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 | 172.4 | - | - | - | - | - | - | - |
37 | 156.4 | - | - | - | - | - | - | - |
38 | 143.7 | - | - | - | - | - | - | - |
39 | 153.6 | - | - | - | - | - | - | - |
40 | 168.8 | - | - | - | - | - | - | - |
41 | 185.8 | - | - | - | - | - | - | - |
42 | 199.9 | - | - | - | - | - | - | - |
43 | 205.4 | - | - | - | - | - | - | - |
44 | 197.5 | - | - | - | - | - | - | - |
45 | 199.6 | - | - | - | - | - | - | - |
46 | 200.5 | - | - | - | - | - | - | - |
47 | 193.7 | - | - | - | - | - | - | - |
48 | 179.6 | - | - | - | - | - | - | - |
49 | 169.1 | 168.5842 | 151.7768 | 185.3916 | 0.476 | 0.0995 | 0.9223 | 0.0995 |
50 | 169.8 | 160.5429 | 130.1473 | 190.9386 | 0.2753 | 0.2905 | 0.8613 | 0.1096 |
51 | 195.5 | 160.543 | 117.0303 | 204.0556 | 0.0577 | 0.3383 | 0.6228 | 0.1953 |
52 | 194.8 | 163.0391 | 107.1351 | 218.9431 | 0.1327 | 0.1275 | 0.42 | 0.2807 |
53 | 204.5 | 166.7014 | 99.2167 | 234.1861 | 0.1361 | 0.2072 | 0.2896 | 0.354 |
54 | 203.8 | 169.9395 | 91.6716 | 248.2074 | 0.1982 | 0.1934 | 0.2265 | 0.4044 |
55 | 204.8 | 170.9316 | 82.6208 | 259.2424 | 0.2261 | 0.2329 | 0.2221 | 0.4237 |
56 | 204.9 | 168.1658 | 70.4795 | 265.852 | 0.2305 | 0.2312 | 0.2781 | 0.4093 |
57 | 240 | 168.4918 | 62.0231 | 274.9606 | 0.094 | 0.2514 | 0.2834 | 0.419 |
58 | 248.3 | 168.557 | 53.829 | 283.285 | 0.0865 | 0.1111 | 0.2926 | 0.4252 |
59 | 258.4 | 166.4108 | 43.8843 | 288.9374 | 0.0706 | 0.0951 | 0.3312 | 0.4165 |
60 | 254.9 | 162.1514 | 32.2321 | 292.0706 | 0.0809 | 0.0732 | 0.3962 | 0.3962 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0509 | 0.0031 | 3e-04 | 0.2661 | 0.0222 | 0.1489 |
50 | 0.0966 | 0.0577 | 0.0048 | 85.6932 | 7.1411 | 2.6723 |
51 | 0.1383 | 0.2177 | 0.0181 | 1221.9938 | 101.8328 | 10.0912 |
52 | 0.1749 | 0.1948 | 0.0162 | 1008.756 | 84.063 | 9.1686 |
53 | 0.2065 | 0.2267 | 0.0189 | 1428.7354 | 119.0613 | 10.9115 |
54 | 0.235 | 0.1993 | 0.0166 | 1146.535 | 95.5446 | 9.7747 |
55 | 0.2636 | 0.1981 | 0.0165 | 1147.0665 | 95.5889 | 9.777 |
56 | 0.2964 | 0.2184 | 0.0182 | 1349.4035 | 112.4503 | 10.6043 |
57 | 0.3224 | 0.4244 | 0.0354 | 5113.4163 | 426.118 | 20.6426 |
58 | 0.3473 | 0.4731 | 0.0394 | 6358.9508 | 529.9126 | 23.0198 |
59 | 0.3757 | 0.5528 | 0.0461 | 8462.0044 | 705.167 | 26.555 |
60 | 0.4088 | 0.572 | 0.0477 | 8602.3106 | 716.8592 | 26.7742 |