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 | 4.296 | - | - | - | - | - | - | - |
38 | 4.193 | - | - | - | - | - | - | - |
39 | 3.48 | - | - | - | - | - | - | - |
40 | 2.934 | - | - | - | - | - | - | - |
41 | 2.221 | - | - | - | - | - | - | - |
42 | 1.211 | - | - | - | - | - | - | - |
43 | 1.28 | - | - | - | - | - | - | - |
44 | 0.96 | - | - | - | - | - | - | - |
45 | 0.5 | - | - | - | - | - | - | - |
46 | 0.687 | - | - | - | - | - | - | - |
47 | 0.344 | - | - | - | - | - | - | - |
48 | 0.346 | - | - | - | - | - | - | - |
49 | 0.334 | - | - | - | - | - | - | - |
50 | 0.34 | 0.3346 | 0.1886 | 0.5455 | 0.4798 | 0.5021 | 0 | 0.5021 |
51 | 0.328 | 0.3387 | 0.1464 | 0.6618 | 0.4741 | 0.4969 | 0 | 0.5114 |
52 | 0.344 | 0.3423 | 0.119 | 0.7628 | 0.4969 | 0.5267 | 0 | 0.5155 |
53 | 0.341 | 0.3479 | 0.0999 | 0.8607 | 0.4894 | 0.506 | 0 | 0.5212 |
54 | 0.32 | 0.3588 | 0.0872 | 0.9657 | 0.4501 | 0.5229 | 0.003 | 0.5319 |
55 | 0.314 | 0.3579 | 0.0731 | 1.045 | 0.4502 | 0.543 | 0.0043 | 0.5271 |
56 | 0.325 | 0.3625 | 0.0632 | 1.134 | 0.462 | 0.549 | 0.0645 | 0.5289 |
57 | 0.339 | 0.3718 | 0.0561 | 1.2329 | 0.4703 | 0.5424 | 0.3852 | 0.5343 |
58 | 0.329 | 0.3675 | 0.0469 | 1.2994 | 0.4678 | 0.5239 | 0.2508 | 0.5281 |
59 | 0.48 | 0.3764 | 0.042 | 1.3972 | 0.4212 | 0.5362 | 0.5248 | 0.5324 |
60 | 0.399 | 0.3763 | 0.0359 | 1.4724 | 0.4838 | 0.4265 | 0.5216 | 0.5302 |
61 | 0.37 | 0.3767 | 0.0308 | 1.5481 | 0.4955 | 0.4851 | 0.5285 | 0.5285 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.3216 | 0.0163 | 0 | 0 | 0 | 0 |
51 | 0.4867 | -0.0316 | 0.0239 | 1e-04 | 1e-04 | 0.0085 |
52 | 0.6266 | 0.0048 | 0.0176 | 0 | 0 | 0.007 |
53 | 0.7519 | -0.0199 | 0.0182 | 0 | 0 | 0.007 |
54 | 0.863 | -0.1081 | 0.0362 | 0.0015 | 3e-04 | 0.0184 |
55 | 0.9796 | -0.1226 | 0.0506 | 0.0019 | 6e-04 | 0.0246 |
56 | 1.0858 | -0.1035 | 0.0581 | 0.0014 | 7e-04 | 0.0268 |
57 | 1.1818 | -0.0882 | 0.0619 | 0.0011 | 8e-04 | 0.0276 |
58 | 1.294 | -0.1047 | 0.0666 | 0.0015 | 8e-04 | 0.029 |
59 | 1.3838 | 0.2753 | 0.0875 | 0.0107 | 0.0018 | 0.0428 |
60 | 1.486 | 0.0603 | 0.085 | 5e-04 | 0.0017 | 0.0414 |
61 | 1.5863 | -0.0179 | 0.0794 | 0 | 0.0016 | 0.0397 |