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[55]) |
43 | 179 | - | - | - | - | - | - | - |
44 | 190.6 | - | - | - | - | - | - | - |
45 | 190 | - | - | - | - | - | - | - |
46 | 181.600000000000 | - | - | - | - | - | - | - |
47 | 174.8 | - | - | - | - | - | - | - |
48 | 180.500000000000 | - | - | - | - | - | - | - |
49 | 196.8 | - | - | - | - | - | - | - |
50 | 193.8 | - | - | - | - | - | - | - |
51 | 197 | - | - | - | - | - | - | - |
52 | 216.3 | - | - | - | - | - | - | - |
53 | 221.400000000000 | - | - | - | - | - | - | - |
54 | 217.9 | - | - | - | - | - | - | - |
55 | 229.7 | - | - | - | - | - | - | - |
56 | 227.4 | 242.4098 | 268.0162 | 219.4688 | 0.9001 | 0.1388 | 0 | 0.1388 |
57 | 204.2 | 239.6277 | 276.947 | 207.7658 | 0.9853 | 0.226 | 0.0011 | 0.2707 |
58 | 196.6 | 243.819 | 286.6154 | 207.9473 | 0.9951 | 0.0152 | 3e-04 | 0.2202 |
59 | 198.8 | 236.0351 | 281.2804 | 198.6673 | 0.9746 | 0.0193 | 7e-04 | 0.3698 |
60 | 207.5 | 241.2302 | 292.6128 | 199.5991 | 0.9439 | 0.0229 | 0.0021 | 0.2936 |
61 | 190.7 | 259.1112 | 319.9905 | 210.7316 | 0.9972 | 0.0183 | 0.0058 | 0.1167 |
62 | 201.6 | 264.9304 | 331.8253 | 212.5725 | 0.9911 | 0.0027 | 0.0039 | 0.0936 |
63 | 210.5 | 279.2865 | 354.7339 | 221.1173 | 0.9898 | 0.0044 | 0.0028 | 0.0474 |
64 | 223.5 | 280.9248 | 361.361 | 219.7478 | 0.9671 | 0.012 | 0.0192 | 0.0504 |
65 | 223.8 | 284.1724 | 370.0679 | 219.702 | 0.9668 | 0.0326 | 0.0282 | 0.0489 |
66 | 231.2 | 287.8302 | 379.2651 | 220.0627 | 0.9493 | 0.032 | 0.0216 | 0.0464 |
67 | 244 | 298.0487 | 397.4627 | 225.3076 | 0.9274 | 0.0358 | 0.0328 | 0.0328 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
56 | -0.0483 | -0.0619 | 0.0052 | 225.2931 | 18.7744 | 4.3329 |
57 | -0.0678 | -0.1478 | 0.0123 | 1255.1191 | 104.5933 | 10.2271 |
58 | -0.0751 | -0.1937 | 0.0161 | 2229.6323 | 185.8027 | 13.6309 |
59 | -0.0808 | -0.1578 | 0.0131 | 1386.452 | 115.5377 | 10.7488 |
60 | -0.0881 | -0.1398 | 0.0117 | 1137.7245 | 94.8104 | 9.7371 |
61 | -0.0953 | -0.264 | 0.022 | 4680.0971 | 390.0081 | 19.7486 |
62 | -0.1008 | -0.239 | 0.0199 | 4010.7423 | 334.2285 | 18.2819 |
63 | -0.1063 | -0.2463 | 0.0205 | 4731.5837 | 394.2986 | 19.857 |
64 | -0.1111 | -0.2044 | 0.017 | 3297.6021 | 274.8002 | 16.5771 |
65 | -0.1158 | -0.2124 | 0.0177 | 3644.8306 | 303.7359 | 17.428 |
66 | -0.1201 | -0.1967 | 0.0164 | 3206.9827 | 267.2486 | 16.3477 |
67 | -0.1245 | -0.1813 | 0.0151 | 2921.2588 | 243.4382 | 15.6025 |