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[61]) |
49 | 25.71 | - | - | - | - | - | - | - |
50 | 25.92 | - | - | - | - | - | - | - |
51 | 25.93 | - | - | - | - | - | - | - |
52 | 26 | - | - | - | - | - | - | - |
53 | 26.02 | - | - | - | - | - | - | - |
54 | 26.08 | - | - | - | - | - | - | - |
55 | 26.17 | - | - | - | - | - | - | - |
56 | 26.18 | - | - | - | - | - | - | - |
57 | 26.21 | - | - | - | - | - | - | - |
58 | 26.28 | - | - | - | - | - | - | - |
59 | 26.34 | - | - | - | - | - | - | - |
60 | 26.17 | - | - | - | - | - | - | - |
61 | 26.38 | - | - | - | - | - | - | - |
62 | 26.36 | 26.4718 | 26.0486 | 26.895 | 0.3023 | 0.6646 | 0.9947 | 0.6646 |
63 | 26.27 | 26.3997 | 25.7385 | 27.061 | 0.3503 | 0.5469 | 0.9181 | 0.5233 |
64 | 26.26 | 26.4563 | 25.6612 | 27.2514 | 0.3142 | 0.677 | 0.8697 | 0.5746 |
65 | 26.49 | 26.4119 | 25.476 | 27.3478 | 0.435 | 0.6248 | 0.7941 | 0.5266 |
66 | 26.99 | 26.4468 | 25.4071 | 27.4864 | 0.1529 | 0.4675 | 0.7554 | 0.5501 |
67 | 27.14 | 26.4194 | 25.2722 | 27.5666 | 0.1091 | 0.1648 | 0.665 | 0.5268 |
68 | 27.1 | 26.4409 | 25.205 | 27.6767 | 0.1479 | 0.1338 | 0.6605 | 0.5385 |
69 | 27.01 | 26.424 | 25.0984 | 27.7496 | 0.1931 | 0.1588 | 0.6242 | 0.5259 |
70 | 26.93 | 26.4373 | 25.0328 | 27.8417 | 0.2458 | 0.2121 | 0.5869 | 0.5318 |
71 | 26.97 | 26.4269 | 24.9439 | 27.9098 | 0.2364 | 0.253 | 0.5457 | 0.5247 |
72 | 26.35 | 26.435 | 24.8804 | 27.9896 | 0.4573 | 0.25 | 0.6309 | 0.5277 |
73 | 26.93 | 26.4286 | 24.8033 | 28.0539 | 0.2727 | 0.5378 | 0.5234 | 0.5234 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
62 | 0.0082 | -0.0042 | 0 | 0.0125 | 0 | 0 |
63 | 0.0128 | -0.0049 | 0.0046 | 0.0168 | 0.0147 | 0.1211 |
64 | 0.0153 | -0.0074 | 0.0055 | 0.0385 | 0.0226 | 0.1504 |
65 | 0.0181 | 0.003 | 0.0049 | 0.0061 | 0.0185 | 0.136 |
66 | 0.0201 | 0.0205 | 0.008 | 0.2951 | 0.0738 | 0.2717 |
67 | 0.0222 | 0.0273 | 0.0112 | 0.5193 | 0.1481 | 0.3848 |
68 | 0.0238 | 0.0249 | 0.0132 | 0.4344 | 0.189 | 0.4347 |
69 | 0.0256 | 0.0222 | 0.0143 | 0.3434 | 0.2083 | 0.4564 |
70 | 0.0271 | 0.0186 | 0.0148 | 0.2428 | 0.2121 | 0.4606 |
71 | 0.0286 | 0.0206 | 0.0154 | 0.295 | 0.2204 | 0.4695 |
72 | 0.03 | -0.0032 | 0.0143 | 0.0072 | 0.201 | 0.4484 |
73 | 0.0314 | 0.019 | 0.0147 | 0.2514 | 0.2052 | 0.453 |