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 | 7.9 | - | - | - | - | - | - | - |
17 | 7.97 | - | - | - | - | - | - | - |
18 | 7.96 | - | - | - | - | - | - | - |
19 | 7.95 | - | - | - | - | - | - | - |
20 | 7.97 | - | - | - | - | - | - | - |
21 | 7.93 | - | - | - | - | - | - | - |
22 | 7.99 | - | - | - | - | - | - | - |
23 | 7.96 | - | - | - | - | - | - | - |
24 | 7.92 | - | - | - | - | - | - | - |
25 | 7.97 | - | - | - | - | - | - | - |
26 | 7.98 | - | - | - | - | - | - | - |
27 | 8 | - | - | - | - | - | - | - |
28 | 8.04 | - | - | - | - | - | - | - |
29 | 8.17 | 8.1192 | 8.0434 | 8.1949 | 0.0941 | 0.9798 | 0.9999 | 0.9798 |
30 | 8.29 | 8.0218 | 7.9132 | 8.1304 | 0 | 0.0038 | 0.8676 | 0.3713 |
31 | 8.26 | 7.9436 | 7.7669 | 8.1203 | 2e-04 | 1e-04 | 0.4716 | 0.1424 |
32 | 8.3 | 7.9465 | 7.6675 | 8.2254 | 0.0065 | 0.0138 | 0.4343 | 0.2555 |
33 | 8.32 | 7.8417 | 7.485 | 8.1983 | 0.0043 | 0.0059 | 0.3136 | 0.1378 |
34 | 8.28 | 7.8856 | 7.43 | 8.3412 | 0.0449 | 0.0308 | 0.3267 | 0.2533 |
35 | 8.27 | 7.8216 | 7.2767 | 8.3666 | 0.0534 | 0.0496 | 0.3093 | 0.2161 |
36 | 8.32 | 7.7575 | 7.1221 | 8.393 | 0.0414 | 0.057 | 0.3081 | 0.1918 |
37 | 8.31 | 7.7918 | 7.0658 | 8.5178 | 0.0809 | 0.077 | 0.3153 | 0.2514 |
38 | 8.34 | 7.7808 | 6.9688 | 8.5927 | 0.0885 | 0.1007 | 0.3153 | 0.2657 |
39 | 8.32 | 7.7897 | 6.8919 | 8.6876 | 0.1235 | 0.1148 | 0.3231 | 0.2924 |
40 | 8.36 | 7.8163 | 6.8362 | 8.7964 | 0.1385 | 0.1569 | 0.3273 | 0.3273 |
41 | 8.33 | 7.8856 | 6.794 | 8.9772 | 0.2124 | 0.1971 | 0.3048 | 0.3908 |
42 | 8.35 | 7.7802 | 6.5826 | 8.9777 | 0.1755 | 0.1841 | 0.202 | 0.3353 |
43 | 8.34 | 7.694 | 6.3719 | 9.0162 | 0.1691 | 0.1654 | 0.2007 | 0.304 |
44 | 8.37 | 7.6913 | 6.2206 | 9.1621 | 0.1829 | 0.1937 | 0.2087 | 0.3211 |
45 | 8.31 | 7.5811 | 5.9708 | 9.1913 | 0.1875 | 0.1685 | 0.1842 | 0.2882 |
46 | 8.33 | 7.6207 | 5.8561 | 9.3853 | 0.2154 | 0.222 | 0.232 | 0.3207 |
47 | 8.34 | 7.5531 | 5.6392 | 9.467 | 0.2102 | 0.2131 | 0.2314 | 0.309 |
48 | 8.25 | 7.4858 | 5.4219 | 9.5496 | 0.234 | 0.2086 | 0.2141 | 0.2993 |
49 | 8.27 | 7.5175 | 5.3043 | 9.7308 | 0.2526 | 0.2583 | 0.2414 | 0.3218 |
50 | 8.31 | 7.5041 | 5.1459 | 9.8624 | 0.2515 | 0.2622 | 0.2436 | 0.328 |
