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[52]) |
48 | 24.753 | - | - | - | - | - | - | - |
49 | 30.393 | - | - | - | - | - | - | - |
50 | 24.346 | - | - | - | - | - | - | - |
51 | 30.192 | - | - | - | - | - | - | - |
52 | 23.387 | - | - | - | - | - | - | - |
53 | 28.385 | 29.5614 | 27.1137 | 32.0091 | 0.1731 | 1 | 0.2527 | 1 |
54 | 23 | 22.6895 | 20.0615 | 25.3175 | 0.4084 | 0 | 0.1083 | 0.3015 |
55 | 28.581 | 29.453 | 26.3331 | 32.5729 | 0.2919 | 1 | 0.3212 | 0.9999 |
56 | 22.512 | 22.2639 | 18.9325 | 25.5953 | 0.442 | 1e-04 | 0.2544 | 0.2544 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
53 | 0.0422 | -0.0398 | 0 | 1.384 | 0 | 0 |
54 | 0.0591 | 0.0137 | 0.0267 | 0.0964 | 0.7402 | 0.8604 |
55 | 0.054 | -0.0296 | 0.0277 | 0.7604 | 0.7469 | 0.8643 |
56 | 0.0763 | 0.0111 | 0.0236 | 0.0616 | 0.5756 | 0.7587 |