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 | 111.1 | - | - | - | - | - | - | - |
13 | 114.9 | - | - | - | - | - | - | - |
14 | 124.5 | - | - | - | - | - | - | - |
15 | 142.2 | - | - | - | - | - | - | - |
16 | 159.7 | - | - | - | - | - | - | - |
17 | 165.2 | - | - | - | - | - | - | - |
18 | 198.6 | - | - | - | - | - | - | - |
19 | 207.8 | - | - | - | - | - | - | - |
20 | 219.6 | - | - | - | - | - | - | - |
21 | 239.6 | - | - | - | - | - | - | - |
22 | 235.3 | - | - | - | - | - | - | - |
23 | 218.5 | - | - | - | - | - | - | - |
24 | 213.8 | - | - | - | - | - | - | - |
25 | 205.5 | 189.9999 | 190.3194 | 189.6813 | 1 | 1 | 0 | 1 |
26 | 198.4 | 174.616 | 175.0706 | 174.1633 | 1 | 1 | 0 | 1 |
27 | 198.5 | 174.1792 | 174.9014 | 173.4616 | 1 | 1 | 0 | 1 |
28 | 190.2 | 173.4605 | 174.468 | 172.4624 | 1 | 1 | 0 | 1 |
29 | 180.7 | 173.9903 | 175.2336 | 172.761 | 1 | 1 | 0 | 1 |
30 | 193.6 | 178.2154 | 179.7441 | 176.7075 | 1 | 0.9994 | 1 | 1 |
31 | 192.8 | 185.4642 | 187.3753 | 183.5841 | 1 | 1 | 1 | 1 |
32 | 195.5 | 188.1295 | 190.3381 | 185.9616 | 1 | 1 | 1 | 1 |
33 | 197.2 | 180.8274 | 183.1154 | 178.5848 | 1 | 1 | 1 | 1 |
34 | 196.9 | 173.398 | 175.7537 | 171.0924 | 1 | 1 | 1 | 1 |
35 | 178.9 | 166.4637 | 168.8622 | 164.1192 | 1 | 1 | 1 | 1 |
36 | 172.4 | 155.4856 | 157.7898 | 153.2347 | 1 | 1 | 1 | 1 |
37 | 156.4 | 149.2025 | 151.51 | 146.9507 | 1 | 1 | 1 | 1 |
38 | 143.7 | 136.3709 | 138.4978 | 134.2959 | 1 | 1 | 1 | 1 |
39 | 153.6 | 119.7744 | 121.5995 | 117.9927 | 1 | 1 | 1 | 1 |
40 | 168.8 | 108.5699 | 110.2122 | 106.9664 | 1 | 1 | 1 | 1 |
41 | 185.8 | 105.7459 | 107.4001 | 104.1321 | 1 | 1 | 1 | 1 |
42 | 199.9 | 93.0277 | 94.4355 | 91.6531 | 1 | 1 | 1 | 1 |
43 | 205.4 | 90.4741 | 91.8775 | 89.1046 | 1 | 1 | 1 | 1 |
44 | 197.5 | 87.5749 | 88.9608 | 86.2233 | 1 | 1 | 1 | 1 |
45 | 199.6 | 83.4321 | 84.7621 | 82.1351 | 1 | 1 | 1 | 1 |
46 | 200.5 | 84.2218 | 85.6191 | 82.8606 | 1 | 1 | 1 | 1 |
47 | 193.7 | 87.757 | 89.2995 | 86.2566 | 1 | 1 | 1 | 1 |
48 | 179.6 | 88.836 | 90.4585 | 87.2595 | 1 | 1 | 1 | 1 |
49 | 169.1 | 95.6101 | 97.4631 | 93.8129 | 1 | 1 | 1 | 1 |
50 | 169.8 | 101.2807 | 103.3305 | 99.2952 | 1 | 1 | 1 | 1 |
51 | 195.5 | 101.347 | 103.4091 | 99.3499 | 1 | 1 | 1 | 1 |
52 | 194.8 | 101.5556 | 103.6265 | 99.5501 | 1 | 1 | 1 | 1 |
53 | 204.5 | 101.3052 | 103.3729 | 99.3029 | 1 | 1 | 1 | 1 |
54 | 203.8 | 99.454 | 101.4659 | 97.5052 | 1 | 1 | 1 | 1 |
55 | 204.8 | 96.7249 | 98.6494 | 94.8597 | 1 | 1 | 1 | 1 |
56 | 204.9 | 95.7688 | 97.6641 | 93.9318 | 1 | 1 | 1 | 1 |
57 | 240 | 98.33 | 100.3098 | 96.4121 | 1 | 1 | 1 | 1 |
