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[28]) |
16 | 11.86 | - | - | - | - | - | - | - |
17 | 11.87 | - | - | - | - | - | - | - |
18 | 11.94 | - | - | - | - | - | - | - |
19 | 11.86 | - | - | - | - | - | - | - |
20 | 11.92 | - | - | - | - | - | - | - |
21 | 11.83 | - | - | - | - | - | - | - |
22 | 11.91 | - | - | - | - | - | - | - |
23 | 11.93 | - | - | - | - | - | - | - |
24 | 11.99 | - | - | - | - | - | - | - |
25 | 11.96 | - | - | - | - | - | - | - |
26 | 12.12 | - | - | - | - | - | - | - |
27 | 11.85 | - | - | - | - | - | - | - |
28 | 12.01 | - | - | - | - | - | - | - |
29 | 12.1 | 11.8388 | 11.7056 | 11.972 | 1e-04 | 0.0059 | 0.3231 | 0.0059 |
30 | 12.21 | 11.9852 | 11.83 | 12.1403 | 0.0023 | 0.0734 | 0.7158 | 0.3768 |
31 | 12.31 | 11.8963 | 11.6561 | 12.1366 | 4e-04 | 0.0052 | 0.6166 | 0.1769 |
32 | 12.31 | 12.0025 | 11.7211 | 12.2838 | 0.0161 | 0.0161 | 0.7172 | 0.479 |
33 | 12.39 | 11.9118 | 11.5567 | 12.2669 | 0.0042 | 0.014 | 0.6742 | 0.2939 |
34 | 12.35 | 11.9485 | 11.5444 | 12.3525 | 0.0257 | 0.0161 | 0.574 | 0.3827 |
35 | 12.41 | 11.8663 | 11.3896 | 12.3431 | 0.0127 | 0.0234 | 0.3968 | 0.2774 |
36 | 12.51 | 11.9065 | 11.3666 | 12.4464 | 0.0142 | 0.0338 | 0.3809 | 0.3536 |
37 | 12.27 | 11.8832 | 11.2599 | 12.5066 | 0.112 | 0.0244 | 0.4046 | 0.3451 |
38 | 12.51 | 11.9374 | 11.2368 | 12.638 | 0.0546 | 0.1761 | 0.3048 | 0.4196 |
39 | 12.44 | 11.9171 | 11.1291 | 12.7051 | 0.0967 | 0.0701 | 0.5663 | 0.4086 |
40 | 12.47 | 11.9239 | 11.0557 | 12.7921 | 0.1088 | 0.122 | 0.4229 | 0.4229 |
41 | 12.51 | 11.8751 | 10.9204 | 12.8297 | 0.0962 | 0.111 | 0.3221 | 0.3909 |
42 | 12.58 | 11.8685 | 10.8287 | 12.9084 | 0.0899 | 0.1133 | 0.2599 | 0.3949 |
43 | 12.5 | 11.8538 | 10.7198 | 12.9877 | 0.132 | 0.1047 | 0.2152 | 0.3936 |
44 | 12.52 | 11.8827 | 10.6525 | 13.113 | 0.155 | 0.1627 | 0.248 | 0.4197 |
45 | 12.59 | 11.8922 | 10.5599 | 13.2245 | 0.1523 | 0.1779 | 0.232 | 0.4312 |
46 | 12.51 | 11.9021 | 10.4689 | 13.3354 | 0.2029 | 0.1734 | 0.2701 | 0.4414 |
47 | 12.67 | 11.8758 | 10.3402 | 13.4114 | 0.1554 | 0.2091 | 0.2477 | 0.432 |
48 | 12.64 | 11.8526 | 10.215 | 13.4903 | 0.173 | 0.164 | 0.2157 | 0.4253 |
49 | 12.54 | 11.8297 | 10.086 | 13.5734 | 0.2123 | 0.1812 | 0.3103 | 0.4197 |
