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 | 205 | - | - | - | - | - | - | - |
37 | 194 | - | - | - | - | - | - | - |
38 | 199.3 | - | - | - | - | - | - | - |
39 | 219.3 | - | - | - | - | - | - | - |
40 | 211.1 | - | - | - | - | - | - | - |
41 | 215.2 | - | - | - | - | - | - | - |
42 | 240.2 | - | - | - | - | - | - | - |
43 | 242.2 | - | - | - | - | - | - | - |
44 | 240.7 | - | - | - | - | - | - | - |
45 | 255.4 | - | - | - | - | - | - | - |
46 | 253 | - | - | - | - | - | - | - |
47 | 218.2 | - | - | - | - | - | - | - |
48 | 203.7 | - | - | - | - | - | - | - |
49 | 205.6 | 191.0674 | 131.0021 | 278.673 | 0.3725 | 0.3887 | 0.4738 | 0.3887 |
50 | 215.6 | 213.3909 | 146.3078 | 311.232 | 0.4824 | 0.562 | 0.6111 | 0.577 |
51 | 188.5 | 221.4803 | 151.8542 | 323.0304 | 0.2622 | 0.5452 | 0.5168 | 0.6343 |
52 | 202.9 | 199.7886 | 136.9817 | 291.393 | 0.4735 | 0.5954 | 0.4044 | 0.4667 |
53 | 214 | 190.1931 | 130.4026 | 277.3978 | 0.2963 | 0.3876 | 0.287 | 0.3807 |
54 | 230.3 | 230.6261 | 158.1248 | 336.3696 | 0.4976 | 0.621 | 0.4296 | 0.6911 |
55 | 230 | 260.6147 | 178.686 | 380.1083 | 0.3078 | 0.6905 | 0.6187 | 0.8247 |
56 | 241 | 221.3511 | 151.7656 | 322.8419 | 0.3522 | 0.4337 | 0.3543 | 0.6334 |
57 | 259.6 | 236.5585 | 162.1923 | 345.0221 | 0.3386 | 0.468 | 0.3667 | 0.7237 |
58 | 247.8 | 225.3027 | 154.4749 | 328.6054 | 0.3347 | 0.2576 | 0.2996 | 0.6591 |
59 | 270.3 | 188.7548 | 129.4165 | 275.3001 | 0.0324 | 0.0906 | 0.2524 | 0.3675 |
60 | 289.7 | 192.724 | 132.1379 | 281.0892 | 0.0157 | 0.0427 | 0.4038 | 0.4038 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.2339 | 0.0761 | 0.0063 | 211.1969 | 17.5997 | 4.1952 |
50 | 0.2339 | 0.0104 | 9e-04 | 4.8801 | 0.4067 | 0.6377 |
51 | 0.2339 | -0.1489 | 0.0124 | 1087.699 | 90.6416 | 9.5206 |
52 | 0.2339 | 0.0156 | 0.0013 | 9.6807 | 0.8067 | 0.8982 |
53 | 0.2339 | 0.1252 | 0.0104 | 566.7687 | 47.2307 | 6.8725 |
54 | 0.2339 | -0.0014 | 1e-04 | 0.1063 | 0.0089 | 0.0941 |
55 | 0.2339 | -0.1175 | 0.0098 | 937.2624 | 78.1052 | 8.8377 |
56 | 0.2339 | 0.0888 | 0.0074 | 386.081 | 32.1734 | 5.6722 |
57 | 0.2339 | 0.0974 | 0.0081 | 530.9087 | 44.2424 | 6.6515 |
58 | 0.2339 | 0.0999 | 0.0083 | 506.1304 | 42.1775 | 6.4944 |
59 | 0.2339 | 0.432 | 0.036 | 6649.6155 | 554.1346 | 23.5401 |
60 | 0.2339 | 0.5032 | 0.0419 | 9404.3447 | 783.6954 | 27.9946 |