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[48]) |
47 | 101.6 | - | - | - | - | - | - | - |
48 | 112.8 | - | - | - | - | - | - | - |
49 | 128 | 119.1752 | 139.5046 | 105.742 | 0.9011 | 0.1761 | 0.1761 | 0.1761 |
50 | 129.6 | 106.7429 | 121.8495 | 96.1458 | 1 | 1 | 1 | 0.8687 |
51 | 125.8 | 119.551 | 142.1707 | 105.141 | 0.8023 | 0.9142 | 0.9142 | 0.1792 |
52 | 119.5 | 118.4304 | 142.0253 | 103.6845 | 0.5565 | 0.8363 | 0.8363 | 0.2271 |
53 | 115.7 | 108.0498 | 125.1679 | 96.457 | 0.9021 | 0.9736 | 0.9736 | 0.789 |
54 | 113.6 | 118.3999 | 142.2428 | 103.5594 | 0.7369 | 0.3607 | 0.3607 | 0.2298 |
55 | 129.7 | 114.92 | 138.0203 | 100.5318 | 0.978 | 0.4286 | 0.4286 | 0.3864 |
56 | 112 | 109.3584 | 128.68 | 96.7448 | 0.6593 | 0.9992 | 0.9992 | 0.7036 |
57 | 116.8 | 118.5331 | 144.4905 | 102.8965 | 0.586 | 0.2064 | 0.2064 | 0.2362 |
58 | 126.3 | 113.9277 | 137.5325 | 99.3949 | 0.9524 | 0.6508 | 0.6508 | 0.4396 |
59 | 112.9 | 111.0442 | 132.5562 | 97.4584 | 0.6055 | 0.9861 | 0.9861 | 0.6 |
60 | 115.9 | 117.9913 | 144.9993 | 102.0115 | 0.6012 | 0.2662 | 0.2662 | 0.2621 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | -0.0575 | 0.074 | 0.0062 | 77.8767 | 6.4897 | 2.5475 |
50 | -0.0507 | 0.2141 | 0.0178 | 522.4483 | 43.5374 | 6.5983 |
51 | -0.0615 | 0.0523 | 0.0044 | 39.0499 | 3.2542 | 1.8039 |
52 | -0.0635 | 0.009 | 8e-04 | 1.144 | 0.0953 | 0.3088 |
53 | -0.0547 | 0.0708 | 0.0059 | 58.5254 | 4.8771 | 2.2084 |
54 | -0.064 | -0.0405 | 0.0034 | 23.0393 | 1.9199 | 1.3856 |
55 | -0.0639 | 0.1286 | 0.0107 | 218.4487 | 18.2041 | 4.2666 |
56 | -0.0588 | 0.0242 | 0.002 | 6.9783 | 0.5815 | 0.7626 |
57 | -0.0673 | -0.0146 | 0.0012 | 3.0037 | 0.2503 | 0.5003 |
58 | -0.0651 | 0.1086 | 0.009 | 153.0732 | 12.7561 | 3.5716 |
59 | -0.0624 | 0.0167 | 0.0014 | 3.444 | 0.287 | 0.5357 |
60 | -0.0691 | -0.0177 | 0.0015 | 4.3735 | 0.3645 | 0.6037 |