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[49]) |
43 | 97.8 | - | - | - | - | - | - | - |
44 | 115.1 | - | - | - | - | - | - | - |
45 | 96.2 | - | - | - | - | - | - | - |
46 | 112 | - | - | - | - | - | - | - |
47 | 111.8 | - | - | - | - | - | - | - |
48 | 82.5 | - | - | - | - | - | - | - |
49 | 100.8 | - | - | - | - | - | - | - |
50 | 116 | 114.449 | 103.4939 | 125.404 | 0.3907 | 0.9927 | 0.4536 | 0.9927 |
51 | 116.3 | 102.8299 | 91.8749 | 113.785 | 0.008 | 0.0092 | 0.8822 | 0.6418 |
52 | 116.6 | 109.4795 | 98.5245 | 120.4346 | 0.1013 | 0.1112 | 0.326 | 0.9398 |
53 | 112.9 | 109.3039 | 98.3488 | 120.2589 | 0.26 | 0.0959 | 0.3276 | 0.9359 |
54 | 100.9 | 91.8813 | 80.9263 | 102.8364 | 0.0533 | 1e-04 | 0.9534 | 0.0553 |
55 | 104.1 | 98.1533 | 87.1991 | 109.1075 | 0.1437 | 0.3116 | 0.3179 | 0.3179 |
56 | 117.4 | 114.3887 | 103.14 | 125.6375 | 0.2999 | 0.9635 | 0.3895 | 0.9911 |
57 | 103.3 | 98.6562 | 87.4074 | 109.9049 | 0.2092 | 5e-04 | 0.0011 | 0.3544 |
58 | 111.6 | 110.8995 | 99.6508 | 122.1483 | 0.4514 | 0.9073 | 0.1603 | 0.9608 |
59 | 115 | 110.9757 | 99.727 | 122.2245 | 0.2416 | 0.4567 | 0.3687 | 0.9619 |
60 | 92.6 | 85.4864 | 74.2376 | 96.7351 | 0.1076 | 0 | 0.0036 | 0.0038 |
61 | 105.2 | 99.6217 | 88.3738 | 110.8696 | 0.1655 | 0.8894 | 0.2176 | 0.4187 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0488 | 0.0136 | 0.0011 | 2.4056 | 0.2005 | 0.4477 |
51 | 0.0544 | 0.131 | 0.0109 | 181.4434 | 15.1203 | 3.8885 |
52 | 0.0511 | 0.065 | 0.0054 | 50.7015 | 4.2251 | 2.0555 |
53 | 0.0511 | 0.0329 | 0.0027 | 12.9321 | 1.0777 | 1.0381 |
54 | 0.0608 | 0.0982 | 0.0082 | 81.3368 | 6.7781 | 2.6035 |
55 | 0.0569 | 0.0606 | 0.005 | 35.3633 | 2.9469 | 1.7167 |
56 | 0.0502 | 0.0263 | 0.0022 | 9.0677 | 0.7556 | 0.8693 |
57 | 0.0582 | 0.0471 | 0.0039 | 21.565 | 1.7971 | 1.3406 |
58 | 0.0518 | 0.0063 | 5e-04 | 0.4907 | 0.0409 | 0.2022 |
59 | 0.0517 | 0.0363 | 0.003 | 16.1946 | 1.3496 | 1.1617 |
60 | 0.0671 | 0.0832 | 0.0069 | 50.6038 | 4.217 | 2.0535 |
61 | 0.0576 | 0.056 | 0.0047 | 31.1177 | 2.5931 | 1.6103 |