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 | 91.3 | - | - | - | - | - | - | - |
37 | 107.9 | - | - | - | - | - | - | - |
38 | 101.8 | - | - | - | - | - | - | - |
39 | 104.4 | - | - | - | - | - | - | - |
40 | 93.4 | - | - | - | - | - | - | - |
41 | 100.1 | - | - | - | - | - | - | - |
42 | 98.5 | - | - | - | - | - | - | - |
43 | 112.9 | - | - | - | - | - | - | - |
44 | 101.4 | - | - | - | - | - | - | - |
45 | 107.1 | - | - | - | - | - | - | - |
46 | 110.8 | - | - | - | - | - | - | - |
47 | 90.3 | - | - | - | - | - | - | - |
48 | 95.5 | - | - | - | - | - | - | - |
49 | 111.4 | 111.4123 | 100.7727 | 122.0519 | 0.4991 | 0.9983 | 0.7412 | 0.9983 |
50 | 113 | 103.2547 | 91.9203 | 114.589 | 0.046 | 0.0795 | 0.5993 | 0.91 |
51 | 107.5 | 105.8297 | 93.6703 | 117.9891 | 0.3939 | 0.1239 | 0.5911 | 0.952 |
52 | 95.9 | 93.8732 | 81.6557 | 106.0906 | 0.3725 | 0.0144 | 0.5303 | 0.3971 |
53 | 106.3 | 100.699 | 88.3373 | 113.0608 | 0.1873 | 0.7766 | 0.5378 | 0.7951 |
54 | 105.2 | 98.6346 | 86.2696 | 110.9997 | 0.149 | 0.1122 | 0.5085 | 0.6904 |
55 | 117.2 | 113.1602 | 100.7668 | 125.5535 | 0.2614 | 0.896 | 0.5164 | 0.9974 |
56 | 106.9 | 101.4254 | 89.032 | 113.8188 | 0.1933 | 0.0063 | 0.5016 | 0.8256 |
57 | 108.2 | 107.2177 | 94.8182 | 119.6172 | 0.4383 | 0.52 | 0.5074 | 0.968 |
58 | 110 | 110.7949 | 98.3953 | 123.1945 | 0.45 | 0.6592 | 0.4997 | 0.9922 |
59 | 96.1 | 90.3557 | 77.9546 | 102.7567 | 0.182 | 0.001 | 0.5035 | 0.2081 |
60 | 100.6 | 95.4896 | 83.0885 | 107.8908 | 0.2096 | 0.4616 | 0.4993 | 0.4993 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0487 | -1e-04 | 0 | 2e-04 | 0 | 0.0036 |
50 | 0.056 | 0.0944 | 0.0079 | 94.9715 | 7.9143 | 2.8132 |
51 | 0.0586 | 0.0158 | 0.0013 | 2.79 | 0.2325 | 0.4822 |
52 | 0.0664 | 0.0216 | 0.0018 | 4.108 | 0.3423 | 0.5851 |
53 | 0.0626 | 0.0556 | 0.0046 | 31.3707 | 2.6142 | 1.6169 |
54 | 0.064 | 0.0666 | 0.0055 | 43.1039 | 3.592 | 1.8953 |
55 | 0.0559 | 0.0357 | 0.003 | 16.3204 | 1.36 | 1.1662 |
56 | 0.0623 | 0.054 | 0.0045 | 29.9711 | 2.4976 | 1.5804 |
57 | 0.059 | 0.0092 | 8e-04 | 0.9649 | 0.0804 | 0.2836 |
58 | 0.0571 | -0.0072 | 6e-04 | 0.6319 | 0.0527 | 0.2295 |
59 | 0.07 | 0.0636 | 0.0053 | 32.9974 | 2.7498 | 1.6582 |
60 | 0.0663 | 0.0535 | 0.0045 | 26.1159 | 2.1763 | 1.4752 |