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[44]) |
32 | 39.66 | - | - | - | - | - | - | - |
33 | 39.66 | - | - | - | - | - | - | - |
34 | 39.67 | - | - | - | - | - | - | - |
35 | 39.56 | - | - | - | - | - | - | - |
36 | 39.64 | - | - | - | - | - | - | - |
37 | 39.73 | - | - | - | - | - | - | - |
38 | 39.7 | - | - | - | - | - | - | - |
39 | 39.7 | - | - | - | - | - | - | - |
40 | 39.68 | - | - | - | - | - | - | - |
41 | 39.76 | - | - | - | - | - | - | - |
42 | 40 | - | - | - | - | - | - | - |
43 | 39.96 | - | - | - | - | - | - | - |
44 | 40.01 | - | - | - | - | - | - | - |
45 | 40.01 | 40.0133 | 39.7902 | 40.2364 | 0.4884 | 0.5116 | 0.999 | 0.5116 |
46 | 40.01 | 40.013 | 39.6984 | 40.3276 | 0.4925 | 0.5075 | 0.9837 | 0.5075 |
47 | 40 | 40.0309 | 39.6466 | 40.4152 | 0.4374 | 0.5425 | 0.9918 | 0.5425 |
48 | 39.91 | 40.0744 | 39.6318 | 40.5169 | 0.2333 | 0.629 | 0.9728 | 0.6122 |
49 | 39.86 | 40.1084 | 39.6149 | 40.6018 | 0.162 | 0.7846 | 0.9335 | 0.652 |
50 | 39.79 | 40.0739 | 39.5348 | 40.6131 | 0.151 | 0.7816 | 0.913 | 0.5919 |
51 | 39.79 | 40.0772 | 39.4964 | 40.658 | 0.1663 | 0.8337 | 0.8985 | 0.5897 |
52 | 39.8 | 40.0604 | 39.4411 | 40.6796 | 0.2049 | 0.8039 | 0.8857 | 0.5633 |
53 | 39.64 | 39.9569 | 39.3018 | 40.612 | 0.1715 | 0.6806 | 0.7221 | 0.4369 |
54 | 39.55 | 39.9943 | 39.3057 | 40.683 | 0.103 | 0.8434 | 0.4936 | 0.4822 |
55 | 39.36 | 39.9644 | 39.2441 | 40.6848 | 0.05 | 0.8703 | 0.5048 | 0.4507 |
56 | 39.28 | 39.9305 | 39.1801 | 40.681 | 0.0446 | 0.9319 | 0.4178 | 0.4178 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
45 | 0.0028 | -1e-04 | 0 | 0 | 0 | 0 |
46 | 0.004 | -1e-04 | 1e-04 | 0 | 0 | 0.0032 |
47 | 0.0049 | -8e-04 | 3e-04 | 0.001 | 3e-04 | 0.018 |
48 | 0.0056 | -0.0041 | 0.0013 | 0.027 | 0.007 | 0.0837 |
49 | 0.0063 | -0.0062 | 0.0022 | 0.0617 | 0.0179 | 0.1339 |
50 | 0.0069 | -0.0071 | 0.0031 | 0.0806 | 0.0284 | 0.1685 |
51 | 0.0074 | -0.0072 | 0.0036 | 0.0825 | 0.0361 | 0.19 |
52 | 0.0079 | -0.0065 | 0.004 | 0.0678 | 0.0401 | 0.2002 |
53 | 0.0084 | -0.0079 | 0.0044 | 0.1004 | 0.0468 | 0.2163 |
54 | 0.0088 | -0.0111 | 0.0051 | 0.1974 | 0.0618 | 0.2487 |
55 | 0.0092 | -0.0151 | 0.006 | 0.3653 | 0.0894 | 0.299 |
56 | 0.0096 | -0.0163 | 0.0069 | 0.4232 | 0.1172 | 0.3424 |