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[24]) |
12 | 149 | - | - | - | - | - | - | - |
13 | 150 | - | - | - | - | - | - | - |
14 | 144 | - | - | - | - | - | - | - |
15 | 112 | - | - | - | - | - | - | - |
16 | 111 | - | - | - | - | - | - | - |
17 | 114 | - | - | - | - | - | - | - |
18 | 117 | - | - | - | - | - | - | - |
19 | 123 | - | - | - | - | - | - | - |
20 | 125 | - | - | - | - | - | - | - |
21 | 132 | - | - | - | - | - | - | - |
22 | 137 | - | - | - | - | - | - | - |
23 | 147 | - | - | - | - | - | - | - |
24 | 157 | - | - | - | - | - | - | - |
25 | 157 | 159.5907 | 149.913 | 169.8932 | 0.3111 | 0.6889 | 0.966 | 0.6889 |
26 | 149 | 153.6996 | 142.6434 | 165.6128 | 0.2197 | 0.2936 | 0.9447 | 0.2936 |
27 | 113 | 121.7326 | 111.8079 | 132.5382 | 0.0566 | 0 | 0.9612 | 0 |
28 | 112 | 118.84 | 108.1458 | 130.5918 | 0.127 | 0.835 | 0.9045 | 0 |
29 | 117 | 119.3781 | 107.7242 | 132.2927 | 0.3591 | 0.8686 | 0.7928 | 0 |
30 | 122 | 122.3365 | 109.538 | 136.6305 | 0.4816 | 0.7678 | 0.7678 | 0 |
31 | 127 | 128.2551 | 114.0056 | 144.2858 | 0.439 | 0.7778 | 0.7397 | 2e-04 |
32 | 130 | 127.9897 | 112.9933 | 144.9763 | 0.4083 | 0.5455 | 0.6349 | 4e-04 |
33 | 135 | 139.4776 | 122.3387 | 159.0175 | 0.3267 | 0.8291 | 0.7734 | 0.0394 |
34 | 139 | 143.2246 | 124.851 | 164.3022 | 0.3472 | 0.7778 | 0.7186 | 0.1001 |
35 | 149 | 152.5201 | 132.1697 | 176.0039 | 0.3845 | 0.8704 | 0.6775 | 0.3542 |
36 | 161 | 159.657 | 137.5705 | 185.2894 | 0.4591 | 0.7924 | 0.5805 | 0.5805 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
25 | 0.0329 | -0.0162 | 0.0014 | 6.7118 | 0.5593 | 0.7479 |
26 | 0.0395 | -0.0306 | 0.0025 | 22.0865 | 1.8405 | 1.3567 |
27 | 0.0453 | -0.0717 | 0.006 | 76.2583 | 6.3549 | 2.5209 |
28 | 0.0505 | -0.0576 | 0.0048 | 46.7862 | 3.8989 | 1.9746 |
29 | 0.0552 | -0.0199 | 0.0017 | 5.6551 | 0.4713 | 0.6865 |
30 | 0.0596 | -0.0028 | 2e-04 | 0.1133 | 0.0094 | 0.0971 |
31 | 0.0638 | -0.0098 | 8e-04 | 1.5754 | 0.1313 | 0.3623 |
32 | 0.0677 | 0.0157 | 0.0013 | 4.0413 | 0.3368 | 0.5803 |
33 | 0.0715 | -0.0321 | 0.0027 | 20.0488 | 1.6707 | 1.2926 |
34 | 0.0751 | -0.0295 | 0.0025 | 17.8476 | 1.4873 | 1.2196 |
35 | 0.0786 | -0.0231 | 0.0019 | 12.3911 | 1.0326 | 1.0162 |
36 | 0.0819 | 0.0084 | 7e-04 | 1.8036 | 0.1503 | 0.3877 |