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 | 40.0083 | 39.8449 | 40.1717 | 0.4918 | 0.4918 | 1 | 0.4918 |
46 | 40.01 | 40.1234 | 39.8592 | 40.3877 | 0.2 | 0.8 | 0.9996 | 0.8 |
47 | 40 | 40.3335 | 39.9635 | 40.7035 | 0.0386 | 0.9567 | 1 | 0.9567 |
48 | 39.91 | 40.4355 | 39.9687 | 40.9024 | 0.0137 | 0.9663 | 0.9996 | 0.963 |
49 | 39.86 | 40.4426 | 39.9053 | 40.9799 | 0.0168 | 0.974 | 0.9953 | 0.9427 |
50 | 39.79 | 40.4538 | 39.8476 | 41.0601 | 0.0159 | 0.9726 | 0.9926 | 0.9243 |
51 | 39.79 | 40.4342 | 39.7597 | 41.1087 | 0.0306 | 0.9694 | 0.9836 | 0.8911 |
52 | 39.8 | 40.4489 | 39.7213 | 41.1766 | 0.0402 | 0.962 | 0.9808 | 0.8814 |
53 | 39.64 | 40.4524 | 39.6724 | 41.2325 | 0.0206 | 0.9494 | 0.9591 | 0.8668 |
54 | 39.55 | 40.5132 | 39.6788 | 41.3475 | 0.0118 | 0.9799 | 0.886 | 0.8814 |
55 | 39.36 | 40.4808 | 39.6019 | 41.3597 | 0.0062 | 0.981 | 0.8773 | 0.8531 |
56 | 39.28 | 40.7386 | 39.8163 | 41.661 | 0.001 | 0.9983 | 0.9392 | 0.9392 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
45 | 0.0021 | 0 | 0 | 0 | 0 | 0 |
46 | 0.0034 | -0.0028 | 0.0014 | 0.0129 | 0.0064 | 0.0802 |
47 | 0.0047 | -0.0083 | 0.0037 | 0.1112 | 0.0414 | 0.2034 |
48 | 0.0059 | -0.013 | 0.006 | 0.2762 | 0.1001 | 0.3163 |
49 | 0.0068 | -0.0144 | 0.0077 | 0.3394 | 0.1479 | 0.3846 |
50 | 0.0076 | -0.0164 | 0.0092 | 0.4407 | 0.1967 | 0.4435 |
51 | 0.0085 | -0.0159 | 0.0101 | 0.4149 | 0.2279 | 0.4774 |
52 | 0.0092 | -0.016 | 0.0109 | 0.4211 | 0.252 | 0.502 |
53 | 0.0098 | -0.0201 | 0.0119 | 0.66 | 0.2974 | 0.5453 |
54 | 0.0105 | -0.0238 | 0.0131 | 0.9277 | 0.3604 | 0.6003 |
55 | 0.0111 | -0.0277 | 0.0144 | 1.2562 | 0.4418 | 0.6647 |
56 | 0.0116 | -0.0358 | 0.0162 | 2.1277 | 0.5823 | 0.7631 |