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 | 18.7 | - | - | - | - | - | - | - |
37 | 18.6 | - | - | - | - | - | - | - |
38 | 19.1 | - | - | - | - | - | - | - |
39 | 20.3 | - | - | - | - | - | - | - |
40 | 21.1 | - | - | - | - | - | - | - |
41 | 21.6 | - | - | - | - | - | - | - |
42 | 21.5 | - | - | - | - | - | - | - |
43 | 21.5 | - | - | - | - | - | - | - |
44 | 21.7 | - | - | - | - | - | - | - |
45 | 21.9 | - | - | - | - | - | - | - |
46 | 22.2 | - | - | - | - | - | - | - |
47 | 22.6 | - | - | - | - | - | - | - |
48 | 22.5 | - | - | - | - | - | - | - |
49 | 23.2 | 22.5236 | 21.9262 | 23.1211 | 0.0132 | 0.5309 | 1 | 0.5309 |
50 | 23.6 | 22.5409 | 21.3902 | 23.6915 | 0.0356 | 0.1308 | 1 | 0.5277 |
51 | 23.8 | 22.7516 | 21.0128 | 24.4903 | 0.1186 | 0.1694 | 0.9971 | 0.6116 |
52 | 23.9 | 22.9995 | 20.7936 | 25.2055 | 0.2118 | 0.2385 | 0.9543 | 0.6714 |
53 | 23.8 | 23.2749 | 20.6768 | 25.873 | 0.346 | 0.3186 | 0.8968 | 0.7206 |
54 | 23.5 | 23.4902 | 20.5465 | 26.4339 | 0.4974 | 0.4183 | 0.9074 | 0.7451 |
55 | 23.3 | 23.6661 | 20.3654 | 26.9669 | 0.4139 | 0.5393 | 0.9008 | 0.7557 |
56 | 23.2 | 23.8117 | 20.1169 | 27.5065 | 0.3728 | 0.607 | 0.8687 | 0.7567 |
57 | 23.5 | 23.9652 | 19.8293 | 28.1011 | 0.4128 | 0.6416 | 0.8361 | 0.7563 |
58 | 23.5 | 24.1357 | 19.5261 | 28.7453 | 0.3935 | 0.6065 | 0.7948 | 0.7566 |
59 | 23.5 | 24.3257 | 19.2256 | 29.4257 | 0.3755 | 0.6245 | 0.7464 | 0.7585 |
60 | 23.3 | 24.5219 | 18.9258 | 30.118 | 0.3343 | 0.6398 | 0.7606 | 0.7606 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0135 | 0.03 | 0 | 0.4575 | 0 | 0 |
50 | 0.026 | 0.047 | 0.0385 | 1.1218 | 0.7896 | 0.8886 |
51 | 0.039 | 0.0461 | 0.041 | 1.0992 | 0.8928 | 0.9449 |
52 | 0.0489 | 0.0392 | 0.0406 | 0.8109 | 0.8723 | 0.934 |
53 | 0.057 | 0.0226 | 0.037 | 0.2757 | 0.753 | 0.8678 |
54 | 0.0639 | 4e-04 | 0.0309 | 1e-04 | 0.6275 | 0.7922 |
55 | 0.0712 | -0.0155 | 0.0287 | 0.1341 | 0.557 | 0.7463 |
56 | 0.0792 | -0.0257 | 0.0283 | 0.3742 | 0.5342 | 0.7309 |
57 | 0.0881 | -0.0194 | 0.0273 | 0.2164 | 0.4989 | 0.7063 |
58 | 0.0974 | -0.0263 | 0.0272 | 0.4041 | 0.4894 | 0.6996 |
59 | 0.107 | -0.0339 | 0.0278 | 0.6817 | 0.5069 | 0.712 |
60 | 0.1164 | -0.0498 | 0.0297 | 1.493 | 0.5891 | 0.7675 |