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[68]) |
56 | 96.8 | - | - | - | - | - | - | - |
57 | 117.2 | - | - | - | - | - | - | - |
58 | 112.3 | - | - | - | - | - | - | - |
59 | 117.3 | - | - | - | - | - | - | - |
60 | 111.1 | - | - | - | - | - | - | - |
61 | 102.2 | - | - | - | - | - | - | - |
62 | 104.3 | - | - | - | - | - | - | - |
63 | 122.9 | - | - | - | - | - | - | - |
64 | 107.6 | - | - | - | - | - | - | - |
65 | 121.3 | - | - | - | - | - | - | - |
66 | 131.5 | - | - | - | - | - | - | - |
67 | 89 | - | - | - | - | - | - | - |
68 | 104.4 | - | - | - | - | - | - | - |
69 | 128.9 | 123.5193 | 113.2589 | 133.7797 | 0.152 | 0.9999 | 0.8863 | 0.9999 |
70 | 135.9 | 120.8758 | 110.6147 | 131.1368 | 0.0021 | 0.0627 | 0.9493 | 0.9992 |
71 | 133.3 | 117.1674 | 106.7646 | 127.5703 | 0.0012 | 2e-04 | 0.49 | 0.9919 |
72 | 121.3 | 112.0969 | 100.4846 | 123.7091 | 0.0602 | 2e-04 | 0.5668 | 0.9031 |
73 | 120.5 | 100.8073 | 89.1938 | 112.4208 | 4e-04 | 3e-04 | 0.4071 | 0.2721 |
74 | 120.4 | 105.5057 | 93.7647 | 117.2467 | 0.0065 | 0.0062 | 0.5798 | 0.5732 |
75 | 137.9 | 120.5618 | 108.5314 | 132.5922 | 0.0024 | 0.5105 | 0.3516 | 0.9958 |
76 | 126.1 | 111.5654 | 99.53 | 123.6007 | 0.009 | 0 | 0.7408 | 0.8784 |
77 | 133.2 | 113.0449 | 100.9387 | 125.151 | 6e-04 | 0.0173 | 0.0907 | 0.9192 |
78 | 146.6 | 129.0123 | 116.8287 | 141.1959 | 0.0023 | 0.2503 | 0.3445 | 1 |
79 | 103.4 | 87.1719 | 74.9825 | 99.3613 | 0.0045 | 0 | 0.3844 | 0.0028 |
80 | 117.2 | 100.9674 | 88.7457 | 113.189 | 0.0046 | 0.3482 | 0.291 | 0.291 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | 0.0424 | 0.0436 | 0.0036 | 28.9523 | 2.4127 | 1.5533 |
70 | 0.0433 | 0.1243 | 0.0104 | 225.7277 | 18.8106 | 4.3371 |
71 | 0.0453 | 0.1377 | 0.0115 | 260.2594 | 21.6883 | 4.6571 |
72 | 0.0529 | 0.0821 | 0.0068 | 84.6977 | 7.0581 | 2.6567 |
73 | 0.0588 | 0.1954 | 0.0163 | 387.8027 | 32.3169 | 5.6848 |
74 | 0.0568 | 0.1412 | 0.0118 | 221.8394 | 18.4866 | 4.2996 |
75 | 0.0509 | 0.1438 | 0.012 | 300.6134 | 25.0511 | 5.0051 |
76 | 0.055 | 0.1303 | 0.0109 | 211.2553 | 17.6046 | 4.1958 |
77 | 0.0546 | 0.1783 | 0.0149 | 406.23 | 33.8525 | 5.8183 |
78 | 0.0482 | 0.1363 | 0.0114 | 309.3275 | 25.7773 | 5.0771 |
79 | 0.0713 | 0.1862 | 0.0155 | 263.3515 | 21.946 | 4.6847 |
80 | 0.0618 | 0.1608 | 0.0134 | 263.4984 | 21.9582 | 4.686 |