51 | 8.25 | 7.5113 | 5.0093 | 10.0132 | 0.2814 | 0.2657 | 0.2632 | 0.3394 |
52 | 8.3 | 7.5362 | 4.8947 | 10.1778 | 0.2855 | 0.2982 | 0.2705 | 0.3543 |
53 | 8.3 | 7.6041 | 4.8015 | 10.4067 | 0.3132 | 0.3132 | 0.3058 | 0.3802 |
54 | 8.35 | 7.4976 | 4.5385 | 10.4567 | 0.2862 | 0.2975 | 0.2862 | 0.3597 |
55 | 8.78 | 7.4105 | 4.281 | 10.5399 | 0.1955 | 0.2781 | 0.2802 | 0.3467 |
56 | 8.9 | 7.407 | 4.0888 | 10.7252 | 0.1889 | 0.2087 | 0.2847 | 0.3542 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
29 | 0.0048 | 0.0063 | 0 | 0.0026 | 0 | 0 |
30 | 0.0069 | 0.0334 | 0.0198 | 0.0719 | 0.0373 | 0.193 |
31 | 0.0113 | 0.0398 | 0.0265 | 0.1001 | 0.0582 | 0.2413 |
32 | 0.0179 | 0.0445 | 0.031 | 0.125 | 0.0749 | 0.2737 |
33 | 0.0232 | 0.061 | 0.037 | 0.2288 | 0.1057 | 0.3251 |
34 | 0.0295 | 0.05 | 0.0392 | 0.1555 | 0.114 | 0.3376 |
35 | 0.0355 | 0.0573 | 0.0418 | 0.201 | 0.1264 | 0.3556 |
36 | 0.0418 | 0.0725 | 0.0456 | 0.3164 | 0.1502 | 0.3875 |
37 | 0.0475 | 0.0665 | 0.0479 | 0.2685 | 0.1633 | 0.4041 |
38 | 0.0532 | 0.0719 | 0.0503 | 0.3127 | 0.1783 | 0.4222 |
39 | 0.0588 | 0.0681 | 0.0519 | 0.2812 | 0.1876 | 0.4332 |
40 | 0.064 | 0.0696 | 0.0534 | 0.2956 | 0.1966 | 0.4434 |
41 | 0.0706 | 0.0564 | 0.0536 | 0.1975 | 0.1967 | 0.4435 |
42 | 0.0785 | 0.0732 | 0.055 | 0.3247 | 0.2058 | 0.4537 |
43 | 0.0877 | 0.084 | 0.057 | 0.4173 | 0.2199 | 0.469 |
44 | 0.0976 | 0.0882 | 0.0589 | 0.4606 | 0.235 | 0.4847 |
45 | 0.1084 | 0.0962 | 0.0611 | 0.5314 | 0.2524 | 0.5024 |
46 | 0.1181 | 0.0931 | 0.0629 | 0.5031 | 0.2663 | 0.5161 |
47 | 0.1293 | 0.1042 | 0.0651 | 0.6192 | 0.2849 | 0.5338 |
48 | 0.1407 | 0.1021 | 0.0669 | 0.5841 | 0.2999 | 0.5476 |
49 | 0.1502 | 0.1001 | 0.0685 | 0.5662 | 0.3125 | 0.5591 |
50 | 0.1603 | 0.1074 | 0.0703 | 0.6494 | 0.3279 | 0.5726 |
51 | 0.1699 | 0.0984 | 0.0715 | 0.5457 | 0.3373 | 0.5808 |
52 | 0.1788 | 0.1013 | 0.0727 | 0.5833 | 0.3476 | 0.5896 |
53 | 0.188 | 0.0915 | 0.0735 | 0.4843 | 0.353 | 0.5942 |
54 | 0.2014 | 0.1137 | 0.075 | 0.7266 | 0.3674 | 0.6061 |
55 | 0.2155 | 0.1848 | 0.0791 | 1.8757 | 0.4233 | 0.6506 |
56 | 0.2286 | 0.2016 | 0.0835 | 2.2292 | 0.4878 | 0.6984 |