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]) |
36 | 91.3 | - | - | - | - | - | - | - |
37 | 107.9 | - | - | - | - | - | - | - |
38 | 101.8 | - | - | - | - | - | - | - |
39 | 104.4 | - | - | - | - | - | - | - |
40 | 93.4 | - | - | - | - | - | - | - |
41 | 100.1 | - | - | - | - | - | - | - |
42 | 98.5 | - | - | - | - | - | - | - |
43 | 112.9 | - | - | - | - | - | - | - |
44 | 101.4 | - | - | - | - | - | - | - |
45 | 107.1 | - | - | - | - | - | - | - |
46 | 110.8 | - | - | - | - | - | - | - |
47 | 90.3 | - | - | - | - | - | - | - |
48 | 95.5 | - | - | - | - | - | - | - |
49 | 111.4 | 110.8299 | 100.8708 | 119.965 | 0.4513 | 0.9995 | 0.7352 | 0.9995 |
50 | 113 | 107.1003 | 96.5576 | 116.6944 | 0.1141 | 0.1899 | 0.8606 | 0.9911 |
51 | 107.5 | 104.5171 | 93.1737 | 114.7445 | 0.2838 | 0.052 | 0.509 | 0.958 |
52 | 95.9 | 94.3756 | 81.5603 | 105.6477 | 0.3955 | 0.0112 | 0.5674 | 0.4225 |
53 | 106.3 | 99.0921 | 86.9132 | 109.93 | 0.0962 | 0.7181 | 0.4277 | 0.742 |
54 | 105.2 | 98.1738 | 85.8504 | 109.1142 | 0.1041 | 0.0727 | 0.4767 | 0.684 |
55 | 117.2 | 110.9244 | 100.175 | 120.7205 | 0.1046 | 0.874 | 0.3463 | 0.999 |
56 | 106.9 | 102.629 | 90.9016 | 113.1474 | 0.2131 | 0.0033 | 0.5906 | 0.908 |
57 | 108.2 | 104.2517 | 92.7287 | 114.6222 | 0.2278 | 0.3084 | 0.2952 | 0.9509 |
58 | 110 | 111.2173 | 100.4958 | 120.9925 | 0.4036 | 0.7274 | 0.5333 | 0.9992 |
59 | 96.1 | 91.0821 | 77.6276 | 102.7904 | 0.2005 | 8e-04 | 0.5521 | 0.2298 |
60 | 100.6 | 94.2906 | 81.3682 | 105.6439 | 0.138 | 0.3774 | 0.4173 | 0.4173 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0421 | 0.0051 | 4e-04 | 0.325 | 0.0271 | 0.1646 |
50 | 0.0457 | 0.0551 | 0.0046 | 34.8064 | 2.9005 | 1.7031 |
51 | 0.0499 | 0.0285 | 0.0024 | 8.8978 | 0.7415 | 0.8611 |
52 | 0.0609 | 0.0162 | 0.0013 | 2.3238 | 0.1936 | 0.4401 |
53 | 0.0558 | 0.0727 | 0.0061 | 51.9533 | 4.3294 | 2.0807 |
54 | 0.0569 | 0.0716 | 0.006 | 49.3675 | 4.114 | 2.0283 |
55 | 0.0451 | 0.0566 | 0.0047 | 39.3826 | 3.2819 | 1.8116 |
56 | 0.0523 | 0.0416 | 0.0035 | 18.2412 | 1.5201 | 1.2329 |
57 | 0.0508 | 0.0379 | 0.0032 | 15.5889 | 1.2991 | 1.1398 |
58 | 0.0448 | -0.0109 | 9e-04 | 1.4818 | 0.1235 | 0.3514 |
59 | 0.0656 | 0.0551 | 0.0046 | 25.179 | 2.0982 | 1.4485 |
60 | 0.0614 | 0.0669 | 0.0056 | 39.809 | 3.3174 | 1.8214 |