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[61]) |
49 | 86 | - | - | - | - | - | - | - |
50 | 92 | - | - | - | - | - | - | - |
51 | 91 | - | - | - | - | - | - | - |
52 | 95 | - | - | - | - | - | - | - |
53 | 99 | - | - | - | - | - | - | - |
54 | 98 | - | - | - | - | - | - | - |
55 | 95 | - | - | - | - | - | - | - |
56 | 96 | - | - | - | - | - | - | - |
57 | 94 | - | - | - | - | - | - | - |
58 | 98 | - | - | - | - | - | - | - |
59 | 98 | - | - | - | - | - | - | - |
60 | 98 | - | - | - | - | - | - | - |
61 | 98 | - | - | - | - | - | - | - |
62 | 102 | 96.8887 | 89.9047 | 103.8728 | 0.0757 | 0.3776 | 0.915 | 0.3776 |
63 | 101 | 96.1195 | 87.5657 | 104.6732 | 0.1317 | 0.0889 | 0.8796 | 0.3333 |
64 | 92 | 95.587 | 86.3373 | 104.8366 | 0.2236 | 0.1257 | 0.5495 | 0.3046 |
65 | 99 | 95.2183 | 85.6278 | 104.8089 | 0.2198 | 0.7446 | 0.2198 | 0.2849 |
66 | 101 | 94.9632 | 85.1962 | 104.7302 | 0.1129 | 0.2089 | 0.2711 | 0.2711 |
67 | 99 | 94.7865 | 84.9243 | 104.6488 | 0.2012 | 0.1084 | 0.4831 | 0.2615 |
68 | 102 | 94.6643 | 84.7486 | 104.5799 | 0.0735 | 0.1957 | 0.3959 | 0.2548 |
69 | 102 | 94.5796 | 84.6328 | 104.5264 | 0.0718 | 0.0718 | 0.5455 | 0.2502 |
70 | 101 | 94.521 | 84.5554 | 104.4866 | 0.1013 | 0.0707 | 0.2469 | 0.2469 |
71 | 99 | 94.4805 | 84.5032 | 104.4577 | 0.1873 | 0.1001 | 0.2447 | 0.2447 |
72 | 98 | 94.4524 | 84.4677 | 104.4371 | 0.2431 | 0.186 | 0.2431 | 0.2431 |
73 | 98 | 94.433 | 84.4434 | 104.4225 | 0.242 | 0.242 | 0.242 | 0.242 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
62 | 0.0368 | 0.0528 | 0.0044 | 26.1252 | 2.1771 | 1.4755 |
63 | 0.0454 | 0.0508 | 0.0042 | 23.8197 | 1.985 | 1.4089 |
64 | 0.0494 | -0.0375 | 0.0031 | 12.8662 | 1.0722 | 1.0355 |
65 | 0.0514 | 0.0397 | 0.0033 | 14.301 | 1.1918 | 1.0917 |
66 | 0.0525 | 0.0636 | 0.0053 | 36.4434 | 3.0369 | 1.7427 |
67 | 0.0531 | 0.0445 | 0.0037 | 17.7533 | 1.4794 | 1.2163 |
68 | 0.0534 | 0.0775 | 0.0065 | 53.8131 | 4.4844 | 2.1176 |
69 | 0.0537 | 0.0785 | 0.0065 | 55.0621 | 4.5885 | 2.1421 |
70 | 0.0538 | 0.0685 | 0.0057 | 41.9771 | 3.4981 | 1.8703 |
71 | 0.0539 | 0.0478 | 0.004 | 20.4262 | 1.7022 | 1.3047 |
72 | 0.0539 | 0.0376 | 0.0031 | 12.5855 | 1.0488 | 1.0241 |
73 | 0.054 | 0.0378 | 0.0031 | 12.7238 | 1.0603 | 1.0297 |