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 | 96.8 | - | - | - | - | - | - | - |
57 | 117.2 | - | - | - | - | - | - | - |
58 | 112.3 | - | - | - | - | - | - | - |
59 | 117.3 | - | - | - | - | - | - | - |
60 | 111.1 | - | - | - | - | - | - | - |
61 | 102.2 | - | - | - | - | - | - | - |
62 | 104.3 | - | - | - | - | - | - | - |
63 | 122.9 | - | - | - | - | - | - | - |
64 | 107.6 | - | - | - | - | - | - | - |
65 | 121.3 | - | - | - | - | - | - | - |
66 | 131.5 | - | - | - | - | - | - | - |
67 | 89 | - | - | - | - | - | - | - |
68 | 104.4 | - | - | - | - | - | - | - |
69 | 128.9 | 124.243 | 113.2121 | 136.3487 | 0.2254 | 0.9993 | 0.8729 | 0.9993 |
70 | 135.9 | 122.7253 | 111.8245 | 134.6888 | 0.0154 | 0.1559 | 0.9562 | 0.9987 |
71 | 133.3 | 117.0839 | 106.5229 | 128.692 | 0.0031 | 7e-04 | 0.4854 | 0.9839 |
72 | 121.3 | 111.5707 | 100.1792 | 124.2575 | 0.0664 | 4e-04 | 0.529 | 0.866 |
73 | 120.5 | 100.1822 | 89.9535 | 111.574 | 2e-04 | 1e-04 | 0.3642 | 0.234 |
74 | 120.4 | 105.9786 | 95.0027 | 118.2226 | 0.0105 | 0.01 | 0.6059 | 0.5998 |
75 | 137.9 | 120.5303 | 107.6501 | 134.9516 | 0.0091 | 0.5071 | 0.3737 | 0.9858 |
76 | 126.1 | 112.9327 | 100.8617 | 126.4484 | 0.0281 | 1e-04 | 0.7803 | 0.892 |
77 | 133.2 | 111.7653 | 99.7103 | 125.2779 | 9e-04 | 0.0188 | 0.0833 | 0.8573 |
78 | 146.6 | 128.875 | 114.8436 | 144.6208 | 0.0137 | 0.2952 | 0.3719 | 0.9988 |
79 | 103.4 | 87.179 | 77.6825 | 97.8365 | 0.0014 | 0 | 0.3689 | 8e-04 |
80 | 117.2 | 100.5586 | 89.5516 | 112.9186 | 0.0042 | 0.3261 | 0.2712 | 0.2712 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | 0.0497 | 0.0375 | 0.0031 | 21.6879 | 1.8073 | 1.3444 |
70 | 0.0497 | 0.1074 | 0.0089 | 173.5728 | 14.4644 | 3.8032 |
71 | 0.0506 | 0.1385 | 0.0115 | 262.9622 | 21.9135 | 4.6812 |
72 | 0.058 | 0.0872 | 0.0073 | 94.6597 | 7.8883 | 2.8086 |
73 | 0.058 | 0.2028 | 0.0169 | 412.8128 | 34.4011 | 5.8652 |
74 | 0.0589 | 0.1361 | 0.0113 | 207.9767 | 17.3314 | 4.1631 |
75 | 0.061 | 0.1441 | 0.012 | 301.7056 | 25.1421 | 5.0142 |
76 | 0.0611 | 0.1166 | 0.0097 | 173.378 | 14.4482 | 3.8011 |
77 | 0.0617 | 0.1918 | 0.016 | 459.4444 | 38.287 | 6.1877 |
78 | 0.0623 | 0.1375 | 0.0115 | 314.1748 | 26.1812 | 5.1168 |
79 | 0.0624 | 0.1861 | 0.0155 | 263.1196 | 21.9266 | 4.6826 |
80 | 0.0627 | 0.1655 | 0.0138 | 276.9359 | 23.078 | 4.804 |