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[42]) |
30 | -9 | - | - | - | - | - | - | - |
31 | -7 | - | - | - | - | - | - | - |
32 | -4 | - | - | - | - | - | - | - |
33 | -4 | - | - | - | - | - | - | - |
34 | -2 | - | - | - | - | - | - | - |
35 | 0 | - | - | - | - | - | - | - |
36 | -2 | - | - | - | - | - | - | - |
37 | -3 | - | - | - | - | - | - | - |
38 | 1 | - | - | - | - | - | - | - |
39 | -2 | - | - | - | - | - | - | - |
40 | -1 | - | - | - | - | - | - | - |
41 | 1 | - | - | - | - | - | - | - |
42 | -3 | - | - | - | - | - | - | - |
43 | -4 | -3 | -9.1753 | 3.1753 | 0.3755 | 0.5 | 0.8979 | 0.5 |
44 | -9 | -3 | -11.7333 | 5.7333 | 0.0891 | 0.5888 | 0.5888 | 0.5 |
45 | -9 | -3 | -13.696 | 7.696 | 0.1358 | 0.8642 | 0.5727 | 0.5 |
46 | -7 | -3 | -15.3507 | 9.3507 | 0.2628 | 0.8295 | 0.437 | 0.5 |
47 | -14 | -3 | -16.8085 | 10.8085 | 0.0592 | 0.7149 | 0.3351 | 0.5 |
48 | -12 | -3 | -18.1264 | 12.1264 | 0.1218 | 0.923 | 0.4485 | 0.5 |
49 | -16 | -3 | -19.3384 | 13.3384 | 0.0594 | 0.8599 | 0.5 | 0.5 |
50 | -20 | -3 | -20.4665 | 14.4665 | 0.0282 | 0.9277 | 0.3268 | 0.5 |
51 | -12 | -3 | -21.526 | 15.526 | 0.1705 | 0.964 | 0.4579 | 0.5 |
52 | -12 | -3 | -22.5282 | 16.5282 | 0.1832 | 0.8168 | 0.4205 | 0.5 |
53 | -10 | -3 | -23.4813 | 17.4813 | 0.2515 | 0.8055 | 0.3509 | 0.5 |
54 | -10 | -3 | -24.392 | 18.392 | 0.2606 | 0.7394 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
43 | -1.0502 | 0.3333 | 0 | 1 | 0 | 0 |
44 | -1.4852 | 2 | 1.1667 | 36 | 18.5 | 4.3012 |
45 | -1.8191 | 2 | 1.4444 | 36 | 24.3333 | 4.9329 |
46 | -2.1005 | 1.3333 | 1.4167 | 16 | 22.25 | 4.717 |
47 | -2.3484 | 3.6667 | 1.8667 | 121 | 42 | 6.4807 |
48 | -2.5725 | 3 | 2.0556 | 81 | 48.5 | 6.9642 |
49 | -2.7786 | 4.3333 | 2.381 | 169 | 65.7143 | 8.1064 |
50 | -2.9705 | 5.6667 | 2.7917 | 289 | 93.625 | 9.676 |
51 | -3.1507 | 3 | 2.8148 | 81 | 92.2222 | 9.6032 |
52 | -3.3211 | 3 | 2.8333 | 81 | 91.1 | 9.5446 |
53 | -3.4832 | 2.3333 | 2.7879 | 49 | 87.2727 | 9.342 |
54 | -3.6381 | 2.3333 | 2.75 | 49 | 84.0833 | 9.1697 |