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 | 7.4037 | 6.9451 | 7.8623 | 0.4937 | 0.3404 | 0.0015 | 0.3404 |
50 | 7.4 | 7.4049 | 6.7564 | 8.0533 | 0.4941 | 0.5059 | 0.036 | 0.3869 |
51 | 7.8 | 7.5675 | 6.778 | 8.3569 | 0.2819 | 0.6612 | 0.0582 | 0.5665 |
52 | 6.6 | 7.4482 | 6.6383 | 8.2581 | 0.0201 | 0.1973 | 0.3566 | 0.4501 |
53 | 6.6 | 7.4437 | 6.6163 | 8.2712 | 0.0228 | 0.9772 | 0.2719 | 0.447 |
54 | 6.2 | 7.3201 | 6.4733 | 8.1669 | 0.0048 | 0.9522 | 0.2585 | 0.3386 |
55 | 6.1 | 6.5298 | 5.617 | 7.4427 | 0.178 | 0.7606 | 0.2134 | 0.0186 |
56 | 6.2 | 6.5302 | 5.5552 | 7.5052 | 0.2534 | 0.8064 | 0.2286 | 0.0256 |
57 | 6.3 | 6.5925 | 5.5619 | 7.623 | 0.289 | 0.7723 | 0.2191 | 0.0422 |
58 | 6 | 7.1547 | 6.0963 | 8.2131 | 0.0162 | 0.9433 | 0.3248 | 0.2613 |
59 | 6.2 | 7.2084 | 6.1204 | 8.2964 | 0.0346 | 0.9853 | 0.365 | 0.2997 |
60 | 6.3 | 7.2681 | 6.1497 | 8.3864 | 0.0449 | 0.9694 | 0.3422 | 0.3422 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0316 | -5e-04 | 0 | 0 | 0 | 0.0011 |
50 | 0.0447 | -7e-04 | 1e-04 | 0 | 0 | 0.0014 |
51 | 0.0532 | 0.0307 | 0.0026 | 0.0541 | 0.0045 | 0.0671 |
52 | 0.0555 | -0.1139 | 0.0095 | 0.7194 | 0.0599 | 0.2448 |
53 | 0.0567 | -0.1134 | 0.0094 | 0.7119 | 0.0593 | 0.2436 |
54 | 0.059 | -0.153 | 0.0128 | 1.2546 | 0.1046 | 0.3233 |
55 | 0.0713 | -0.0658 | 0.0055 | 0.1848 | 0.0154 | 0.1241 |
56 | 0.0762 | -0.0506 | 0.0042 | 0.109 | 0.0091 | 0.0953 |
57 | 0.0798 | -0.0444 | 0.0037 | 0.0855 | 0.0071 | 0.0844 |
58 | 0.0755 | -0.1614 | 0.0134 | 1.3333 | 0.1111 | 0.3333 |
59 | 0.077 | -0.1399 | 0.0117 | 1.0169 | 0.0847 | 0.2911 |
60 | 0.0785 | -0.1332 | 0.0111 | 0.9371 | 0.0781 | 0.2795 |