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[24]) |
12 | 99 | - | - | - | - | - | - | - |
13 | 105.4 | - | - | - | - | - | - | - |
14 | 107.1 | - | - | - | - | - | - | - |
15 | 110.7 | - | - | - | - | - | - | - |
16 | 117.1 | - | - | - | - | - | - | - |
17 | 118.7 | - | - | - | - | - | - | - |
18 | 126.5 | - | - | - | - | - | - | - |
19 | 127.5 | - | - | - | - | - | - | - |
20 | 134.6 | - | - | - | - | - | - | - |
21 | 131.8 | - | - | - | - | - | - | - |
22 | 135.9 | - | - | - | - | - | - | - |
23 | 142.7 | - | - | - | - | - | - | - |
24 | 141.7 | - | - | - | - | - | - | - |
25 | 153.4 | 141.1261 | 134.4193 | 147.93 | 2e-04 | 0.4343 | 1 | 0.4343 |
26 | 145 | 134.8476 | 128.1969 | 141.5981 | 0.0016 | 0 | 1 | 0.0233 |
27 | 137.7 | 141.4653 | 134.6835 | 148.3461 | 0.1417 | 0.157 | 1 | 0.4733 |
28 | 148.3 | 150.1703 | 143.2628 | 157.1746 | 0.3004 | 0.9998 | 1 | 0.9911 |
29 | 152.2 | 156.8302 | 149.8349 | 163.9204 | 0.1003 | 0.9908 | 1 | 1 |
30 | 169.4 | 150.058 | 143.135 | 157.0782 | 0 | 0.2749 | 1 | 0.9902 |
31 | 168.6 | 138.1141 | 131.3311 | 144.9986 | 0 | 0 | 0.9987 | 0.1537 |
32 | 161.1 | 140.0247 | 133.1975 | 146.9533 | 0 | 0 | 0.9376 | 0.3178 |
33 | 174.1 | 143.9352 | 137.0511 | 150.9195 | 0 | 0 | 0.9997 | 0.7348 |
34 | 179 | 145.9426 | 139.0201 | 152.965 | 0 | 0 | 0.9975 | 0.8818 |
35 | 190.6 | 149.1769 | 142.1805 | 156.2731 | 0 | 0 | 0.9632 | 0.9805 |
36 | 190 | 143.6052 | 136.6656 | 150.6468 | 0 | 0 | 0.702 | 0.702 |
37 | 181.6 | 150.7371 | 143.6832 | 157.8914 | 0 | 0 | 0.2328 | 0.9934 |
38 | 174.8 | 152.6205 | 145.5396 | 159.8013 | 0 | 0 | 0.9812 | 0.9986 |
39 | 180.5 | 156.6185 | 149.4711 | 163.8651 | 0 | 0 | 1 | 1 |
40 | 196.8 | 163.7058 | 156.4424 | 171.0672 | 0 | 0 | 1 | 1 |
41 | 193.8 | 165.4792 | 158.1792 | 172.877 | 0 | 0 | 0.9998 | 1 |
42 | 197 | 174.063 | 166.6456 | 181.5764 | 0 | 0 | 0.8881 | 1 |
43 | 216.3 | 175.15 | 167.7119 | 182.6841 | 0 | 0 | 0.9558 | 1 |
44 | 221.4 | 182.9376 | 175.3854 | 190.5844 | 0 | 0 | 1 | 1 |
45 | 217.9 | 179.8739 | 172.3455 | 187.498 | 0 | 0 | 0.9311 | 1 |
46 | 229.7 | 184.3676 | 176.7739 | 192.0563 | 0 | 0 | 0.9144 | 1 |
47 | 227.4 | 191.8017 | 184.1096 | 199.5874 | 0 | 0 | 0.6189 | 1 |
48 | 204.2 | 190.7042 | 183.0143 | 198.4881 | 3e-04 | 0 | 0.5704 | 1 |
49 | 196.6 | 190.0841 | 175.3101 | 205.2109 | 0.1993 | 0.0337 | 0.8642 | 1 |
50 | 198.8 | 183.2212 | 168.5636 | 198.2394 | 0.021 | 0.0404 | 0.8641 | 1 |
51 | 207.5 | 190.4607 | 175.5832 | 205.6954 | 0.0142 | 0.1417 | 0.9 | 1 |
52 | 190.7 | 199.9556 | 184.8424 | 215.4196 | 0.1204 | 0.1695 | 0.6554 | 1 |
53 | 201.6 | 207.196 | 191.9077 | 222.8306 | 0.2415 | 0.9807 | 0.9535 | 1 |
54 | 210.5 | 199.8426 | 184.6881 | 215.3501 | 0.089 | 0.4121 | 0.6403 | 1 |
