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 | 1.2 | - | - | - | - | - | - | - |
37 | 1.4 | - | - | - | - | - | - | - |
38 | 1.1 | - | - | - | - | - | - | - |
39 | 1.3 | - | - | - | - | - | - | - |
40 | 1.3 | - | - | - | - | - | - | - |
41 | 1.3 | - | - | - | - | - | - | - |
42 | 1.3 | - | - | - | - | - | - | - |
43 | 0.9 | - | - | - | - | - | - | - |
44 | 1.3 | - | - | - | - | - | - | - |
45 | 1.8 | - | - | - | - | - | - | - |
46 | 2.7 | - | - | - | - | - | - | - |
47 | 2.6 | - | - | - | - | - | - | - |
48 | 2.9 | - | - | - | - | - | - | - |
49 | 2.2 | 2.9291 | 2.1861 | 3.6721 | 0.0272 | 0.5306 | 1 | 0.5306 |
50 | 2.1 | 3.2209 | 2.1702 | 4.2717 | 0.0183 | 0.9716 | 1 | 0.7253 |
51 | 2.3 | 3.2888 | 2.0019 | 4.5757 | 0.066 | 0.9649 | 0.9988 | 0.7231 |
52 | 2.3 | 2.7768 | 1.2908 | 4.2628 | 0.2647 | 0.7353 | 0.9743 | 0.4355 |
53 | 2.7 | 2.9082 | 1.2468 | 4.5696 | 0.403 | 0.7635 | 0.9711 | 0.5039 |
54 | 2.6 | 2.9209 | 1.1009 | 4.7409 | 0.3648 | 0.594 | 0.9596 | 0.509 |
55 | 2.9 | 2.9157 | 0.9499 | 4.8815 | 0.4938 | 0.6235 | 0.9778 | 0.5062 |
56 | 3.1 | 2.8545 | 0.753 | 4.956 | 0.4094 | 0.4831 | 0.9264 | 0.4831 |
57 | 2.8 | 2.5664 | 0.3374 | 4.7953 | 0.4186 | 0.3194 | 0.7498 | 0.3846 |
58 | 2.1 | 2.1125 | -0.237 | 4.4621 | 0.4958 | 0.2832 | 0.312 | 0.2556 |
59 | 2.3 | 2.2096 | -0.2547 | 4.6738 | 0.4713 | 0.5347 | 0.3781 | 0.2914 |
60 | 2.2 | 2.1931 | -0.3807 | 4.767 | 0.4979 | 0.4676 | 0.2952 | 0.2952 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1294 | -0.2489 | 0.0207 | 0.5316 | 0.0443 | 0.2105 |
50 | 0.1664 | -0.348 | 0.029 | 1.2565 | 0.1047 | 0.3236 |
51 | 0.1996 | -0.3007 | 0.0251 | 0.9778 | 0.0815 | 0.2855 |
52 | 0.273 | -0.1717 | 0.0143 | 0.2274 | 0.0189 | 0.1377 |
53 | 0.2915 | -0.0716 | 0.006 | 0.0433 | 0.0036 | 0.0601 |
54 | 0.3179 | -0.1099 | 0.0092 | 0.103 | 0.0086 | 0.0926 |
55 | 0.344 | -0.0054 | 4e-04 | 2e-04 | 0 | 0.0045 |
56 | 0.3756 | 0.086 | 0.0072 | 0.0603 | 0.005 | 0.0709 |
57 | 0.4431 | 0.091 | 0.0076 | 0.0546 | 0.0045 | 0.0674 |
58 | 0.5675 | -0.0059 | 5e-04 | 2e-04 | 0 | 0.0036 |
59 | 0.569 | 0.0409 | 0.0034 | 0.0082 | 7e-04 | 0.0261 |
60 | 0.5988 | 0.0031 | 3e-04 | 0 | 0 | 0.002 |