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[49]) |
37 | 8.6 | - | - | - | - | - | - | - |
38 | 8.7 | - | - | - | - | - | - | - |
39 | 8.7 | - | - | - | - | - | - | - |
40 | 8.6 | - | - | - | - | - | - | - |
41 | 8.4 | - | - | - | - | - | - | - |
42 | 8.4 | - | - | - | - | - | - | - |
43 | 8.7 | - | - | - | - | - | - | - |
44 | 8.7 | - | - | - | - | - | - | - |
45 | 8.5 | - | - | - | - | - | - | - |
46 | 8.3 | - | - | - | - | - | - | - |
47 | 8.3 | - | - | - | - | - | - | - |
48 | 8.3 | - | - | - | - | - | - | - |
49 | 8.1 | - | - | - | - | - | - | - |
50 | 8.2 | 8.2134 | 7.974 | 8.4528 | 0.4564 | 0.8234 | 0 | 0.8234 |
51 | 8.1 | 8.2036 | 7.8648 | 8.5425 | 0.2745 | 0.5083 | 0.002 | 0.7255 |
52 | 8.1 | 8.797 | 8.3898 | 9.2042 | 4e-04 | 0.9996 | 0.8285 | 0.9996 |
53 | 7.9 | 8.6089 | 8.1906 | 9.0272 | 4e-04 | 0.9915 | 0.8362 | 0.9915 |
54 | 7.7 | 8.7015 | 8.2723 | 9.1306 | 0 | 0.9999 | 0.9157 | 0.997 |
55 | 8.1 | 8.8695 | 8.4262 | 9.3128 | 3e-04 | 1 | 0.7731 | 0.9997 |
56 | 8 | 8.8629 | 8.3837 | 9.3421 | 2e-04 | 0.9991 | 0.7474 | 0.9991 |
57 | 7.7 | 8.6986 | 8.1863 | 9.2109 | 1e-04 | 0.9962 | 0.7763 | 0.989 |
58 | 7.8 | 7.7209 | 7.1816 | 8.2602 | 0.3868 | 0.5302 | 0.0177 | 0.0841 |
59 | 7.6 | 7.6329 | 7.0781 | 8.1876 | 0.4538 | 0.2774 | 0.0092 | 0.0494 |
60 | 7.4 | 7.7797 | 7.2096 | 8.3498 | 0.0959 | 0.7317 | 0.0368 | 0.1354 |
61 | 7.7 | 8.7541 | 8.1669 | 9.3412 | 2e-04 | 1 | 0.9855 | 0.9855 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0149 | -0.0016 | 1e-04 | 2e-04 | 0 | 0.0039 |
51 | 0.0211 | -0.0126 | 0.0011 | 0.0107 | 9e-04 | 0.0299 |
52 | 0.0236 | -0.0792 | 0.0066 | 0.4859 | 0.0405 | 0.2012 |
53 | 0.0248 | -0.0823 | 0.0069 | 0.5025 | 0.0419 | 0.2046 |
54 | 0.0252 | -0.1151 | 0.0096 | 1.003 | 0.0836 | 0.2891 |
55 | 0.0255 | -0.0868 | 0.0072 | 0.5921 | 0.0493 | 0.2221 |
56 | 0.0276 | -0.0974 | 0.0081 | 0.7446 | 0.062 | 0.2491 |
57 | 0.03 | -0.1148 | 0.0096 | 0.9972 | 0.0831 | 0.2883 |
58 | 0.0356 | 0.0102 | 9e-04 | 0.0063 | 5e-04 | 0.0228 |
59 | 0.0371 | -0.0043 | 4e-04 | 0.0011 | 1e-04 | 0.0095 |
60 | 0.0374 | -0.0488 | 0.0041 | 0.1442 | 0.012 | 0.1096 |
61 | 0.0342 | -0.1204 | 0.01 | 1.1111 | 0.0926 | 0.3043 |