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 | 112.6 | - | - | - | - | - | - | - |
37 | 113.7 | - | - | - | - | - | - | - |
38 | 115.9 | - | - | - | - | - | - | - |
39 | 110.3 | - | - | - | - | - | - | - |
40 | 111.3 | - | - | - | - | - | - | - |
41 | 113.4 | - | - | - | - | - | - | - |
42 | 108.2 | - | - | - | - | - | - | - |
43 | 104.8 | - | - | - | - | - | - | - |
44 | 106 | - | - | - | - | - | - | - |
45 | 110.9 | - | - | - | - | - | - | - |
46 | 115 | - | - | - | - | - | - | - |
47 | 118.4 | - | - | - | - | - | - | - |
48 | 121.4 | - | - | - | - | - | - | - |
49 | 128.8 | 122.925 | 116.4738 | 129.7335 | 0.0454 | 0.6697 | 0.996 | 0.6697 |
50 | 131.7 | 124.0867 | 113.5481 | 135.6033 | 0.0975 | 0.2112 | 0.9182 | 0.6763 |
51 | 141.7 | 125.1647 | 111.22 | 140.8579 | 0.0195 | 0.2072 | 0.9683 | 0.6809 |
52 | 142.9 | 126.2288 | 109.2515 | 145.8442 | 0.0479 | 0.0611 | 0.9321 | 0.6853 |
53 | 139.4 | 127.2961 | 107.5006 | 150.7367 | 0.1558 | 0.096 | 0.8774 | 0.689 |
54 | 134.7 | 128.3709 | 105.8857 | 155.6311 | 0.3245 | 0.2139 | 0.9265 | 0.6919 |
55 | 125 | 129.4545 | 104.3587 | 160.5854 | 0.3896 | 0.3706 | 0.9397 | 0.694 |
56 | 113.6 | 130.5472 | 102.8903 | 165.6383 | 0.1719 | 0.6217 | 0.9148 | 0.6953 |
57 | 111.5 | 131.649 | 101.4617 | 170.8179 | 0.1567 | 0.8168 | 0.8504 | 0.696 |
58 | 108.5 | 132.7602 | 100.0603 | 176.1465 | 0.1365 | 0.8316 | 0.7888 | 0.6961 |
59 | 112.3 | 133.8807 | 98.6776 | 181.6425 | 0.1879 | 0.8512 | 0.7374 | 0.6957 |
60 | 116.6 | 135.0107 | 97.3076 | 187.3223 | 0.2452 | 0.8026 | 0.695 | 0.695 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0283 | 0.0478 | 0.004 | 34.5157 | 2.8763 | 1.696 |
50 | 0.0474 | 0.0614 | 0.0051 | 57.9628 | 4.8302 | 2.1978 |
51 | 0.064 | 0.1321 | 0.011 | 273.4148 | 22.7846 | 4.7733 |
52 | 0.0793 | 0.1321 | 0.011 | 277.9298 | 23.1608 | 4.8126 |
53 | 0.094 | 0.0951 | 0.0079 | 146.5054 | 12.2088 | 3.4941 |
54 | 0.1083 | 0.0493 | 0.0041 | 40.0571 | 3.3381 | 1.827 |
55 | 0.1227 | -0.0344 | 0.0029 | 19.8428 | 1.6536 | 1.2859 |
56 | 0.1371 | -0.1298 | 0.0108 | 287.2071 | 23.9339 | 4.8922 |
57 | 0.1518 | -0.1531 | 0.0128 | 405.9839 | 33.832 | 5.8165 |
58 | 0.1667 | -0.1827 | 0.0152 | 588.557 | 49.0464 | 7.0033 |
59 | 0.182 | -0.1612 | 0.0134 | 465.7276 | 38.8106 | 6.2298 |
60 | 0.1977 | -0.1364 | 0.0114 | 338.9541 | 28.2462 | 5.3147 |