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[61]) |
49 | 157 | - | - | - | - | - | - | - |
50 | 147 | - | - | - | - | - | - | - |
51 | 137 | - | - | - | - | - | - | - |
52 | 132 | - | - | - | - | - | - | - |
53 | 125 | - | - | - | - | - | - | - |
54 | 123 | - | - | - | - | - | - | - |
55 | 117 | - | - | - | - | - | - | - |
56 | 114 | - | - | - | - | - | - | - |
57 | 111 | - | - | - | - | - | - | - |
58 | 112 | - | - | - | - | - | - | - |
59 | 144 | - | - | - | - | - | - | - |
60 | 150 | - | - | - | - | - | - | - |
61 | 149 | - | - | - | - | - | - | - |
62 | 134 | 138.2788 | 134.9068 | 141.6507 | 0.0064 | 0 | 0 | 0 |
63 | 123 | 129.725 | 124.1397 | 135.3103 | 0.0091 | 0.0668 | 0.0053 | 0 |
64 | 116 | 124.3278 | 117.4803 | 131.1752 | 0.0086 | 0.648 | 0.014 | 0 |
65 | 117 | 117.4761 | 109.5015 | 125.4506 | 0.4534 | 0.6416 | 0.0322 | 0 |
66 | 111 | 115.3968 | 106.612 | 124.1816 | 0.1633 | 0.3603 | 0.0449 | 0 |
67 | 105 | 110.107 | 100.5869 | 119.6272 | 0.1465 | 0.4271 | 0.0779 | 0 |
68 | 102 | 107.6032 | 97.5001 | 117.7063 | 0.1385 | 0.6932 | 0.1073 | 0 |
69 | 95 | 104.9905 | 94.36 | 115.6209 | 0.0327 | 0.7093 | 0.1339 | 0 |
70 | 93 | 106.4301 | 95.3598 | 117.5004 | 0.0087 | 0.9785 | 0.162 | 0 |
71 | 124 | 139.0136 | 127.5468 | 150.4803 | 0.0051 | 1 | 0.197 | 0.0439 |
72 | 130 | 144.7041 | 132.8968 | 156.5114 | 0.0073 | 0.9997 | 0.1897 | 0.2379 |
73 | 124 | 144.096 | 131.9812 | 156.2108 | 6e-04 | 0.9887 | 0.2138 | 0.2138 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
62 | 0.0124 | -0.0309 | 0.0026 | 18.3078 | 1.5257 | 1.2352 |
63 | 0.022 | -0.0518 | 0.0043 | 45.226 | 3.7688 | 1.9413 |
64 | 0.0281 | -0.067 | 0.0056 | 69.3514 | 5.7793 | 2.404 |
65 | 0.0346 | -0.0041 | 3e-04 | 0.2266 | 0.0189 | 0.1374 |
66 | 0.0388 | -0.0381 | 0.0032 | 19.3318 | 1.611 | 1.2692 |
67 | 0.0441 | -0.0464 | 0.0039 | 26.0817 | 2.1735 | 1.4743 |
68 | 0.0479 | -0.0521 | 0.0043 | 31.3956 | 2.6163 | 1.6175 |
69 | 0.0517 | -0.0952 | 0.0079 | 99.8091 | 8.3174 | 2.884 |
70 | 0.0531 | -0.1262 | 0.0105 | 180.3686 | 15.0307 | 3.8769 |
71 | 0.0421 | -0.108 | 0.009 | 225.4073 | 18.7839 | 4.334 |
72 | 0.0416 | -0.1016 | 0.0085 | 216.2102 | 18.0175 | 4.2447 |
73 | 0.0429 | -0.1395 | 0.0116 | 403.8491 | 33.6541 | 5.8012 |