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 | 6.9 | - | - | - | - | - | - | - |
33 | 2.8 | - | - | - | - | - | - | - |
34 | 0.7 | - | - | - | - | - | - | - |
35 | 3.6 | - | - | - | - | - | - | - |
36 | 6.7 | - | - | - | - | - | - | - |
37 | 12.5 | - | - | - | - | - | - | - |
38 | 14.4 | - | - | - | - | - | - | - |
39 | 16.5 | - | - | - | - | - | - | - |
40 | 18.7 | - | - | - | - | - | - | - |
41 | 19.4 | - | - | - | - | - | - | - |
42 | 15.8 | - | - | - | - | - | - | - |
43 | 11.3 | - | - | - | - | - | - | - |
44 | 9.7 | - | - | - | - | - | - | - |
45 | 2.9 | 5.0487 | 1.3067 | 8.7908 | 0.1302 | 0.0074 | 0.8806 | 0.0074 |
46 | 0.1 | 6.1611 | 2.3139 | 10.0082 | 0.001 | 0.9517 | 0.9973 | 0.0357 |
47 | 2.5 | 6.5421 | 2.6049 | 10.4792 | 0.0221 | 0.9993 | 0.9285 | 0.058 |
48 | 6.7 | 7.2983 | 3.2058 | 11.3908 | 0.3872 | 0.9892 | 0.6128 | 0.125 |
49 | 10.3 | 11.5471 | 7.3941 | 15.7002 | 0.2781 | 0.9889 | 0.3265 | 0.8083 |
50 | 11.2 | 15.9261 | 11.7338 | 20.1184 | 0.0136 | 0.9957 | 0.7622 | 0.9982 |
51 | 17.4 | 16.8041 | 12.58 | 21.0281 | 0.3911 | 0.9953 | 0.5561 | 0.9995 |
52 | 20.5 | 18.1585 | 13.9152 | 22.4019 | 0.1397 | 0.637 | 0.4013 | 1 |
53 | 17 | 18.0278 | 13.7718 | 22.2838 | 0.318 | 0.1275 | 0.2637 | 0.9999 |
54 | 14.2 | 14.5177 | 10.2528 | 18.7825 | 0.442 | 0.127 | 0.2778 | 0.9866 |
55 | 10.6 | 10.7511 | 6.4805 | 15.0218 | 0.4724 | 0.0567 | 0.4006 | 0.6852 |
56 | 6.1 | 7.5058 | 3.2312 | 11.7803 | 0.2596 | 0.078 | 0.1572 | 0.1572 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
45 | 0.3782 | -0.4256 | 0 | 4.6171 | 0 | 0 |
46 | 0.3186 | -0.9838 | 0.7047 | 36.7364 | 20.6767 | 4.5472 |
47 | 0.3071 | -0.6179 | 0.6757 | 16.3382 | 19.2306 | 4.3853 |
48 | 0.2861 | -0.082 | 0.5273 | 0.358 | 14.5124 | 3.8095 |
49 | 0.1835 | -0.108 | 0.4434 | 1.5553 | 11.921 | 3.4527 |
50 | 0.1343 | -0.2968 | 0.419 | 22.3361 | 13.6568 | 3.6955 |
51 | 0.1283 | 0.0355 | 0.3642 | 0.3551 | 11.7566 | 3.4288 |
52 | 0.1192 | 0.1289 | 0.3348 | 5.4824 | 10.9723 | 3.3125 |
53 | 0.1204 | -0.057 | 0.3039 | 1.0564 | 9.8706 | 3.1417 |
54 | 0.1499 | -0.0219 | 0.2757 | 0.1009 | 8.8936 | 2.9822 |
55 | 0.2027 | -0.0141 | 0.2519 | 0.0228 | 8.0872 | 2.8438 |
56 | 0.2906 | -0.1873 | 0.2466 | 1.9762 | 7.5779 | 2.7528 |