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 | 8.3 | - | - | - | - | - | - | - |
37 | 8.1 | - | - | - | - | - | - | - |
38 | 8 | - | - | - | - | - | - | - |
39 | 8.2 | - | - | - | - | - | - | - |
40 | 7.6 | - | - | - | - | - | - | - |
41 | 7.7 | - | - | - | - | - | - | - |
42 | 7.6 | - | - | - | - | - | - | - |
43 | 6.9 | - | - | - | - | - | - | - |
44 | 6.9 | - | - | - | - | - | - | - |
45 | 7 | - | - | - | - | - | - | - |
46 | 7.4 | - | - | - | - | - | - | - |
47 | 7.4 | - | - | - | - | - | - | - |
48 | 7.5 | - | - | - | - | - | - | - |
49 | 7.4 | 7.4031 | 6.9495 | 7.8568 | 0.4946 | 0.3378 | 0.0013 | 0.3378 |
50 | 7.4 | 7.4219 | 6.8043 | 8.0395 | 0.4723 | 0.5277 | 0.0333 | 0.4021 |
51 | 7.8 | 7.5887 | 6.8518 | 8.3256 | 0.2871 | 0.6921 | 0.052 | 0.5933 |
52 | 6.6 | 7.4885 | 6.7385 | 8.2385 | 0.0101 | 0.2078 | 0.3854 | 0.488 |
53 | 6.6 | 7.4606 | 6.7017 | 8.2196 | 0.0131 | 0.9869 | 0.2682 | 0.4595 |
54 | 6.2 | 7.3245 | 6.5544 | 8.0946 | 0.0021 | 0.9674 | 0.2416 | 0.3275 |
55 | 6.1 | 6.5312 | 5.7087 | 7.3537 | 0.1521 | 0.785 | 0.1897 | 0.0105 |
56 | 6.2 | 6.5468 | 5.6659 | 7.4277 | 0.2202 | 0.8399 | 0.216 | 0.017 |
57 | 6.3 | 6.6199 | 5.6869 | 7.5529 | 0.2508 | 0.8112 | 0.2123 | 0.0322 |
58 | 6 | 7.1904 | 6.2324 | 8.1484 | 0.0074 | 0.9657 | 0.334 | 0.2632 |
59 | 6.2 | 7.2324 | 6.2535 | 8.2114 | 0.0194 | 0.9932 | 0.3686 | 0.2961 |
60 | 6.3 | 7.2802 | 6.2803 | 8.2802 | 0.0273 | 0.9829 | 0.3333 | 0.3333 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0313 | -4e-04 | 0 | 0 | 0 | 9e-04 |
50 | 0.0425 | -0.003 | 2e-04 | 5e-04 | 0 | 0.0063 |
51 | 0.0495 | 0.0278 | 0.0023 | 0.0446 | 0.0037 | 0.061 |
52 | 0.0511 | -0.1187 | 0.0099 | 0.7895 | 0.0658 | 0.2565 |
53 | 0.0519 | -0.1154 | 0.0096 | 0.7407 | 0.0617 | 0.2484 |
54 | 0.0536 | -0.1535 | 0.0128 | 1.2645 | 0.1054 | 0.3246 |
55 | 0.0643 | -0.066 | 0.0055 | 0.1859 | 0.0155 | 0.1245 |
56 | 0.0687 | -0.053 | 0.0044 | 0.1203 | 0.01 | 0.1001 |
57 | 0.0719 | -0.0483 | 0.004 | 0.1023 | 0.0085 | 0.0924 |
58 | 0.068 | -0.1656 | 0.0138 | 1.417 | 0.1181 | 0.3436 |
59 | 0.0691 | -0.1428 | 0.0119 | 1.0659 | 0.0888 | 0.298 |
60 | 0.0701 | -0.1346 | 0.0112 | 0.9608 | 0.0801 | 0.283 |