58 | 248.3 | 101.3091 | 103.3869 | 99.2973 | 1 | 1 | 1 | 1 |
59 | 258.4 | 104.4643 | 106.6477 | 102.3515 | 1 | 1 | 1 | 1 |
60 | 254.9 | 110.2211 | 112.6028 | 107.9189 | 1 | 1 | 1 | 1 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
25 | -9e-04 | 0.0816 | 0.0023 | 240.2518 | 6.6737 | 2.5833 |
26 | -0.0013 | 0.1362 | 0.0038 | 565.6795 | 15.7133 | 3.964 |
27 | -0.0021 | 0.1396 | 0.0039 | 591.5036 | 16.4307 | 4.0535 |
28 | -0.0029 | 0.0965 | 0.0027 | 280.2098 | 7.7836 | 2.7899 |
29 | -0.0036 | 0.0386 | 0.0011 | 45.0207 | 1.2506 | 1.1183 |
30 | -0.0043 | 0.0863 | 0.0024 | 236.6848 | 6.5746 | 2.5641 |
31 | -0.0052 | 0.0396 | 0.0011 | 53.8143 | 1.4948 | 1.2226 |
32 | -0.0059 | 0.0392 | 0.0011 | 54.3241 | 1.509 | 1.2284 |
33 | -0.0063 | 0.0905 | 0.0025 | 268.0625 | 7.4462 | 2.7288 |
34 | -0.0068 | 0.1355 | 0.0038 | 552.3451 | 15.3429 | 3.917 |
35 | -0.0072 | 0.0747 | 0.0021 | 154.6623 | 4.2962 | 2.0727 |
36 | -0.0074 | 0.1088 | 0.003 | 286.0986 | 7.9472 | 2.8191 |
37 | -0.0077 | 0.0482 | 0.0013 | 51.8044 | 1.439 | 1.1996 |
38 | -0.0078 | 0.0537 | 0.0015 | 53.7152 | 1.4921 | 1.2215 |
39 | -0.0076 | 0.2824 | 0.0078 | 1144.1716 | 31.7825 | 5.6376 |
40 | -0.0075 | 0.5548 | 0.0154 | 3627.6658 | 100.7685 | 10.0384 |
41 | -0.0078 | 0.757 | 0.021 | 6408.656 | 178.0182 | 13.3423 |
42 | -0.0075 | 1.1488 | 0.0319 | 11421.6976 | 317.2694 | 17.8121 |
43 | -0.0077 | 1.2703 | 0.0353 | 13207.9712 | 366.8881 | 19.1543 |
44 | -0.0079 | 1.2552 | 0.0349 | 12083.5195 | 335.6533 | 18.3208 |
45 | -0.0079 | 1.3924 | 0.0387 | 13494.9863 | 374.8607 | 19.3613 |
46 | -0.0082 | 1.3806 | 0.0384 | 13520.6238 | 375.5729 | 19.3797 |
47 | -0.0087 | 1.2072 | 0.0335 | 11223.9251 | 311.7757 | 17.6572 |
48 | -0.0091 | 1.0217 | 0.0284 | 8238.1124 | 228.8365 | 15.1273 |
49 | -0.0096 | 0.7686 | 0.0214 | 5400.7602 | 150.0211 | 12.2483 |
50 | -0.01 | 0.6765 | 0.0188 | 4694.8951 | 130.4138 | 11.4199 |
51 | -0.0101 | 0.929 | 0.0258 | 8864.7944 | 246.2443 | 15.6922 |
52 | -0.0101 | 0.9182 | 0.0255 | 8694.5243 | 241.5146 | 15.5407 |
53 | -0.0101 | 1.0187 | 0.0283 | 10649.1649 | 295.8101 | 17.1991 |
54 | -0.01 | 1.0492 | 0.0291 | 10888.0889 | 302.4469 | 17.391 |
55 | -0.0098 | 1.1173 | 0.031 | 11680.2341 | 324.4509 | 18.0125 |
56 | -0.0098 | 1.1395 | 0.0317 | 11909.6117 | 330.8225 | 18.1885 |
57 | -0.01 | 1.4408 | 0.04 | 20070.3819 | 557.5106 | 23.6117 |
58 | -0.0101 | 1.4509 | 0.0403 | 21606.3321 | 600.1759 | 24.4985 |
59 | -0.0103 | 1.4736 | 0.0409 | 23696.2043 | 658.2279 | 25.656 |
60 | -0.0107 | 1.3126 | 0.0365 | 20931.9919 | 581.4442 | 24.1132 |