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 | 217.5 | - | - | - | - | - | - | - |
37 | 205 | - | - | - | - | - | - | - |
38 | 194 | - | - | - | - | - | - | - |
39 | 199.3 | - | - | - | - | - | - | - |
40 | 219.3 | - | - | - | - | - | - | - |
41 | 211.1 | - | - | - | - | - | - | - |
42 | 215.2 | - | - | - | - | - | - | - |
43 | 240.2 | - | - | - | - | - | - | - |
44 | 242.2 | - | - | - | - | - | - | - |
45 | 240.7 | - | - | - | - | - | - | - |
46 | 255.4 | - | - | - | - | - | - | - |
47 | 253 | - | - | - | - | - | - | - |
48 | 218.2 | - | - | - | - | - | - | - |
49 | 203.7 | 212.4672 | 188.7941 | 236.1403 | 0.234 | 0.3175 | 0.7318 | 0.3175 |
50 | 205.6 | 201.9663 | 161.7922 | 242.1404 | 0.4296 | 0.4663 | 0.6512 | 0.2142 |
51 | 215.6 | 196.4509 | 148.796 | 244.1058 | 0.2155 | 0.3533 | 0.4534 | 0.1855 |
52 | 188.5 | 213.6735 | 158.6309 | 268.7162 | 0.185 | 0.4727 | 0.4206 | 0.436 |
53 | 202.9 | 209.8459 | 149.5184 | 270.1734 | 0.4107 | 0.756 | 0.4837 | 0.393 |
54 | 214 | 221.8523 | 156.7176 | 286.9869 | 0.4066 | 0.7158 | 0.5793 | 0.5438 |
55 | 230.3 | 234.6451 | 165.572 | 303.7183 | 0.4509 | 0.721 | 0.4374 | 0.6796 |
56 | 230 | 230.4206 | 157.8405 | 303.0008 | 0.4955 | 0.5013 | 0.3752 | 0.6293 |
57 | 241 | 238.2045 | 162.5988 | 313.8102 | 0.4711 | 0.5842 | 0.4742 | 0.698 |
58 | 259.6 | 249.031 | 170.7338 | 327.3283 | 0.3957 | 0.5797 | 0.4367 | 0.7799 |
59 | 247.8 | 255.3057 | 174.6335 | 335.9778 | 0.4277 | 0.4585 | 0.5223 | 0.8163 |
60 | 270.3 | 235.0917 | 152.2978 | 317.8856 | 0.2023 | 0.3818 | 0.6554 | 0.6554 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0568 | -0.0413 | 0.0034 | 76.8639 | 6.4053 | 2.5309 |
50 | 0.1015 | 0.018 | 0.0015 | 13.2039 | 1.1003 | 1.049 |
51 | 0.1238 | 0.0975 | 0.0081 | 366.6893 | 30.5574 | 5.5279 |
52 | 0.1314 | -0.1178 | 0.0098 | 633.7071 | 52.8089 | 7.267 |
53 | 0.1467 | -0.0331 | 0.0028 | 48.245 | 4.0204 | 2.0051 |
54 | 0.1498 | -0.0354 | 0.0029 | 61.6579 | 5.1382 | 2.2668 |
55 | 0.1502 | -0.0185 | 0.0015 | 18.8803 | 1.5734 | 1.2543 |
56 | 0.1607 | -0.0018 | 2e-04 | 0.1769 | 0.0147 | 0.1214 |
57 | 0.1619 | 0.0117 | 0.001 | 7.8149 | 0.6512 | 0.807 |
58 | 0.1604 | 0.0424 | 0.0035 | 111.7029 | 9.3086 | 3.051 |
59 | 0.1612 | -0.0294 | 0.0024 | 56.3348 | 4.6946 | 2.1667 |
60 | 0.1797 | 0.1498 | 0.0125 | 1239.6215 | 103.3018 | 10.1637 |