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[36]) |
35 | 97.5 | - | - | - | - | - | - | - |
36 | 107.7 | - | - | - | - | - | - | - |
37 | 127.3 | 119.4982 | 106.8018 | 133.7039 | 0.1409 | 0.9482 | 0.9482 | 0.9482 |
38 | 117.2 | 102.6266 | 90.4134 | 116.4895 | 0.0197 | 2e-04 | 2e-04 | 0.2366 |
39 | 119.8 | 113.9339 | 100.382 | 129.3153 | 0.2274 | 0.3386 | 0.3386 | 0.7865 |
40 | 116.2 | 117.9352 | 102.8648 | 135.2135 | 0.422 | 0.4162 | 0.4162 | 0.8772 |
41 | 111 | 102.8787 | 89.7326 | 117.9508 | 0.1455 | 0.0416 | 0.0416 | 0.2653 |
42 | 112.4 | 114.5571 | 99.8179 | 131.4728 | 0.4013 | 0.6599 | 0.6599 | 0.7866 |
43 | 130.6 | 115.0488 | 99.5668 | 132.9381 | 0.0442 | 0.6142 | 0.6142 | 0.7896 |
44 | 109.1 | 104.1591 | 90.1439 | 120.3532 | 0.2749 | 7e-04 | 7e-04 | 0.3341 |
45 | 118.8 | 115.8396 | 100.2563 | 133.845 | 0.3736 | 0.7684 | 0.7684 | 0.8122 |
46 | 123.9 | 113.3072 | 97.6105 | 131.5281 | 0.1273 | 0.2773 | 0.2773 | 0.7268 |
47 | 101.6 | 105.5445 | 90.886 | 122.5672 | 0.3249 | 0.0173 | 0.0173 | 0.402 |
48 | 112.8 | 116.1436 | 100.0224 | 134.8631 | 0.3631 | 0.9361 | 0.9361 | 0.8117 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
37 | 0.0607 | 0.0653 | 0.0054 | 60.8678 | 5.0723 | 2.2522 |
38 | 0.0689 | 0.142 | 0.0118 | 212.3841 | 17.6987 | 4.207 |
39 | 0.0689 | 0.0515 | 0.0043 | 34.4109 | 2.8676 | 1.6934 |
40 | 0.0747 | -0.0147 | 0.0012 | 3.011 | 0.2509 | 0.5009 |
41 | 0.0747 | 0.0789 | 0.0066 | 65.9549 | 5.4962 | 2.3444 |
42 | 0.0753 | -0.0188 | 0.0016 | 4.6532 | 0.3878 | 0.6227 |
43 | 0.0793 | 0.1352 | 0.0113 | 241.8407 | 20.1534 | 4.4893 |
44 | 0.0793 | 0.0474 | 0.004 | 24.4129 | 2.0344 | 1.4263 |
45 | 0.0793 | 0.0256 | 0.0021 | 8.764 | 0.7303 | 0.8546 |
46 | 0.082 | 0.0935 | 0.0078 | 112.2073 | 9.3506 | 3.0579 |
47 | 0.0823 | -0.0374 | 0.0031 | 15.5593 | 1.2966 | 1.1387 |
48 | 0.0822 | -0.0288 | 0.0024 | 11.1794 | 0.9316 | 0.9652 |