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[68]) |
56 | 121.8 | - | - | - | - | - | - | - |
57 | 125.4 | - | - | - | - | - | - | - |
58 | 129.7 | - | - | - | - | - | - | - |
59 | 129.4 | - | - | - | - | - | - | - |
60 | 134.5 | - | - | - | - | - | - | - |
61 | 141.2 | - | - | - | - | - | - | - |
62 | 141.4 | - | - | - | - | - | - | - |
63 | 152.2 | - | - | - | - | - | - | - |
64 | 167.7 | - | - | - | - | - | - | - |
65 | 173.3 | - | - | - | - | - | - | - |
66 | 168.7 | - | - | - | - | - | - | - |
67 | 172.6 | - | - | - | - | - | - | - |
68 | 169.8 | - | - | - | - | - | - | - |
69 | 172 | 172.3234 | 164.7028 | 179.944 | 0.4669 | 0.7418 | 1 | 0.7418 |
70 | 179.4 | 171.9893 | 159.3977 | 184.5809 | 0.1243 | 0.4993 | 1 | 0.6334 |
71 | 174.6 | 172.2864 | 156.2542 | 188.3185 | 0.3886 | 0.1922 | 1 | 0.6194 |
72 | 172.5 | 174.5209 | 155.7177 | 193.324 | 0.4166 | 0.4967 | 1 | 0.6887 |
73 | 172.6 | 178.7883 | 157.6182 | 199.9584 | 0.2833 | 0.7198 | 0.9997 | 0.7973 |
74 | 176.3 | 179.3164 | 156.0589 | 202.5738 | 0.3997 | 0.7143 | 0.9993 | 0.7887 |
75 | 178.9 | 185.7466 | 160.6108 | 210.8824 | 0.2967 | 0.7693 | 0.9955 | 0.8932 |
76 | 179.6 | 192.8914 | 166.0418 | 219.7411 | 0.166 | 0.8465 | 0.967 | 0.9541 |
77 | 179.9 | 194.1795 | 165.75 | 222.609 | 0.1624 | 0.8426 | 0.925 | 0.9536 |
78 | 180.3 | 193.2537 | 163.3567 | 223.1508 | 0.1979 | 0.8093 | 0.9463 | 0.9379 |
79 | 180.9 | 197.08 | 165.8113 | 228.3487 | 0.1552 | 0.8536 | 0.9375 | 0.9564 |
80 | 177.7 | 196.3016 | 163.7444 | 228.8587 | 0.1314 | 0.8231 | 0.9447 | 0.9447 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | 0.0226 | -0.0019 | 2e-04 | 0.1046 | 0.0087 | 0.0934 |
70 | 0.0374 | 0.0431 | 0.0036 | 54.9184 | 4.5765 | 2.1393 |
71 | 0.0475 | 0.0134 | 0.0011 | 5.3529 | 0.4461 | 0.6679 |
72 | 0.055 | -0.0116 | 0.001 | 4.0839 | 0.3403 | 0.5834 |
73 | 0.0604 | -0.0346 | 0.0029 | 38.2947 | 3.1912 | 1.7864 |
74 | 0.0662 | -0.0168 | 0.0014 | 9.0985 | 0.7582 | 0.8707 |
75 | 0.069 | -0.0369 | 0.0031 | 46.8755 | 3.9063 | 1.9764 |
76 | 0.071 | -0.0689 | 0.0057 | 176.6622 | 14.7219 | 3.8369 |
77 | 0.0747 | -0.0735 | 0.0061 | 203.9039 | 16.992 | 4.1221 |
78 | 0.0789 | -0.067 | 0.0056 | 167.7992 | 13.9833 | 3.7394 |
79 | 0.0809 | -0.0821 | 0.0068 | 261.7928 | 21.8161 | 4.6708 |
80 | 0.0846 | -0.0948 | 0.0079 | 346.0183 | 28.8349 | 5.3698 |