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 | 87.5 | - | - | - | - | - | - | - |
37 | 117.6 | - | - | - | - | - | - | - |
38 | 103.4 | - | - | - | - | - | - | - |
39 | 110.8 | - | - | - | - | - | - | - |
40 | 112.6 | - | - | - | - | - | - | - |
41 | 102.5 | - | - | - | - | - | - | - |
42 | 112.4 | - | - | - | - | - | - | - |
43 | 135.6 | - | - | - | - | - | - | - |
44 | 105.1 | - | - | - | - | - | - | - |
45 | 127.7 | - | - | - | - | - | - | - |
46 | 137 | - | - | - | - | - | - | - |
47 | 91 | - | - | - | - | - | - | - |
48 | 90.5 | - | - | - | - | - | - | - |
49 | 122.4 | 126.1969 | 112.3745 | 138.6482 | 0.275 | 1 | 0.912 | 1 |
50 | 123.3 | 117.2509 | 102.052 | 130.6941 | 0.1889 | 0.2264 | 0.9783 | 1 |
51 | 124.3 | 113.8009 | 97.849 | 127.7767 | 0.0705 | 0.0914 | 0.6631 | 0.9995 |
52 | 120 | 119.3248 | 103.1006 | 133.593 | 0.4631 | 0.2472 | 0.8222 | 1 |
53 | 118.1 | 109.9284 | 91.8322 | 125.4406 | 0.1509 | 0.1016 | 0.826 | 0.993 |
54 | 119 | 116.6481 | 99.7776 | 131.3696 | 0.3771 | 0.4234 | 0.7142 | 0.9998 |
55 | 142.7 | 138.4997 | 124.4642 | 151.2382 | 0.2591 | 0.9987 | 0.6723 | 1 |
56 | 123.6 | 115.958 | 98.5425 | 131.0796 | 0.161 | 3e-04 | 0.9203 | 0.9995 |
57 | 129.6 | 122.9765 | 106.6634 | 137.3658 | 0.1835 | 0.4662 | 0.26 | 1 |
58 | 146.9 | 139.4897 | 125.2709 | 152.3875 | 0.1301 | 0.9336 | 0.6474 | 1 |
59 | 108.7 | 97.7981 | 75.9683 | 115.5758 | 0.1147 | 0 | 0.7732 | 0.7895 |
60 | 99.4 | 97.6347 | 75.6363 | 115.5172 | 0.4233 | 0.1126 | 0.7829 | 0.7829 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0503 | -0.0301 | 0.0025 | 14.4168 | 1.2014 | 1.0961 |
50 | 0.0585 | 0.0516 | 0.0043 | 36.5917 | 3.0493 | 1.7462 |
51 | 0.0627 | 0.0923 | 0.0077 | 110.2304 | 9.1859 | 3.0308 |
52 | 0.061 | 0.0057 | 5e-04 | 0.4559 | 0.038 | 0.1949 |
53 | 0.072 | 0.0743 | 0.0062 | 66.7749 | 5.5646 | 2.3589 |
54 | 0.0644 | 0.0202 | 0.0017 | 5.5315 | 0.461 | 0.6789 |
55 | 0.0469 | 0.0303 | 0.0025 | 17.6424 | 1.4702 | 1.2125 |
56 | 0.0665 | 0.0659 | 0.0055 | 58.4009 | 4.8667 | 2.2061 |
57 | 0.0597 | 0.0539 | 0.0045 | 43.8708 | 3.6559 | 1.912 |
58 | 0.0472 | 0.0531 | 0.0044 | 54.9124 | 4.576 | 2.1392 |
59 | 0.0927 | 0.1115 | 0.0093 | 118.8508 | 9.9042 | 3.1471 |
60 | 0.0934 | 0.0181 | 0.0015 | 3.1163 | 0.2597 | 0.5096 |