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 | 83.4 | - | - | - | - | - | - | - |
25 | 113.6 | - | - | - | - | - | - | - |
26 | 112.9 | - | - | - | - | - | - | - |
27 | 104 | - | - | - | - | - | - | - |
28 | 109.9 | - | - | - | - | - | - | - |
29 | 99 | - | - | - | - | - | - | - |
30 | 106.3 | - | - | - | - | - | - | - |
31 | 128.9 | - | - | - | - | - | - | - |
32 | 111.1 | - | - | - | - | - | - | - |
33 | 102.9 | - | - | - | - | - | - | - |
34 | 130 | - | - | - | - | - | - | - |
35 | 87 | - | - | - | - | - | - | - |
36 | 87.5 | - | - | - | - | - | - | - |
37 | 117.6 | 115.1527 | 95.7506 | 138.4863 | 0.4186 | 0.9899 | 0.5519 | 0.9899 |
38 | 103.4 | 111.5746 | 92.6873 | 134.3107 | 0.2405 | 0.3017 | 0.4545 | 0.981 |
39 | 110.8 | 105.0738 | 87.2246 | 126.5757 | 0.3008 | 0.5606 | 0.539 | 0.9454 |
40 | 112.6 | 108.9223 | 90.3705 | 131.2826 | 0.3736 | 0.4346 | 0.4659 | 0.9698 |
41 | 102.5 | 99.7725 | 82.7454 | 120.3034 | 0.3973 | 0.1104 | 0.5294 | 0.8793 |
42 | 112.4 | 105.5837 | 87.5379 | 127.3495 | 0.2697 | 0.6094 | 0.4743 | 0.9483 |
43 | 135.6 | 129.6604 | 107.4746 | 156.426 | 0.3318 | 0.8969 | 0.5222 | 0.999 |
44 | 105.1 | 110.533 | 91.604 | 133.3736 | 0.3205 | 0.0157 | 0.4806 | 0.976 |
45 | 127.7 | 103.359 | 85.6471 | 124.7337 | 0.0128 | 0.4366 | 0.5168 | 0.9271 |
46 | 137 | 129.4977 | 107.2958 | 156.2935 | 0.2916 | 0.5523 | 0.4853 | 0.9989 |
47 | 91 | 87.2935 | 72.3219 | 105.3644 | 0.3438 | 0 | 0.5127 | 0.4911 |
48 | 90.5 | 87.244 | 72.2768 | 105.3108 | 0.362 | 0.3418 | 0.4889 | 0.4889 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
37 | 0.1034 | 0.0213 | 0.0018 | 5.9894 | 0.4991 | 0.7065 |
38 | 0.104 | -0.0733 | 0.0061 | 66.8242 | 5.5687 | 2.3598 |
39 | 0.1044 | 0.0545 | 0.0045 | 32.7889 | 2.7324 | 1.653 |
40 | 0.1047 | 0.0338 | 0.0028 | 13.5253 | 1.1271 | 1.0617 |
41 | 0.105 | 0.0273 | 0.0023 | 7.4391 | 0.6199 | 0.7874 |
42 | 0.1052 | 0.0646 | 0.0054 | 46.4625 | 3.8719 | 1.9677 |
43 | 0.1053 | 0.0458 | 0.0038 | 35.2788 | 2.9399 | 1.7146 |
44 | 0.1054 | -0.0492 | 0.0041 | 29.5175 | 2.4598 | 1.5684 |
45 | 0.1055 | 0.2355 | 0.0196 | 592.484 | 49.3737 | 7.0266 |
46 | 0.1056 | 0.0579 | 0.0048 | 56.2851 | 4.6904 | 2.1657 |
47 | 0.1056 | 0.0425 | 0.0035 | 13.7381 | 1.1448 | 1.07 |
48 | 0.1057 | 0.0373 | 0.0031 | 10.6013 | 0.8834 | 0.9399 |