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 | 107.7 | - | - | - | - | - | - | - |
37 | 127.3 | - | - | - | - | - | - | - |
38 | 117.2 | - | - | - | - | - | - | - |
39 | 119.8 | - | - | - | - | - | - | - |
40 | 116.2 | - | - | - | - | - | - | - |
41 | 111 | - | - | - | - | - | - | - |
42 | 112.4 | - | - | - | - | - | - | - |
43 | 130.6 | - | - | - | - | - | - | - |
44 | 109.1 | - | - | - | - | - | - | - |
45 | 118.8 | - | - | - | - | - | - | - |
46 | 123.9 | - | - | - | - | - | - | - |
47 | 101.6 | - | - | - | - | - | - | - |
48 | 112.8 | - | - | - | - | - | - | - |
49 | 128 | 134.8912 | 125.0984 | 144.6839 | 0.0839 | 1 | 0.9357 | 1 |
50 | 129.6 | 125.1203 | 115.2131 | 135.0275 | 0.1877 | 0.2844 | 0.9414 | 0.9926 |
51 | 125.8 | 122.7727 | 112.8027 | 132.7427 | 0.2759 | 0.0898 | 0.7205 | 0.975 |
52 | 119.5 | 125.4299 | 113.199 | 137.6607 | 0.171 | 0.4764 | 0.9304 | 0.9785 |
53 | 115.7 | 108.7883 | 96.3563 | 121.2202 | 0.1379 | 0.0456 | 0.3637 | 0.2635 |
54 | 113.6 | 115.5351 | 102.9797 | 128.0905 | 0.3813 | 0.4897 | 0.6877 | 0.6653 |
55 | 129.7 | 133.8508 | 120.1935 | 147.5081 | 0.2757 | 0.9982 | 0.6796 | 0.9987 |
56 | 112 | 112.2521 | 98.3635 | 126.1408 | 0.4858 | 0.0069 | 0.6718 | 0.4692 |
57 | 116.8 | 116.0657 | 102.0208 | 130.1106 | 0.4592 | 0.7148 | 0.3514 | 0.6757 |
58 | 126.3 | 132.7259 | 118.0466 | 147.4051 | 0.1954 | 0.9833 | 0.8807 | 0.9961 |
59 | 112.9 | 111.8689 | 96.9628 | 126.775 | 0.4461 | 0.0289 | 0.9115 | 0.4513 |
60 | 115.9 | 117.0575 | 101.9854 | 132.1295 | 0.4402 | 0.7056 | 0.7101 | 0.7101 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.037 | -0.0511 | 0.0043 | 47.488 | 3.9573 | 1.9893 |
50 | 0.0404 | 0.0358 | 0.003 | 20.0675 | 1.6723 | 1.2932 |
51 | 0.0414 | 0.0247 | 0.0021 | 9.1647 | 0.7637 | 0.8739 |
52 | 0.0498 | -0.0473 | 0.0039 | 35.1634 | 2.9303 | 1.7118 |
53 | 0.0583 | 0.0635 | 0.0053 | 47.7719 | 3.981 | 1.9952 |
54 | 0.0554 | -0.0167 | 0.0014 | 3.7447 | 0.3121 | 0.5586 |
55 | 0.0521 | -0.031 | 0.0026 | 17.2292 | 1.4358 | 1.1982 |
56 | 0.0631 | -0.0022 | 2e-04 | 0.0636 | 0.0053 | 0.0728 |
57 | 0.0617 | 0.0063 | 5e-04 | 0.5392 | 0.0449 | 0.212 |
58 | 0.0564 | -0.0484 | 0.004 | 41.2917 | 3.441 | 1.855 |
59 | 0.068 | 0.0092 | 8e-04 | 1.0632 | 0.0886 | 0.2977 |
60 | 0.0657 | -0.0099 | 8e-04 | 1.3397 | 0.1116 | 0.3341 |