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[51]) |
39 | 4 | - | - | - | - | - | - | - |
40 | -0.5 | - | - | - | - | - | - | - |
41 | -0.5 | - | - | - | - | - | - | - |
42 | -0.5 | - | - | - | - | - | - | - |
43 | 10.9 | - | - | - | - | - | - | - |
44 | 10.9 | - | - | - | - | - | - | - |
45 | 10.9 | - | - | - | - | - | - | - |
46 | 19.4 | - | - | - | - | - | - | - |
47 | 19.4 | - | - | - | - | - | - | - |
48 | 19.4 | - | - | - | - | - | - | - |
49 | 13.9 | - | - | - | - | - | - | - |
50 | 13.9 | - | - | - | - | - | - | - |
51 | 13.9 | - | - | - | - | - | - | - |
52 | 10.6 | 11.12 | 5.1341 | 17.106 | 0.4324 | 0.1813 | 0.9999 | 0.1813 |
53 | 10.6 | 11.12 | 2.6546 | 19.5854 | 0.4521 | 0.5479 | 0.9964 | 0.2599 |
54 | 10.6 | 11.12 | 0.752 | 21.488 | 0.4608 | 0.5392 | 0.986 | 0.2996 |
55 | 4.8 | 7.42 | -4.5519 | 19.3919 | 0.334 | 0.3013 | 0.2844 | 0.1444 |
56 | 4.8 | 7.42 | -5.965 | 20.805 | 0.3506 | 0.6494 | 0.3052 | 0.1713 |
57 | 4.8 | 7.42 | -7.2425 | 22.0825 | 0.3631 | 0.6369 | 0.3209 | 0.1932 |
58 | 4.7 | 3.12 | -12.7173 | 18.9573 | 0.4225 | 0.4176 | 0.022 | 0.0911 |
59 | 4.7 | 3.12 | -13.8108 | 20.0508 | 0.4274 | 0.4274 | 0.0297 | 0.106 |
60 | 4.7 | 3.12 | -14.8379 | 21.0779 | 0.4315 | 0.4315 | 0.0378 | 0.1197 |
61 | -3.9 | 1.64 | -17.2892 | 20.5693 | 0.2831 | 0.3757 | 0.1021 | 0.1021 |
62 | -3.9 | 1.64 | -18.1881 | 21.4681 | 0.292 | 0.708 | 0.1128 | 0.1128 |
63 | -3.9 | 1.64 | -19.0479 | 22.3279 | 0.2998 | 0.7002 | 0.1227 | 0.1227 |
64 | -0.2 | 1.64 | -19.0479 | 22.3279 | 0.4308 | 0.7002 | 0.198 | 0.1227 |
65 | -0.2 | 1.64 | -19.0479 | 22.3279 | 0.4308 | 0.5692 | 0.198 | 0.1227 |
66 | -0.2 | 1.64 | -19.0479 | 22.3279 | 0.4308 | 0.5692 | 0.198 | 0.1227 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
52 | 0.2746 | -0.0468 | 0 | 0.2704 | 0 | 0 |
53 | 0.3884 | -0.0468 | 0.0468 | 0.2704 | 0.2704 | 0.52 |
54 | 0.4757 | -0.0468 | 0.0468 | 0.2704 | 0.2704 | 0.52 |
55 | 0.8232 | -0.3531 | 0.1233 | 6.8644 | 1.9189 | 1.3852 |
56 | 0.9204 | -0.3531 | 0.1693 | 6.8644 | 2.908 | 1.7053 |
57 | 1.0082 | -0.3531 | 0.1999 | 6.8644 | 3.5674 | 1.8888 |
58 | 2.5898 | 0.5064 | 0.2437 | 2.4964 | 3.4144 | 1.8478 |
59 | 2.7686 | 0.5064 | 0.2766 | 2.4964 | 3.2997 | 1.8165 |
60 | 2.9366 | 0.5064 | 0.3021 | 2.4964 | 3.2104 | 1.7918 |
61 | 5.8889 | -3.378 | 0.6097 | 30.6917 | 5.9585 | 2.441 |
62 | 6.1685 | -3.378 | 0.8614 | 30.6917 | 8.207 | 2.8648 |
63 | 6.436 | -3.378 | 1.0711 | 30.6917 | 10.0807 | 3.175 |
64 | 6.436 | -1.122 | 1.075 | 3.3856 | 9.5657 | 3.0928 |
65 | 6.436 | -1.122 | 1.0783 | 3.3856 | 9.1243 | 3.0206 |
66 | 6.436 | -1.122 | 1.0813 | 3.3856 | 8.7417 | 2.9566 |