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[48]) |
36 | 96.8 | - | - | - | - | - | - | - |
37 | 117.2 | - | - | - | - | - | - | - |
38 | 112.3 | - | - | - | - | - | - | - |
39 | 117.3 | - | - | - | - | - | - | - |
40 | 111.1 | - | - | - | - | - | - | - |
41 | 102.2 | - | - | - | - | - | - | - |
42 | 104.3 | - | - | - | - | - | - | - |
43 | 122.9 | - | - | - | - | - | - | - |
44 | 107.6 | - | - | - | - | - | - | - |
45 | 121.3 | - | - | - | - | - | - | - |
46 | 131.5 | - | - | - | - | - | - | - |
47 | 89 | - | - | - | - | - | - | - |
48 | 104.4 | - | - | - | - | - | - | - |
49 | 128.9 | 122.6862 | 109.4168 | 137.5649 | 0.2065 | 0.992 | 0.7651 | 0.992 |
50 | 135.9 | 118.0925 | 105.3007 | 132.4381 | 0.0075 | 0.0699 | 0.7856 | 0.9693 |
51 | 133.3 | 121.399 | 107.7104 | 136.8273 | 0.0653 | 0.0327 | 0.6987 | 0.9846 |
52 | 121.3 | 114.2193 | 100.9385 | 129.2475 | 0.1779 | 0.0064 | 0.6579 | 0.8998 |
53 | 120.5 | 104.6494 | 92.4145 | 118.5042 | 0.0125 | 0.0092 | 0.6355 | 0.5141 |
54 | 120.4 | 106.162 | 93.6277 | 120.3743 | 0.0248 | 0.024 | 0.6013 | 0.596 |
55 | 137.9 | 124.7061 | 109.9154 | 141.487 | 0.0617 | 0.6925 | 0.5835 | 0.9911 |
56 | 126.1 | 108.8652 | 95.921 | 123.5561 | 0.0107 | 1e-04 | 0.567 | 0.7243 |
57 | 133.2 | 122.419 | 107.8326 | 138.9784 | 0.101 | 0.3315 | 0.5527 | 0.9835 |
58 | 146.6 | 132.4827 | 116.6798 | 150.4258 | 0.0615 | 0.4688 | 0.5427 | 0.9989 |
59 | 103.4 | 89.5281 | 78.8411 | 101.6638 | 0.0125 | 0 | 0.534 | 0.0082 |
60 | 117.2 | 104.8939 | 92.3665 | 119.1204 | 0.045 | 0.5815 | 0.5271 | 0.5271 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0619 | 0.0506 | 0.0042 | 38.6108 | 3.2176 | 1.7938 |
50 | 0.062 | 0.1508 | 0.0126 | 317.1087 | 26.4257 | 5.1406 |
51 | 0.0648 | 0.098 | 0.0082 | 141.6339 | 11.8028 | 3.4355 |
52 | 0.0671 | 0.062 | 0.0052 | 50.136 | 4.178 | 2.044 |
53 | 0.0675 | 0.1515 | 0.0126 | 251.241 | 20.9368 | 4.5757 |
54 | 0.0683 | 0.1341 | 0.0112 | 202.7209 | 16.8934 | 4.1102 |
55 | 0.0687 | 0.1058 | 0.0088 | 174.0803 | 14.5067 | 3.8088 |
56 | 0.0689 | 0.1583 | 0.0132 | 297.0385 | 24.7532 | 4.9753 |
57 | 0.069 | 0.0881 | 0.0073 | 116.2307 | 9.6859 | 3.1122 |
58 | 0.0691 | 0.1066 | 0.0089 | 199.2989 | 16.6082 | 4.0753 |
59 | 0.0692 | 0.1549 | 0.0129 | 192.4298 | 16.0358 | 4.0045 |
60 | 0.0692 | 0.1173 | 0.0098 | 151.4403 | 12.62 | 3.5525 |