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 | 127.3 | - | - | - | - | - | - | - |
37 | 117.2 | - | - | - | - | - | - | - |
38 | 119.8 | - | - | - | - | - | - | - |
39 | 116.2 | - | - | - | - | - | - | - |
40 | 111 | - | - | - | - | - | - | - |
41 | 112.4 | - | - | - | - | - | - | - |
42 | 130.6 | - | - | - | - | - | - | - |
43 | 109.1 | - | - | - | - | - | - | - |
44 | 118.8 | - | - | - | - | - | - | - |
45 | 123.9 | - | - | - | - | - | - | - |
46 | 101.6 | - | - | - | - | - | - | - |
47 | 112.8 | - | - | - | - | - | - | - |
48 | 128 | - | - | - | - | - | - | - |
49 | 129.6 | 123.3962 | 112.6003 | 134.1921 | 0.13 | 0.2016 | 0.8697 | 0.2016 |
50 | 125.8 | 121.0505 | 110.0817 | 132.0193 | 0.198 | 0.0633 | 0.5884 | 0.1072 |
51 | 119.5 | 119.8368 | 108.7656 | 130.908 | 0.4762 | 0.1456 | 0.7402 | 0.0742 |
52 | 115.7 | 107.6702 | 94.9122 | 120.4283 | 0.1087 | 0.0346 | 0.3045 | 9e-04 |
53 | 113.6 | 112.6846 | 99.7113 | 125.6578 | 0.445 | 0.3243 | 0.5171 | 0.0103 |
54 | 129.7 | 129.2223 | 116.1083 | 142.3364 | 0.4715 | 0.9902 | 0.4184 | 0.5725 |
55 | 112 | 109.825 | 96.1031 | 123.5469 | 0.378 | 0.0023 | 0.5412 | 0.0047 |
56 | 116.8 | 113.6633 | 99.7648 | 127.5617 | 0.3291 | 0.5927 | 0.2344 | 0.0216 |
57 | 127 | 127.7478 | 113.7242 | 141.7714 | 0.4584 | 0.937 | 0.7046 | 0.4859 |
58 | 112.9 | 107.7889 | 93.4953 | 122.0825 | 0.2417 | 0.0042 | 0.802 | 0.0028 |
59 | 113.3 | 113.4561 | 99.0373 | 127.8749 | 0.4915 | 0.5301 | 0.5355 | 0.024 |
60 | 121.7 | 130.0424 | 115.5293 | 144.5554 | 0.1299 | 0.9881 | 0.6087 | 0.6087 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0446 | 0.0503 | 0.0042 | 38.4871 | 3.2073 | 1.7909 |
50 | 0.0462 | 0.0392 | 0.0033 | 22.5579 | 1.8798 | 1.3711 |
51 | 0.0471 | -0.0028 | 2e-04 | 0.1134 | 0.0095 | 0.0972 |
52 | 0.0605 | 0.0746 | 0.0062 | 64.4772 | 5.3731 | 2.318 |
53 | 0.0587 | 0.0081 | 7e-04 | 0.838 | 0.0698 | 0.2643 |
54 | 0.0518 | 0.0037 | 3e-04 | 0.2282 | 0.019 | 0.1379 |
55 | 0.0637 | 0.0198 | 0.0017 | 4.7305 | 0.3942 | 0.6279 |
56 | 0.0624 | 0.0276 | 0.0023 | 9.839 | 0.8199 | 0.9055 |
57 | 0.056 | -0.0059 | 5e-04 | 0.5592 | 0.0466 | 0.2159 |
58 | 0.0677 | 0.0474 | 0.004 | 26.1232 | 2.1769 | 1.4754 |
59 | 0.0648 | -0.0014 | 1e-04 | 0.0244 | 0.002 | 0.0451 |
60 | 0.0569 | -0.0642 | 0.0053 | 69.595 | 5.7996 | 2.4082 |