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 | 127.3 | - | - | - | - | - | - | - |
37 | 117.2 | - | - | - | - | - | - | - |
38 | 119.8 | - | - | - | - | - | - | - |
39 | 116.2 | - | - | - | - | - | - | - |
40 | 111 | - | - | - | - | - | - | - |
41 | 112.4 | - | - | - | - | - | - | - |
42 | 130.6 | - | - | - | - | - | - | - |
43 | 109.1 | - | - | - | - | - | - | - |
44 | 118.8 | - | - | - | - | - | - | - |
45 | 123.9 | - | - | - | - | - | - | - |
46 | 101.6 | - | - | - | - | - | - | - |
47 | 112.8 | - | - | - | - | - | - | - |
48 | 128 | - | - | - | - | - | - | - |
49 | 129.6 | 120.2775 | 106.9638 | 135.2483 | 0.1111 | 0.156 | 0.6565 | 0.156 |
50 | 125.8 | 122.639 | 108.9764 | 138.0145 | 0.3435 | 0.1874 | 0.6413 | 0.2472 |
51 | 119.5 | 120.4713 | 107.0407 | 135.5871 | 0.4499 | 0.2448 | 0.7102 | 0.1645 |
52 | 115.7 | 112.6084 | 99.861 | 126.9831 | 0.3367 | 0.1737 | 0.5868 | 0.0179 |
53 | 113.6 | 113.1904 | 100.2155 | 127.8451 | 0.4782 | 0.3686 | 0.5421 | 0.0238 |
54 | 129.7 | 130.8958 | 115.7719 | 147.9953 | 0.4455 | 0.9763 | 0.5135 | 0.63 |
55 | 112 | 111.1694 | 98.2299 | 125.8132 | 0.4557 | 0.0066 | 0.6091 | 0.0121 |
56 | 116.8 | 119.1416 | 105.179 | 134.9578 | 0.3858 | 0.8119 | 0.5169 | 0.1362 |
57 | 127 | 124.988 | 110.253 | 141.6923 | 0.4067 | 0.8317 | 0.5508 | 0.3619 |
58 | 112.9 | 102.2448 | 90.1282 | 115.9904 | 0.0643 | 2e-04 | 0.5366 | 1e-04 |
59 | 113.3 | 113.3396 | 99.846 | 128.6567 | 0.498 | 0.5224 | 0.5275 | 0.0303 |
60 | 121.7 | 129.3926 | 113.9248 | 146.9606 | 0.1954 | 0.9637 | 0.5617 | 0.5617 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0635 | 0.0775 | 0.0065 | 86.9099 | 7.2425 | 2.6912 |
50 | 0.064 | 0.0258 | 0.0021 | 9.992 | 0.8327 | 0.9125 |
51 | 0.064 | -0.0081 | 7e-04 | 0.9434 | 0.0786 | 0.2804 |
52 | 0.0651 | 0.0275 | 0.0023 | 9.5577 | 0.7965 | 0.8925 |
53 | 0.0661 | 0.0036 | 3e-04 | 0.1678 | 0.014 | 0.1182 |
54 | 0.0667 | -0.0091 | 8e-04 | 1.4298 | 0.1192 | 0.3452 |
55 | 0.0672 | 0.0075 | 6e-04 | 0.69 | 0.0575 | 0.2398 |
56 | 0.0677 | -0.0197 | 0.0016 | 5.4832 | 0.4569 | 0.676 |
57 | 0.0682 | 0.0161 | 0.0013 | 4.048 | 0.3373 | 0.5808 |
58 | 0.0686 | 0.1042 | 0.0087 | 113.5328 | 9.4611 | 3.0759 |
59 | 0.069 | -3e-04 | 0 | 0.0016 | 1e-04 | 0.0114 |
60 | 0.0693 | -0.0595 | 0.005 | 59.1766 | 4.9314 | 2.2207 |