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[49]) |
37 | 2 | - | - | - | - | - | - | - |
38 | 2.1 | - | - | - | - | - | - | - |
39 | 1.7 | - | - | - | - | - | - | - |
40 | 1.8 | - | - | - | - | - | - | - |
41 | 1.8 | - | - | - | - | - | - | - |
42 | 1.8 | - | - | - | - | - | - | - |
43 | 1.3 | - | - | - | - | - | - | - |
44 | 1.3 | - | - | - | - | - | - | - |
45 | 1.3 | - | - | - | - | - | - | - |
46 | 1.2 | - | - | - | - | - | - | - |
47 | 1.4 | - | - | - | - | - | - | - |
48 | 2.2 | - | - | - | - | - | - | - |
49 | 2.9 | - | - | - | - | - | - | - |
50 | 3.1 | 2.7191 | 2.0705 | 3.4558 | 0.1554 | 0.3151 | 0.9502 | 0.3151 |
51 | 3.5 | 3.096 | 2.139 | 4.2295 | 0.2424 | 0.4972 | 0.9921 | 0.6327 |
52 | 3.6 | 2.9383 | 1.8235 | 4.3177 | 0.1736 | 0.2124 | 0.9471 | 0.5217 |
53 | 4.4 | 3.1447 | 1.8314 | 4.8109 | 0.0699 | 0.2961 | 0.9432 | 0.6133 |
54 | 4.1 | 2.9018 | 1.5224 | 4.7223 | 0.0985 | 0.0534 | 0.8822 | 0.5008 |
55 | 5.1 | 3.2102 | 1.6314 | 5.3183 | 0.0395 | 0.204 | 0.9621 | 0.6135 |
56 | 5.8 | 3.305 | 1.5934 | 5.6341 | 0.0179 | 0.0655 | 0.9542 | 0.6334 |
57 | 5.9 | 3.3433 | 1.5238 | 5.8686 | 0.0236 | 0.0283 | 0.9436 | 0.6346 |
58 | 5.4 | 3.4718 | 1.5208 | 6.2168 | 0.0843 | 0.0415 | 0.9476 | 0.6585 |
59 | 5.5 | 3.4966 | 1.4539 | 6.4215 | 0.0897 | 0.1011 | 0.92 | 0.6553 |
60 | 4.8 | 2.9713 | 1.0551 | 5.8579 | 0.1072 | 0.043 | 0.6998 | 0.5193 |
61 | 3.2 | 2.3136 | 0.6297 | 5.0562 | 0.2632 | 0.0378 | 0.3376 | 0.3376 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.1382 | 0.1401 | 0 | 0.1451 | 0 | 0 |
51 | 0.1868 | 0.1305 | 0.1353 | 0.1632 | 0.1542 | 0.3926 |
52 | 0.2395 | 0.2252 | 0.1653 | 0.4379 | 0.2487 | 0.4987 |
53 | 0.2703 | 0.3992 | 0.2237 | 1.5758 | 0.5805 | 0.7619 |
54 | 0.3201 | 0.4129 | 0.2616 | 1.4357 | 0.7515 | 0.8669 |
55 | 0.3351 | 0.5887 | 0.3161 | 3.5714 | 1.2215 | 1.1052 |
56 | 0.3596 | 0.7549 | 0.3788 | 6.2252 | 1.9363 | 1.3915 |
57 | 0.3854 | 0.7647 | 0.427 | 6.5366 | 2.5114 | 1.5847 |
58 | 0.4034 | 0.5554 | 0.4413 | 3.7178 | 2.6454 | 1.6265 |
59 | 0.4268 | 0.573 | 0.4545 | 4.0136 | 2.7822 | 1.668 |
60 | 0.4957 | 0.6155 | 0.4691 | 3.3442 | 2.8333 | 1.6832 |
61 | 0.6048 | 0.3831 | 0.4619 | 0.7857 | 2.6627 | 1.6318 |