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 | 87.5 | - | - | - | - | - | - | - |
37 | 117.6 | - | - | - | - | - | - | - |
38 | 103.4 | - | - | - | - | - | - | - |
39 | 110.8 | - | - | - | - | - | - | - |
40 | 112.6 | - | - | - | - | - | - | - |
41 | 102.5 | - | - | - | - | - | - | - |
42 | 112.4 | - | - | - | - | - | - | - |
43 | 135.6 | - | - | - | - | - | - | - |
44 | 105.1 | - | - | - | - | - | - | - |
45 | 127.7 | - | - | - | - | - | - | - |
46 | 137 | - | - | - | - | - | - | - |
47 | 91 | - | - | - | - | - | - | - |
48 | 90.5 | - | - | - | - | - | - | - |
49 | 122.4 | 124.9514 | 109.7591 | 140.1437 | 0.371 | 1 | 0.8285 | 1 |
50 | 123.3 | 116.9446 | 101.5792 | 132.3099 | 0.2088 | 0.2432 | 0.958 | 0.9996 |
51 | 124.3 | 114.5231 | 98.9481 | 130.0981 | 0.1093 | 0.1347 | 0.6803 | 0.9987 |
52 | 120 | 119.0456 | 102.8009 | 135.2904 | 0.4542 | 0.2631 | 0.7816 | 0.9997 |
53 | 118.1 | 108.8807 | 92.4799 | 125.2814 | 0.1353 | 0.092 | 0.7771 | 0.986 |
54 | 119 | 116.9768 | 100.5756 | 133.3781 | 0.4045 | 0.4466 | 0.7078 | 0.9992 |
55 | 142.7 | 139.7966 | 123.2985 | 156.2947 | 0.3651 | 0.9933 | 0.691 | 1 |
56 | 123.6 | 115.7566 | 99.1301 | 132.3831 | 0.1776 | 7e-04 | 0.8955 | 0.9985 |
57 | 129.6 | 122.8523 | 106.1773 | 139.5274 | 0.2139 | 0.465 | 0.2844 | 0.9999 |
58 | 146.9 | 140.9226 | 124.1885 | 157.6566 | 0.2419 | 0.9076 | 0.677 | 1 |
59 | 108.7 | 96.3984 | 79.5825 | 113.2144 | 0.0758 | 0 | 0.7354 | 0.7541 |
60 | 99.4 | 96.3425 | 79.4603 | 113.2248 | 0.3613 | 0.0757 | 0.7512 | 0.7512 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.062 | -0.0204 | 0.0017 | 6.5095 | 0.5425 | 0.7365 |
50 | 0.067 | 0.0543 | 0.0045 | 40.3914 | 3.366 | 1.8347 |
51 | 0.0694 | 0.0854 | 0.0071 | 95.5881 | 7.9657 | 2.8224 |
52 | 0.0696 | 0.008 | 7e-04 | 0.9108 | 0.0759 | 0.2755 |
53 | 0.0769 | 0.0847 | 0.0071 | 84.996 | 7.083 | 2.6614 |
54 | 0.0715 | 0.0173 | 0.0014 | 4.0932 | 0.3411 | 0.584 |
55 | 0.0602 | 0.0208 | 0.0017 | 8.4297 | 0.7025 | 0.8381 |
56 | 0.0733 | 0.0678 | 0.0056 | 61.5197 | 5.1266 | 2.2642 |
57 | 0.0693 | 0.0549 | 0.0046 | 45.531 | 3.7942 | 1.9479 |
58 | 0.0606 | 0.0424 | 0.0035 | 35.7297 | 2.9775 | 1.7255 |
59 | 0.089 | 0.1276 | 0.0106 | 151.3288 | 12.6107 | 3.5512 |
60 | 0.0894 | 0.0317 | 0.0026 | 9.348 | 0.779 | 0.8826 |