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 | 39.66 | - | - | - | - | - | - | - |
33 | 39.66 | - | - | - | - | - | - | - |
34 | 39.67 | - | - | - | - | - | - | - |
35 | 39.56 | - | - | - | - | - | - | - |
36 | 39.64 | - | - | - | - | - | - | - |
37 | 39.73 | - | - | - | - | - | - | - |
38 | 39.7 | - | - | - | - | - | - | - |
39 | 39.7 | - | - | - | - | - | - | - |
40 | 39.68 | - | - | - | - | - | - | - |
41 | 39.76 | - | - | - | - | - | - | - |
42 | 40 | - | - | - | - | - | - | - |
43 | 39.96 | - | - | - | - | - | - | - |
44 | 40.01 | - | - | - | - | - | - | - |
45 | 40.01 | 40.08 | 39.863 | 40.297 | 0.2636 | 0.7364 | 0.9999 | 0.7364 |
46 | 40.01 | 40.0811 | 39.7581 | 40.404 | 0.3331 | 0.6669 | 0.9937 | 0.6669 |
47 | 40 | 40.1032 | 39.6854 | 40.521 | 0.3142 | 0.669 | 0.9946 | 0.669 |
48 | 39.91 | 40.1258 | 39.5917 | 40.6599 | 0.2142 | 0.6778 | 0.9627 | 0.6645 |
49 | 39.86 | 40.1308 | 39.4929 | 40.7687 | 0.2027 | 0.7512 | 0.8909 | 0.6447 |
50 | 39.79 | 40.1401 | 39.405 | 40.8753 | 0.1753 | 0.7724 | 0.8797 | 0.6357 |
51 | 39.79 | 40.1481 | 39.3168 | 40.9795 | 0.1992 | 0.8008 | 0.8546 | 0.6277 |
52 | 39.8 | 40.1514 | 39.2301 | 41.0727 | 0.2273 | 0.779 | 0.8421 | 0.6182 |
53 | 39.64 | 40.1553 | 39.1489 | 41.1618 | 0.1578 | 0.7555 | 0.7793 | 0.6114 |
54 | 39.55 | 40.1584 | 39.0703 | 41.2465 | 0.1366 | 0.8248 | 0.6123 | 0.6054 |
55 | 39.36 | 40.1601 | 38.9945 | 41.3257 | 0.0893 | 0.8475 | 0.6317 | 0.5996 |
56 | 39.28 | 40.1617 | 38.9222 | 41.4012 | 0.0816 | 0.8976 | 0.5948 | 0.5948 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
45 | 0.0028 | -0.0017 | 0 | 0.0049 | 0 | 0 |
46 | 0.0041 | -0.0018 | 0.0018 | 0.0051 | 0.005 | 0.0705 |
47 | 0.0053 | -0.0026 | 0.002 | 0.0106 | 0.0069 | 0.0829 |
48 | 0.0068 | -0.0054 | 0.0029 | 0.0466 | 0.0168 | 0.1296 |
49 | 0.0081 | -0.0067 | 0.0036 | 0.0733 | 0.0281 | 0.1676 |
50 | 0.0093 | -0.0087 | 0.0045 | 0.1226 | 0.0438 | 0.2094 |
51 | 0.0106 | -0.0089 | 0.0051 | 0.1283 | 0.0559 | 0.2364 |
52 | 0.0117 | -0.0088 | 0.0056 | 0.1235 | 0.0644 | 0.2537 |
53 | 0.0128 | -0.0128 | 0.0064 | 0.2656 | 0.0867 | 0.2945 |
54 | 0.0138 | -0.0152 | 0.0073 | 0.3702 | 0.1151 | 0.3392 |
55 | 0.0148 | -0.0199 | 0.0084 | 0.6401 | 0.1628 | 0.4035 |
56 | 0.0157 | -0.022 | 0.0095 | 0.7774 | 0.214 | 0.4626 |