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]) |
24 | 93.9 | - | - | - | - | - | - | - |
25 | 116.2 | - | - | - | - | - | - | - |
26 | 112 | - | - | - | - | - | - | - |
27 | 106.4 | - | - | - | - | - | - | - |
28 | 95.7 | - | - | - | - | - | - | - |
29 | 96 | - | - | - | - | - | - | - |
30 | 95.8 | - | - | - | - | - | - | - |
31 | 103 | - | - | - | - | - | - | - |
32 | 102.2 | - | - | - | - | - | - | - |
33 | 98.4 | - | - | - | - | - | - | - |
34 | 111.4 | - | - | - | - | - | - | - |
35 | 86.6 | - | - | - | - | - | - | - |
36 | 91.3 | - | - | - | - | - | - | - |
37 | 107.9 | 100.4144 | 100.0984 | 100.7314 | 0 | 1 | 0 | 1 |
38 | 101.8 | 115.0745 | 114.7124 | 115.4378 | 0 | 1 | 1 | 1 |
39 | 104.4 | 108.9754 | 108.6323 | 109.3194 | 0 | 1 | 1 | 1 |
40 | 93.4 | 107.791 | 107.4517 | 108.1314 | 0 | 1 | 1 | 1 |
41 | 100.1 | 98.5273 | 98.2172 | 98.8384 | 0 | 1 | 1 | 1 |
42 | 98.5 | 98.0812 | 97.7725 | 98.3909 | 0.004 | 0 | 1 | 1 |
43 | 112.9 | 105.0621 | 104.7314 | 105.3938 | 0 | 1 | 1 | 1 |
44 | 101.4 | 103.9706 | 103.6434 | 104.2989 | 0 | 0 | 1 | 1 |
45 | 107.1 | 98.6893 | 98.3786 | 99.0009 | 0 | 0 | 0.9656 | 1 |
46 | 110.8 | 107.0949 | 106.7578 | 107.433 | 0 | 0.4881 | 0 | 1 |
47 | 90.3 | 89.1462 | 88.8656 | 89.4277 | 0 | 0 | 1 | 0 |
48 | 95.5 | 87.3836 | 87.1086 | 87.6595 | 0 | 0 | 0 | 0 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
37 | 0.0016 | 0.0745 | 0.0062 | 56.0341 | 4.6695 | 2.1609 |
38 | 0.0016 | -0.1154 | 0.0096 | 176.213 | 14.6844 | 3.832 |
39 | 0.0016 | -0.042 | 0.0035 | 20.9339 | 1.7445 | 1.3208 |
40 | 0.0016 | -0.1335 | 0.0111 | 207.1011 | 17.2584 | 4.1543 |
41 | 0.0016 | 0.016 | 0.0013 | 2.4733 | 0.2061 | 0.454 |
42 | 0.0016 | 0.0043 | 4e-04 | 0.1754 | 0.0146 | 0.1209 |
43 | 0.0016 | 0.0746 | 0.0062 | 61.4331 | 5.1194 | 2.2626 |
44 | 0.0016 | -0.0247 | 0.0021 | 6.608 | 0.5507 | 0.7421 |
45 | 0.0016 | 0.0852 | 0.0071 | 70.7405 | 5.895 | 2.428 |
46 | 0.0016 | 0.0346 | 0.0029 | 13.7281 | 1.144 | 1.0696 |
47 | 0.0016 | 0.0129 | 0.0011 | 1.3312 | 0.1109 | 0.3331 |
48 | 0.0016 | 0.0929 | 0.0077 | 65.8758 | 5.4896 | 2.343 |