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 | 115.1 | - | - | - | - | - | - | - |
37 | 132.8 | - | - | - | - | - | - | - |
38 | 123.3 | - | - | - | - | - | - | - |
39 | 124.8 | - | - | - | - | - | - | - |
40 | 122 | - | - | - | - | - | - | - |
41 | 117.4 | - | - | - | - | - | - | - |
42 | 117.9 | - | - | - | - | - | - | - |
43 | 137.4 | - | - | - | - | - | - | - |
44 | 114.6 | - | - | - | - | - | - | - |
45 | 124.7 | - | - | - | - | - | - | - |
46 | 129.6 | - | - | - | - | - | - | - |
47 | 109.4 | - | - | - | - | - | - | - |
48 | 120.9 | - | - | - | - | - | - | - |
49 | 134.9 | 139.2523 | 128.6013 | 149.9032 | 0.2116 | 0.9996 | 0.8825 | 0.9996 |
50 | 136.3 | 131.6241 | 120.746 | 142.5021 | 0.1998 | 0.2775 | 0.9332 | 0.9733 |
51 | 133.2 | 127.8194 | 116.7831 | 138.8558 | 0.1696 | 0.066 | 0.7041 | 0.8904 |
52 | 127.2 | 131.0852 | 117.9894 | 144.1809 | 0.2805 | 0.3758 | 0.913 | 0.9363 |
53 | 122.7 | 115.7813 | 102.3392 | 129.2234 | 0.1565 | 0.048 | 0.4067 | 0.2277 |
54 | 120.5 | 120.7126 | 107.0074 | 134.4177 | 0.4879 | 0.3881 | 0.6562 | 0.4893 |
55 | 137.8 | 139.3622 | 124.7137 | 154.0106 | 0.4172 | 0.9942 | 0.6035 | 0.9932 |
56 | 119.1 | 118.3916 | 103.3892 | 133.3939 | 0.4631 | 0.0056 | 0.6898 | 0.3716 |
57 | 124.3 | 121.0884 | 105.7982 | 136.3785 | 0.3403 | 0.6006 | 0.3217 | 0.5096 |
58 | 134.3 | 137.8783 | 122.0392 | 153.7173 | 0.329 | 0.9535 | 0.8472 | 0.9822 |
59 | 121.7 | 120.5423 | 104.3861 | 136.6984 | 0.4442 | 0.0476 | 0.9118 | 0.4827 |
60 | 125 | 125.3056 | 108.8784 | 141.7329 | 0.4855 | 0.6665 | 0.7004 | 0.7004 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.039 | -0.0313 | 0.0026 | 18.9422 | 1.5785 | 1.2564 |
50 | 0.0422 | 0.0355 | 0.003 | 21.8643 | 1.822 | 1.3498 |
51 | 0.0441 | 0.0421 | 0.0035 | 28.9506 | 2.4126 | 1.5532 |
52 | 0.051 | -0.0296 | 0.0025 | 15.0945 | 1.2579 | 1.1215 |
53 | 0.0592 | 0.0598 | 0.005 | 47.8686 | 3.989 | 1.9973 |
54 | 0.0579 | -0.0018 | 1e-04 | 0.0452 | 0.0038 | 0.0614 |
55 | 0.0536 | -0.0112 | 9e-04 | 2.4404 | 0.2034 | 0.451 |
56 | 0.0647 | 0.006 | 5e-04 | 0.5019 | 0.0418 | 0.2045 |
57 | 0.0644 | 0.0265 | 0.0022 | 10.3145 | 0.8595 | 0.9271 |
58 | 0.0586 | -0.026 | 0.0022 | 12.8041 | 1.067 | 1.033 |
59 | 0.0684 | 0.0096 | 8e-04 | 1.3404 | 0.1117 | 0.3342 |
60 | 0.0669 | -0.0024 | 2e-04 | 0.0934 | 0.0078 | 0.0882 |