 | 14.4544 | 11.0344 | 18.9343 | 0.309 | 0.2909 | 0.2426 | 0.4135 |
58 | 15.683 | 14.4519 | 10.8183 | 19.3059 | 0.3096 | 0.3223 | 0.2877 | 0.4197 |
59 | 16.438 | 14.4447 | 10.6148 | 19.6564 | 0.2267 | 0.3207 | 0.3973 | 0.4241 |
60 | 17.032 | 14.4418 | 10.4293 | 19.9979 | 0.1804 | 0.2407 | 0.4283 | 0.4283 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0363 | 0.051 | 0.0043 | 0.577 | 0.0481 | 0.2193 |
50 | 0.0532 | 0.0432 | 0.0036 | 0.4013 | 0.0334 | 0.1829 |
51 | 0.0662 | 0.0666 | 0.0055 | 0.9462 | 0.0789 | 0.2808 |
52 | 0.0846 | 0.1209 | 0.0101 | 3.1093 | 0.2591 | 0.509 |
53 | 0.1009 | 0.0973 | 0.0081 | 1.995 | 0.1662 | 0.4077 |
54 | 0.1153 | 0.1158 | 0.0097 | 2.8183 | 0.2349 | 0.4846 |
55 | 0.1305 | 0.1002 | 0.0084 | 2.1085 | 0.1757 | 0.4192 |
56 | 0.1448 | 0.0865 | 0.0072 | 1.5633 | 0.1303 | 0.3609 |
57 | 0.1581 | 0.0788 | 0.0066 | 1.2987 | 0.1082 | 0.329 |
58 | 0.1714 | 0.0852 | 0.0071 | 1.5157 | 0.1263 | 0.3554 |
59 | 0.1841 | 0.138 | 0.0115 | 3.9733 | 0.3311 | 0.5754 |
60 | 0.1963 | 0.1794 | 0.0149 | 6.7094 | 0.5591 | 0.7477 |