55 | 223.5 | 186.8153 | 171.9276 | 202.0679 | 0 | 0.0012 | 1e-04 | 1 |
56 | 223.8 | 188.9102 | 173.9453 | 204.2396 | 0 | 0 | 0 | 1 |
57 | 231.2 | 193.1763 | 178.0976 | 208.6168 | 0 | 1e-04 | 8e-04 | 1 |
58 | 244 | 195.3692 | 180.2156 | 210.884 | 0 | 0 | 0 | 1 |
59 | 234.7 | 198.8992 | 183.6212 | 214.5377 | 0 | 0 | 2e-04 | 1 |
60 | 250.2 | 192.826 | 177.6583 | 208.3606 | 0 | 0 | 0.0756 | 1 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
25 | 0.0246 | 0.087 | 0.0024 | 150.6483 | 4.1847 | 2.0456 |
26 | 0.0255 | 0.0753 | 0.0021 | 103.0722 | 2.8631 | 1.6921 |
27 | 0.0248 | -0.0266 | 7e-04 | 14.1776 | 0.3938 | 0.6276 |
28 | 0.0238 | -0.0125 | 3e-04 | 3.4981 | 0.0972 | 0.3117 |
29 | 0.0231 | -0.0295 | 8e-04 | 21.439 | 0.5955 | 0.7717 |
30 | 0.0239 | 0.1289 | 0.0036 | 374.1123 | 10.392 | 3.2237 |
31 | 0.0254 | 0.2207 | 0.0061 | 929.3891 | 25.8164 | 5.081 |
32 | 0.0252 | 0.1505 | 0.0042 | 444.1686 | 12.338 | 3.5126 |
33 | 0.0248 | 0.2096 | 0.0058 | 909.9167 | 25.2755 | 5.0275 |
34 | 0.0245 | 0.2265 | 0.0063 | 1092.7942 | 30.3554 | 5.5096 |
35 | 0.0243 | 0.2777 | 0.0077 | 1715.8764 | 47.6632 | 6.9039 |
36 | 0.025 | 0.3231 | 0.009 | 2152.4798 | 59.7911 | 7.7325 |
37 | 0.0242 | 0.2047 | 0.0057 | 952.5213 | 26.4589 | 5.1438 |
38 | 0.024 | 0.1453 | 0.004 | 491.9315 | 13.6648 | 3.6966 |
39 | 0.0236 | 0.1525 | 0.0042 | 570.3263 | 15.8424 | 3.9803 |
40 | 0.0229 | 0.2022 | 0.0056 | 1095.2248 | 30.4229 | 5.5157 |
41 | 0.0228 | 0.1711 | 0.0048 | 802.0693 | 22.2797 | 4.7201 |
42 | 0.022 | 0.1318 | 0.0037 | 526.1065 | 14.6141 | 3.8228 |
43 | 0.0219 | 0.2349 | 0.0065 | 1693.3261 | 47.0368 | 6.8583 |
44 | 0.0213 | 0.2102 | 0.0058 | 1479.3589 | 41.0933 | 6.4104 |
45 | 0.0216 | 0.2114 | 0.0059 | 1445.9862 | 40.1663 | 6.3377 |
46 | 0.0213 | 0.2459 | 0.0068 | 2055.0308 | 57.0842 | 7.5554 |
47 | 0.0207 | 0.1856 | 0.0052 | 1267.2422 | 35.2012 | 5.9331 |
48 | 0.0208 | 0.0708 | 0.002 | 182.1379 | 5.0594 | 2.2493 |
49 | 0.0406 | 0.0343 | 0.001 | 42.4576 | 1.1794 | 1.086 |
50 | 0.0418 | 0.085 | 0.0024 | 242.7004 | 6.7417 | 2.5965 |
51 | 0.0408 | 0.0895 | 0.0025 | 290.3386 | 8.065 | 2.8399 |
52 | 0.0395 | -0.0463 | 0.0013 | 85.6653 | 2.3796 | 1.5426 |
53 | 0.0385 | -0.027 | 8e-04 | 31.3152 | 0.8699 | 0.9327 |
54 | 0.0396 | 0.0533 | 0.0015 | 113.5806 | 3.155 | 1.7762 |
55 | 0.0417 | 0.1964 | 0.0055 | 1345.7648 | 37.3824 | 6.1141 |
56 | 0.0414 | 0.1847 | 0.0051 | 1217.2974 | 33.8138 | 5.815 |
57 | 0.0408 | 0.1968 | 0.0055 | 1445.801 | 40.1611 | 6.3373 |
58 | 0.0405 | 0.2489 | 0.0069 | 2364.959 | 65.6933 | 8.1051 |
59 | 0.0401 | 0.18 | 0.005 | 1281.6986 | 35.6027 | 5.9668 |
60 | 0.0411 | 0.2975 | 0.0083 | 3291.773 | 91.4381 | 9.5623 |