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 | 6.9 | - | - | - | - | - | - | - |
33 | 2.8 | - | - | - | - | - | - | - |
34 | 0.7 | - | - | - | - | - | - | - |
35 | 3.6 | - | - | - | - | - | - | - |
36 | 6.7 | - | - | - | - | - | - | - |
37 | 12.5 | - | - | - | - | - | - | - |
38 | 14.4 | - | - | - | - | - | - | - |
39 | 16.5 | - | - | - | - | - | - | - |
40 | 18.7 | - | - | - | - | - | - | - |
41 | 19.4 | - | - | - | - | - | - | - |
42 | 15.8 | - | - | - | - | - | - | - |
43 | 11.3 | - | - | - | - | - | - | - |
44 | 9.7 | - | - | - | - | - | - | - |
45 | 2.9 | 4.824 | 0.8268 | 8.8213 | 0.1727 | 0.0084 | 0.8395 | 0.0084 |
46 | 0.1 | 5.0639 | 0.861 | 9.2667 | 0.0103 | 0.8435 | 0.9791 | 0.0153 |
47 | 2.5 | 5.8665 | 1.5353 | 10.1976 | 0.0638 | 0.9955 | 0.8475 | 0.0414 |
48 | 6.7 | 7.1379 | 2.7254 | 11.5503 | 0.4229 | 0.9803 | 0.5771 | 0.1275 |
49 | 10.3 | 11.198 | 6.7336 | 15.6625 | 0.3467 | 0.9759 | 0.2838 | 0.7446 |
50 | 11.2 | 15.9838 | 11.4859 | 20.4816 | 0.0186 | 0.9934 | 0.7549 | 0.9969 |
51 | 17.4 | 16.6194 | 12.1 | 21.1389 | 0.3675 | 0.9906 | 0.5207 | 0.9987 |
52 | 20.5 | 18.5791 | 14.0456 | 23.1125 | 0.2031 | 0.6949 | 0.4791 | 0.9999 |
53 | 17 | 18.5918 | 14.0494 | 23.1343 | 0.2461 | 0.2052 | 0.3637 | 0.9999 |
54 | 14.2 | 14.9478 | 10.3994 | 19.4961 | 0.3736 | 0.1882 | 0.3567 | 0.9881 |
55 | 10.6 | 10.9873 | 6.4352 | 15.5394 | 0.4338 | 0.0833 | 0.4464 | 0.7103 |
56 | 6.1 | 8.2086 | 3.654 | 12.7632 | 0.1821 | 0.1517 | 0.2605 | 0.2605 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
45 | 0.4228 | -0.3988 | 0 | 3.7019 | 0 | 0 |
46 | 0.4235 | -0.9803 | 0.6895 | 24.6398 | 14.1709 | 3.7644 |
47 | 0.3767 | -0.5738 | 0.651 | 11.333 | 13.2249 | 3.6366 |
48 | 0.3154 | -0.0613 | 0.5036 | 0.1917 | 9.9666 | 3.157 |
49 | 0.2034 | -0.0802 | 0.4189 | 0.8065 | 8.1346 | 2.8521 |
50 | 0.1436 | -0.2993 | 0.399 | 22.8843 | 10.5929 | 3.2547 |
51 | 0.1387 | 0.047 | 0.3487 | 0.6093 | 9.1666 | 3.0276 |
52 | 0.1245 | 0.1034 | 0.318 | 3.69 | 8.4821 | 2.9124 |
53 | 0.1247 | -0.0856 | 0.2922 | 2.5339 | 7.8212 | 2.7966 |
54 | 0.1552 | -0.05 | 0.268 | 0.5591 | 7.095 | 2.6636 |
55 | 0.2114 | -0.0352 | 0.2468 | 0.15 | 6.4636 | 2.5424 |
56 | 0.2831 | -0.2569 | 0.2477 | 4.4462 | 6.2955 | 2.5091 |