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[55]) |
43 | 179 | - | - | - | - | - | - | - |
44 | 190.6 | - | - | - | - | - | - | - |
45 | 190 | - | - | - | - | - | - | - |
46 | 181.6 | - | - | - | - | - | - | - |
47 | 174.8 | - | - | - | - | - | - | - |
48 | 180.5 | - | - | - | - | - | - | - |
49 | 196.8 | - | - | - | - | - | - | - |
50 | 193.8 | - | - | - | - | - | - | - |
51 | 197 | - | - | - | - | - | - | - |
52 | 216.3 | - | - | - | - | - | - | - |
53 | 221.4 | - | - | - | - | - | - | - |
54 | 217.9 | - | - | - | - | - | - | - |
55 | 229.7 | - | - | - | - | - | - | - |
56 | 227.4 | 241.7905 | 220.1772 | 265.5254 | 0.1173 | 0.841 | 1 | 0.841 |
57 | 204.2 | 238.9129 | 208.935 | 273.1921 | 0.0236 | 0.7448 | 0.9974 | 0.7008 |
58 | 196.6 | 242.7259 | 209.1028 | 281.7554 | 0.0103 | 0.9735 | 0.9989 | 0.7435 |
59 | 198.8 | 235.4826 | 200.2334 | 276.9371 | 0.0414 | 0.967 | 0.9979 | 0.6077 |
60 | 207.5 | 240.269 | 201.0749 | 287.103 | 0.0851 | 0.9587 | 0.9938 | 0.6709 |
61 | 190.7 | 257.0597 | 211.9419 | 311.782 | 0.0087 | 0.9621 | 0.9845 | 0.8364 |
62 | 201.6 | 262.2996 | 213.6319 | 322.0543 | 0.0232 | 0.9906 | 0.9877 | 0.8575 |
63 | 210.5 | 275.4001 | 221.7493 | 342.0315 | 0.0281 | 0.985 | 0.9894 | 0.9106 |
64 | 223.5 | 277.1949 | 220.7095 | 348.1363 | 0.069 | 0.9673 | 0.9538 | 0.9053 |
65 | 223.8 | 280.1267 | 220.6682 | 355.606 | 0.0718 | 0.9293 | 0.9364 | 0.9048 |
66 | 231.2 | 283.4947 | 221.068 | 363.5498 | 0.1002 | 0.9281 | 0.9459 | 0.9061 |
67 | 244 | 292.8839 | 226.1776 | 379.2637 | 0.1337 | 0.9192 | 0.9242 | 0.9242 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
56 | 0.0501 | -0.0595 | 0.005 | 207.0868 | 17.2572 | 4.1542 |
57 | 0.0732 | -0.1453 | 0.0121 | 1204.9858 | 100.4155 | 10.0208 |
58 | 0.082 | -0.19 | 0.0158 | 2127.5955 | 177.2996 | 13.3154 |
59 | 0.0898 | -0.1558 | 0.013 | 1345.6143 | 112.1345 | 10.5894 |
60 | 0.0995 | -0.1364 | 0.0114 | 1073.8101 | 89.4842 | 9.4596 |
61 | 0.1086 | -0.2581 | 0.0215 | 4403.6071 | 366.9673 | 19.1564 |
62 | 0.1162 | -0.2314 | 0.0193 | 3684.4387 | 307.0366 | 17.5225 |
63 | 0.1234 | -0.2357 | 0.0196 | 4212.0287 | 351.0024 | 18.7351 |
64 | 0.1306 | -0.1937 | 0.0161 | 2883.1388 | 240.2616 | 15.5004 |
65 | 0.1375 | -0.2011 | 0.0168 | 3172.6932 | 264.3911 | 16.2601 |
66 | 0.1441 | -0.1845 | 0.0154 | 2734.7324 | 227.8944 | 15.0962 |
67 | 0.1505 | -0.1669 | 0.0139 | 2389.633 | 199.1361 | 14.1116 |