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 | 102.6 | - | - | - | - | - | - | - |
37 | 89 | - | - | - | - | - | - | - |
38 | 93.8 | - | - | - | - | - | - | - |
39 | 116.7 | - | - | - | - | - | - | - |
40 | 106.8 | - | - | - | - | - | - | - |
41 | 98.5 | - | - | - | - | - | - | - |
42 | 118.7 | - | - | - | - | - | - | - |
43 | 90 | - | - | - | - | - | - | - |
44 | 91.9 | - | - | - | - | - | - | - |
45 | 113.3 | - | - | - | - | - | - | - |
46 | 113.1 | - | - | - | - | - | - | - |
47 | 104.1 | - | - | - | - | - | - | - |
48 | 108.7 | - | - | - | - | - | - | - |
49 | 96.7 | 94.5454 | 84.3994 | 104.6914 | 0.3386 | 0.0031 | 0.858 | 0.0031 |
50 | 101 | 99.9008 | 89.2962 | 110.5054 | 0.4195 | 0.7229 | 0.8703 | 0.0519 |
51 | 116.9 | 117.5819 | 105.6706 | 129.4932 | 0.4553 | 0.9968 | 0.5577 | 0.9281 |
52 | 105.8 | 106.233 | 90.9727 | 121.4933 | 0.4778 | 0.0853 | 0.471 | 0.3757 |
53 | 99 | 104.1078 | 87.6913 | 120.5243 | 0.271 | 0.4199 | 0.7484 | 0.2918 |
54 | 129.4 | 117.4655 | 99.0576 | 135.8733 | 0.1019 | 0.9754 | 0.4477 | 0.8247 |
55 | 83 | 89.9542 | 69.0764 | 110.8321 | 0.2569 | 1e-04 | 0.4983 | 0.0392 |
56 | 88.9 | 88.6508 | 66.1565 | 111.1451 | 0.4913 | 0.6888 | 0.3885 | 0.0403 |
57 | 115.9 | 113.0562 | 88.4331 | 137.6793 | 0.4105 | 0.9727 | 0.4923 | 0.6356 |
58 | 104.2 | 114.4115 | 87.6324 | 141.1906 | 0.2274 | 0.4566 | 0.5382 | 0.662 |
59 | 113.4 | 106.0904 | 77.4853 | 134.6955 | 0.3082 | 0.5515 | 0.5542 | 0.429 |
60 | 112.2 | 107.9465 | 77.2624 | 138.6306 | 0.3929 | 0.3638 | 0.4808 | 0.4808 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0548 | 0.0228 | 0.0019 | 4.6424 | 0.3869 | 0.622 |
50 | 0.0542 | 0.011 | 9e-04 | 1.2083 | 0.1007 | 0.3173 |
51 | 0.0517 | -0.0058 | 5e-04 | 0.465 | 0.0387 | 0.1968 |
52 | 0.0733 | -0.0041 | 3e-04 | 0.1875 | 0.0156 | 0.125 |
53 | 0.0805 | -0.0491 | 0.0041 | 26.0895 | 2.1741 | 1.4745 |
54 | 0.08 | 0.1016 | 0.0085 | 142.4329 | 11.8694 | 3.4452 |
55 | 0.1184 | -0.0773 | 0.0064 | 48.3612 | 4.0301 | 2.0075 |
56 | 0.1295 | 0.0028 | 2e-04 | 0.0621 | 0.0052 | 0.0719 |
57 | 0.1111 | 0.0252 | 0.0021 | 8.0871 | 0.6739 | 0.8209 |
58 | 0.1194 | -0.0893 | 0.0074 | 104.274 | 8.6895 | 2.9478 |
59 | 0.1376 | 0.0689 | 0.0057 | 53.4302 | 4.4525 | 2.1101 |
60 | 0.145 | 0.0394 | 0.0033 | 18.0921 | 1.5077 | 1.2279 |