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 | 40.01 | 39.7764 | 40.2436 | 0.5 | 0.5 | 0.9983 | 0.5 |
46 | 40.01 | 40.01 | 39.6797 | 40.3403 | 0.5 | 0.5 | 0.9782 | 0.5 |
47 | 40 | 40.01 | 39.6055 | 40.4145 | 0.4807 | 0.5 | 0.9854 | 0.5 |
48 | 39.91 | 40.01 | 39.5429 | 40.4771 | 0.3374 | 0.5167 | 0.9397 | 0.5 |
49 | 39.86 | 40.01 | 39.4877 | 40.5323 | 0.2867 | 0.6463 | 0.8533 | 0.5 |
50 | 39.79 | 40.01 | 39.4379 | 40.5821 | 0.2255 | 0.6963 | 0.8559 | 0.5 |
51 | 39.79 | 40.01 | 39.3921 | 40.6279 | 0.2427 | 0.7573 | 0.8373 | 0.5 |
52 | 39.8 | 40.01 | 39.3494 | 40.6706 | 0.2666 | 0.743 | 0.8362 | 0.5 |
53 | 39.64 | 40.01 | 39.3093 | 40.7107 | 0.1503 | 0.7215 | 0.7578 | 0.5 |
54 | 39.55 | 40.01 | 39.2714 | 40.7486 | 0.1111 | 0.8369 | 0.5106 | 0.5 |
55 | 39.36 | 40.01 | 39.2354 | 40.7846 | 0.05 | 0.8778 | 0.5503 | 0.5 |
56 | 39.28 | 40.01 | 39.2009 | 40.8191 | 0.0385 | 0.9423 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
45 | 0.003 | 0 | 0 | 0 | 0 | 0 |
46 | 0.0042 | 0 | 0 | 0 | 0 | 0 |
47 | 0.0052 | -2e-04 | 1e-04 | 1e-04 | 0 | 0.0058 |
48 | 0.006 | -0.0025 | 7e-04 | 0.01 | 0.0025 | 0.0502 |
49 | 0.0067 | -0.0037 | 0.0013 | 0.0225 | 0.0065 | 0.0807 |
50 | 0.0073 | -0.0055 | 0.002 | 0.0484 | 0.0135 | 0.1162 |
51 | 0.0079 | -0.0055 | 0.0025 | 0.0484 | 0.0185 | 0.136 |
52 | 0.0084 | -0.0052 | 0.0028 | 0.0441 | 0.0217 | 0.1473 |
53 | 0.0089 | -0.0092 | 0.0036 | 0.1369 | 0.0345 | 0.1857 |
54 | 0.0094 | -0.0115 | 0.0043 | 0.2116 | 0.0522 | 0.2285 |
55 | 0.0099 | -0.0162 | 0.0054 | 0.4225 | 0.0859 | 0.293 |
56 | 0.0103 | -0.0182 | 0.0065 | 0.5329 | 0.1231 | 0.3509 |