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[36]) |
24 | 128.4 | - | - | - | - | - | - | - |
25 | 121.1 | - | - | - | - | - | - | - |
26 | 119.5 | - | - | - | - | - | - | - |
27 | 128.7 | - | - | - | - | - | - | - |
28 | 108.7 | - | - | - | - | - | - | - |
29 | 105.5 | - | - | - | - | - | - | - |
30 | 119.8 | - | - | - | - | - | - | - |
31 | 111.3 | - | - | - | - | - | - | - |
32 | 110.6 | - | - | - | - | - | - | - |
33 | 120.1 | - | - | - | - | - | - | - |
34 | 97.5 | - | - | - | - | - | - | - |
35 | 107.7 | - | - | - | - | - | - | - |
36 | 127.3 | - | - | - | - | - | - | - |
37 | 117.2 | 117.0845 | 103.5569 | 130.6122 | 0.4933 | 0.0694 | 0.2804 | 0.0694 |
38 | 119.8 | 116.068 | 102.2081 | 129.9278 | 0.2988 | 0.4364 | 0.3137 | 0.0561 |
39 | 116.2 | 123.1216 | 109.2408 | 137.0025 | 0.1642 | 0.6805 | 0.2154 | 0.2776 |
40 | 111 | 108.8266 | 93.9448 | 123.7085 | 0.3873 | 0.1657 | 0.5067 | 0.0075 |
41 | 112.4 | 104.9736 | 89.8974 | 120.0499 | 0.1672 | 0.2167 | 0.4727 | 0.0019 |
42 | 130.6 | 118.2169 | 103.1129 | 133.3209 | 0.054 | 0.7748 | 0.4186 | 0.1193 |
43 | 109.1 | 110.2888 | 95.0048 | 125.5728 | 0.4394 | 0.0046 | 0.4484 | 0.0146 |
44 | 118.8 | 108.1537 | 92.7975 | 123.51 | 0.0871 | 0.4519 | 0.3774 | 0.0073 |
45 | 123.9 | 117.2438 | 101.8706 | 132.6171 | 0.198 | 0.4214 | 0.3579 | 0.0999 |
46 | 101.6 | 98.4519 | 83.0396 | 113.8642 | 0.3445 | 6e-04 | 0.5482 | 1e-04 |
47 | 112.8 | 106.1947 | 90.7595 | 121.63 | 0.2008 | 0.7202 | 0.4242 | 0.0037 |
48 | 128 | 126.3894 | 110.9465 | 141.8322 | 0.419 | 0.9577 | 0.454 | 0.454 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
37 | 0.0589 | 0.001 | 1e-04 | 0.0133 | 0.0011 | 0.0333 |
38 | 0.0609 | 0.0322 | 0.0027 | 13.9281 | 1.1607 | 1.0773 |
39 | 0.0575 | -0.0562 | 0.0047 | 47.9092 | 3.9924 | 1.9981 |
40 | 0.0698 | 0.02 | 0.0017 | 4.7236 | 0.3936 | 0.6274 |
41 | 0.0733 | 0.0707 | 0.0059 | 55.1509 | 4.5959 | 2.1438 |
42 | 0.0652 | 0.1047 | 0.0087 | 153.3412 | 12.7784 | 3.5747 |
43 | 0.0707 | -0.0108 | 9e-04 | 1.4132 | 0.1178 | 0.3432 |
44 | 0.0724 | 0.0984 | 0.0082 | 113.3428 | 9.4452 | 3.0733 |
45 | 0.0669 | 0.0568 | 0.0047 | 44.3046 | 3.6921 | 1.9215 |
46 | 0.0799 | 0.032 | 0.0027 | 9.9104 | 0.8259 | 0.9088 |
47 | 0.0742 | 0.0622 | 0.0052 | 43.6297 | 3.6358 | 1.9068 |
48 | 0.0623 | 0.0127 | 0.0011 | 2.5941 | 0.2162 | 0.465 |