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 | 120.7736 | 109.1517 | 133.6328 | 0.1077 | 0.9937 | 0.707 | 0.9937 |
70 | 135.9 | 120.3681 | 108.7853 | 133.1842 | 0.0088 | 0.096 | 0.8914 | 0.9927 |
71 | 133.3 | 115.6363 | 104.5088 | 127.9486 | 0.0025 | 6e-04 | 0.3956 | 0.9632 |
72 | 121.3 | 111.5032 | 100.7734 | 123.3754 | 0.0529 | 2e-04 | 0.5265 | 0.8795 |
73 | 120.5 | 103.2003 | 93.2668 | 114.1918 | 0.001 | 6e-04 | 0.5708 | 0.4153 |
74 | 120.4 | 106.1982 | 95.9761 | 117.5089 | 0.0069 | 0.0066 | 0.6289 | 0.6223 |
75 | 137.9 | 121.6149 | 109.9089 | 134.5676 | 0.0069 | 0.5729 | 0.4229 | 0.9954 |
76 | 126.1 | 113.3799 | 102.4665 | 125.4555 | 0.0195 | 0 | 0.8259 | 0.9275 |
77 | 133.2 | 114.9944 | 103.9257 | 127.2421 | 0.0018 | 0.0378 | 0.1565 | 0.955 |
78 | 146.6 | 130.1693 | 117.6399 | 144.0332 | 0.0101 | 0.3342 | 0.4254 | 0.9999 |
79 | 103.4 | 89.536 | 80.9177 | 99.0721 | 0.0022 | 0 | 0.5439 | 0.0011 |
80 | 117.2 | 102.7654 | 92.8738 | 113.7106 | 0.0049 | 0.4548 | 0.3849 | 0.3849 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | 0.0543 | 0.0673 | 0.0056 | 66.0391 | 5.5033 | 2.3459 |
70 | 0.0543 | 0.129 | 0.0108 | 241.2386 | 20.1032 | 4.4837 |
71 | 0.0543 | 0.1528 | 0.0127 | 312.0049 | 26.0004 | 5.0991 |
72 | 0.0543 | 0.0879 | 0.0073 | 95.9777 | 7.9981 | 2.8281 |
73 | 0.0543 | 0.1676 | 0.014 | 299.2779 | 24.9398 | 4.994 |
74 | 0.0543 | 0.1337 | 0.0111 | 201.692 | 16.8077 | 4.0997 |
75 | 0.0543 | 0.1339 | 0.0112 | 265.2052 | 22.1004 | 4.7011 |
76 | 0.0543 | 0.1122 | 0.0093 | 161.8017 | 13.4835 | 3.672 |
77 | 0.0543 | 0.1583 | 0.0132 | 331.4424 | 27.6202 | 5.2555 |
78 | 0.0543 | 0.1262 | 0.0105 | 269.9669 | 22.4972 | 4.7431 |
79 | 0.0543 | 0.1548 | 0.0129 | 192.2111 | 16.0176 | 4.0022 |
80 | 0.0543 | 0.1405 | 0.0117 | 208.3569 | 17.3631 | 4.1669 |