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 | 111.5206 | 99.9183 | 124.4701 | 0.2918 | 0.9989 | 0.2394 | 0.9989 |
38 | 101.8 | 111.9652 | 99.4178 | 126.0962 | 0.0793 | 0.7136 | 0.4981 | 0.9979 |
39 | 104.4 | 104.2629 | 91.9897 | 118.1736 | 0.4923 | 0.6357 | 0.3817 | 0.9661 |
40 | 93.4 | 96.3308 | 84.9612 | 109.2219 | 0.3279 | 0.1099 | 0.5382 | 0.7778 |
41 | 100.1 | 94.8318 | 83.5494 | 107.6378 | 0.21 | 0.5867 | 0.429 | 0.7056 |
42 | 98.5 | 96.5035 | 85.022 | 109.5355 | 0.382 | 0.2943 | 0.5421 | 0.7831 |
43 | 112.9 | 102.1283 | 89.9525 | 115.9523 | 0.0634 | 0.6965 | 0.4508 | 0.9376 |
44 | 101.4 | 102.8609 | 90.5941 | 116.7887 | 0.4186 | 0.0789 | 0.5371 | 0.9481 |
45 | 107.1 | 97.7769 | 86.1071 | 111.0282 | 0.084 | 0.296 | 0.4633 | 0.831 |
46 | 110.8 | 111.9923 | 98.6217 | 127.1757 | 0.4388 | 0.7362 | 0.5305 | 0.9962 |
47 | 90.3 | 86.1759 | 75.8834 | 97.8645 | 0.2446 | 0 | 0.4717 | 0.1951 |
48 | 95.5 | 91.6896 | 80.7359 | 104.1293 | 0.2741 | 0.5867 | 0.5245 | 0.5245 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
37 | 0.0592 | -0.0325 | 0.0027 | 13.1088 | 1.0924 | 1.0452 |
38 | 0.0644 | -0.0908 | 0.0076 | 103.3316 | 8.611 | 2.9344 |
39 | 0.0681 | 0.0013 | 1e-04 | 0.0188 | 0.0016 | 0.0396 |
40 | 0.0683 | -0.0304 | 0.0025 | 8.5893 | 0.7158 | 0.846 |
41 | 0.0689 | 0.0556 | 0.0046 | 27.7538 | 2.3128 | 1.5208 |
42 | 0.0689 | 0.0207 | 0.0017 | 3.9861 | 0.3322 | 0.5763 |
43 | 0.0691 | 0.1055 | 0.0088 | 116.0286 | 9.6691 | 3.1095 |
44 | 0.0691 | -0.0142 | 0.0012 | 2.1343 | 0.1779 | 0.4217 |
45 | 0.0691 | 0.0954 | 0.0079 | 86.9203 | 7.2434 | 2.6913 |
46 | 0.0692 | -0.0106 | 9e-04 | 1.4217 | 0.1185 | 0.3442 |
47 | 0.0692 | 0.0479 | 0.004 | 17.008 | 1.4173 | 1.1905 |
48 | 0.0692 | 0.0416 | 0.0035 | 14.5194 | 1.21 | 1.1 |