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 | 96.5 | - | - | - | - | - | - | - |
57 | 118.7 | - | - | - | - | - | - | - |
58 | 112.9 | - | - | - | - | - | - | - |
59 | 130.5 | - | - | - | - | - | - | - |
60 | 137.9 | - | - | - | - | - | - | - |
61 | 115 | - | - | - | - | - | - | - |
62 | 116.8 | - | - | - | - | - | - | - |
63 | 140.9 | - | - | - | - | - | - | - |
64 | 120.7 | - | - | - | - | - | - | - |
65 | 134.2 | - | - | - | - | - | - | - |
66 | 147.3 | - | - | - | - | - | - | - |
67 | 112.4 | - | - | - | - | - | - | - |
68 | 107.1 | - | - | - | - | - | - | - |
69 | 128.4 | 129.4899 | 114.6706 | 146.2245 | 0.4492 | 0.9956 | 0.8968 | 0.9956 |
70 | 137.7 | 130.7469 | 115.2836 | 148.2843 | 0.2186 | 0.6035 | 0.977 | 0.9959 |
71 | 135 | 126.714 | 111.2612 | 144.3131 | 0.1781 | 0.1106 | 0.3366 | 0.9855 |
72 | 151 | 138.2915 | 120.9355 | 158.1384 | 0.1047 | 0.6274 | 0.5154 | 0.999 |
73 | 137.4 | 118.0161 | 102.8386 | 135.4335 | 0.0146 | 1e-04 | 0.6328 | 0.8904 |
74 | 132.4 | 124.1301 | 107.7589 | 142.9884 | 0.195 | 0.0839 | 0.7769 | 0.9616 |
75 | 161.3 | 145.1093 | 125.5091 | 167.7705 | 0.0807 | 0.8642 | 0.6421 | 0.9995 |
76 | 139.8 | 132.3004 | 114.0208 | 153.5106 | 0.2441 | 0.0037 | 0.8581 | 0.9901 |
77 | 146 | 134.7273 | 115.7066 | 156.8747 | 0.1592 | 0.3267 | 0.5186 | 0.9928 |
78 | 154.6 | 151.3754 | 129.5603 | 176.8638 | 0.4021 | 0.6603 | 0.623 | 0.9997 |
79 | 142.1 | 121.9042 | 103.9875 | 142.9079 | 0.0297 | 0.0011 | 0.8124 | 0.9164 |
80 | 120.5 | 111.9183 | 95.1567 | 131.6324 | 0.1968 | 0.0013 | 0.684 | 0.684 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | 0.0659 | -0.0084 | 7e-04 | 1.188 | 0.099 | 0.3146 |
70 | 0.0684 | 0.0532 | 0.0044 | 48.3459 | 4.0288 | 2.0072 |
71 | 0.0709 | 0.0654 | 0.0054 | 68.6571 | 5.7214 | 2.392 |
72 | 0.0732 | 0.0919 | 0.0077 | 161.5061 | 13.4588 | 3.6686 |
73 | 0.0753 | 0.1642 | 0.0137 | 375.7365 | 31.3114 | 5.5957 |
74 | 0.0775 | 0.0666 | 0.0056 | 68.3916 | 5.6993 | 2.3873 |
75 | 0.0797 | 0.1116 | 0.0093 | 262.1377 | 21.8448 | 4.6738 |
76 | 0.0818 | 0.0567 | 0.0047 | 56.2437 | 4.687 | 2.1649 |
77 | 0.0839 | 0.0837 | 0.007 | 127.0745 | 10.5895 | 3.2542 |
78 | 0.0859 | 0.0213 | 0.0018 | 10.3977 | 0.8665 | 0.9308 |
79 | 0.0879 | 0.1657 | 0.0138 | 407.8702 | 33.9892 | 5.83 |
80 | 0.0899 | 0.0767 | 0.0064 | 73.6453 | 6.1371 | 2.4773 |