50 | 12.66 | 11.8369 | 9.9836 | 13.6903 | 0.192 | 0.2286 | 0.2383 | 0.4274 |
51 | 12.67 | 11.8522 | 9.8843 | 13.8202 | 0.2077 | 0.2106 | 0.2791 | 0.4376 |
52 | 12.62 | 11.8707 | 9.7864 | 13.955 | 0.2405 | 0.2261 | 0.2865 | 0.4479 |
53 | 12.72 | 11.8655 | 9.6638 | 14.0672 | 0.2234 | 0.2509 | 0.2831 | 0.4488 |
54 | 12.85 | 11.8452 | 9.5265 | 14.1638 | 0.1978 | 0.2298 | 0.2673 | 0.4446 |
55 | 12.85 | 11.8165 | 9.3794 | 14.2536 | 0.2029 | 0.2029 | 0.2913 | 0.4382 |
56 | 12.82 | 11.8042 | 9.246 | 14.3625 | 0.2182 | 0.2115 | 0.2917 | 0.4374 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
29 | 0.0057 | 0.0221 | 0 | 0.0682 | 0 | 0 |
30 | 0.0066 | 0.0188 | 0.0204 | 0.0506 | 0.0594 | 0.2437 |
31 | 0.0103 | 0.0348 | 0.0252 | 0.1711 | 0.0966 | 0.3109 |
32 | 0.012 | 0.0256 | 0.0253 | 0.0946 | 0.0961 | 0.31 |
33 | 0.0152 | 0.0401 | 0.0283 | 0.2287 | 0.1226 | 0.3502 |
34 | 0.0173 | 0.0336 | 0.0292 | 0.1612 | 0.1291 | 0.3593 |
35 | 0.0205 | 0.0458 | 0.0315 | 0.2956 | 0.1528 | 0.391 |
36 | 0.0231 | 0.0507 | 0.0339 | 0.3642 | 0.1793 | 0.4234 |
37 | 0.0268 | 0.0325 | 0.0338 | 0.1496 | 0.176 | 0.4195 |
38 | 0.0299 | 0.048 | 0.0352 | 0.3278 | 0.1912 | 0.4372 |
39 | 0.0337 | 0.0439 | 0.036 | 0.2734 | 0.1986 | 0.4457 |
40 | 0.0371 | 0.0458 | 0.0368 | 0.2983 | 0.2069 | 0.4549 |
41 | 0.041 | 0.0535 | 0.0381 | 0.4032 | 0.222 | 0.4712 |
42 | 0.0447 | 0.0599 | 0.0396 | 0.5062 | 0.2423 | 0.4923 |
43 | 0.0488 | 0.0545 | 0.0406 | 0.4176 | 0.254 | 0.504 |
44 | 0.0528 | 0.0536 | 0.0415 | 0.4061 | 0.2635 | 0.5133 |
45 | 0.0572 | 0.0587 | 0.0425 | 0.4869 | 0.2767 | 0.526 |
46 | 0.0614 | 0.0511 | 0.0429 | 0.3695 | 0.2818 | 0.5309 |
47 | 0.066 | 0.0669 | 0.0442 | 0.6308 | 0.3002 | 0.5479 |
48 | 0.0705 | 0.0664 | 0.0453 | 0.6199 | 0.3162 | 0.5623 |
49 | 0.0752 | 0.06 | 0.046 | 0.5045 | 0.3251 | 0.5702 |
50 | 0.0799 | 0.0695 | 0.0471 | 0.6775 | 0.3412 | 0.5841 |
51 | 0.0847 | 0.069 | 0.048 | 0.6687 | 0.3554 | 0.5962 |
52 | 0.0896 | 0.0631 | 0.0487 | 0.5614 | 0.364 | 0.6033 |
53 | 0.0947 | 0.072 | 0.0496 | 0.7301 | 0.3786 | 0.6153 |
54 | 0.0999 | 0.0848 | 0.051 | 1.0096 | 0.4029 | 0.6347 |
55 | 0.1052 | 0.0875 | 0.0523 | 1.0681 | 0.4275 | 0.6539 |
56 | 0.1106 | 0.0861 | 0.0535 | 1.0318 | 0.4491 | 0.6702 |