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 | 107.9 | - | - | - | - | - | - | - |
37 | 101.8 | - | - | - | - | - | - | - |
38 | 104.4 | - | - | - | - | - | - | - |
39 | 93.4 | - | - | - | - | - | - | - |
40 | 100.1 | - | - | - | - | - | - | - |
41 | 98.5 | - | - | - | - | - | - | - |
42 | 112.9 | - | - | - | - | - | - | - |
43 | 101.4 | - | - | - | - | - | - | - |
44 | 107.1 | - | - | - | - | - | - | - |
45 | 110.8 | - | - | - | - | - | - | - |
46 | 90.3 | - | - | - | - | - | - | - |
47 | 95.5 | - | - | - | - | - | - | - |
48 | 111.4 | - | - | - | - | - | - | - |
49 | 113 | 104.1242 | 94.5775 | 114.6346 | 0.0489 | 0.0874 | 0.6676 | 0.0874 |
50 | 107.5 | 106.0576 | 95.8152 | 117.3949 | 0.4015 | 0.115 | 0.6128 | 0.1778 |
51 | 95.9 | 94.4432 | 84.6172 | 105.4101 | 0.3973 | 0.0098 | 0.5739 | 0.0012 |
52 | 106.3 | 100.8807 | 90.2365 | 112.7804 | 0.186 | 0.794 | 0.5512 | 0.0416 |
53 | 105.2 | 99.04 | 88.4476 | 110.901 | 0.1544 | 0.1151 | 0.5356 | 0.0206 |
54 | 117.2 | 113.3332 | 101.1649 | 126.9651 | 0.2891 | 0.8789 | 0.5248 | 0.6095 |
55 | 106.9 | 101.6734 | 90.7255 | 113.9423 | 0.2019 | 0.0066 | 0.5174 | 0.0601 |
56 | 108.2 | 107.3023 | 95.7364 | 120.2655 | 0.446 | 0.5243 | 0.5122 | 0.2678 |
57 | 113 | 110.947 | 98.9805 | 124.3603 | 0.3821 | 0.6559 | 0.5086 | 0.4736 |
58 | 96.1 | 90.384 | 80.6328 | 101.3145 | 0.1527 | 0 | 0.506 | 1e-04 |
59 | 100.2 | 95.5624 | 85.2509 | 107.1211 | 0.2158 | 0.4637 | 0.5042 | 0.0036 |
60 | 108.1 | 111.4511 | 99.4244 | 124.9325 | 0.3131 | 0.9491 | 0.503 | 0.503 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0515 | 0.0852 | 0.0071 | 78.7791 | 6.5649 | 2.5622 |
50 | 0.0545 | 0.0136 | 0.0011 | 2.0804 | 0.1734 | 0.4164 |
51 | 0.0592 | 0.0154 | 0.0013 | 2.1224 | 0.1769 | 0.4206 |
52 | 0.0602 | 0.0537 | 0.0045 | 29.3693 | 2.4474 | 1.5644 |
53 | 0.0611 | 0.0622 | 0.0052 | 37.9454 | 3.1621 | 1.7782 |
54 | 0.0614 | 0.0341 | 0.0028 | 14.9524 | 1.246 | 1.1163 |
55 | 0.0616 | 0.0514 | 0.0043 | 27.3178 | 2.2765 | 1.5088 |
56 | 0.0616 | 0.0084 | 7e-04 | 0.8058 | 0.0672 | 0.2591 |
57 | 0.0617 | 0.0185 | 0.0015 | 4.2148 | 0.3512 | 0.5926 |
58 | 0.0617 | 0.0632 | 0.0053 | 32.6725 | 2.7227 | 1.6501 |
59 | 0.0617 | 0.0485 | 0.004 | 21.5074 | 1.7923 | 1.3388 |
60 | 0.0617 | -0.0301 | 0.0025 | 11.2296 | 0.9358 | 0.9674 |