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[42]) |
30 | 122.5 | - | - | - | - | - | - | - |
31 | 119.7 | - | - | - | - | - | - | - |
32 | 122.6 | - | - | - | - | - | - | - |
33 | 123.3 | - | - | - | - | - | - | - |
34 | 123.7 | - | - | - | - | - | - | - |
35 | 121.7 | - | - | - | - | - | - | - |
36 | 121 | - | - | - | - | - | - | - |
37 | 121 | - | - | - | - | - | - | - |
38 | 121 | - | - | - | - | - | - | - |
39 | 121 | - | - | - | - | - | - | - |
40 | 129.4 | - | - | - | - | - | - | - |
41 | 130.8 | - | - | - | - | - | - | - |
42 | 130.8 | - | - | - | - | - | - | - |
43 | 129.6 | 132.4817 | 128.7532 | 136.3182 | 0.0705 | 0.8049 | 1 | 0.8049 |
44 | 129.6 | 135.5462 | 129.1651 | 142.2424 | 0.0409 | 0.9591 | 0.9999 | 0.9176 |
45 | 134.7 | 136.2868 | 128.201 | 144.8826 | 0.3587 | 0.9363 | 0.9985 | 0.8945 |
46 | 131 | 136.0867 | 126.86 | 145.9844 | 0.1569 | 0.6082 | 0.9929 | 0.8524 |
47 | 126.9 | 134.1735 | 124.1946 | 144.9541 | 0.093 | 0.718 | 0.9883 | 0.7302 |
48 | 130.4 | 133.891 | 123.1995 | 145.5102 | 0.278 | 0.8809 | 0.9852 | 0.699 |
49 | 130.4 | 134.6868 | 123.2994 | 147.1259 | 0.2497 | 0.7503 | 0.9845 | 0.7299 |
50 | 131.6 | 135.8726 | 123.8326 | 149.0833 | 0.2631 | 0.7916 | 0.9863 | 0.7742 |
51 | 131.6 | 135.3752 | 122.8992 | 149.1177 | 0.2951 | 0.7049 | 0.9798 | 0.743 |
52 | 131.6 | 143.1553 | 129.5164 | 158.2304 | 0.0665 | 0.9335 | 0.9631 | 0.9459 |
53 | 131.6 | 143.2981 | 129.2512 | 158.8717 | 0.0705 | 0.9295 | 0.9421 | 0.9421 |
54 | 128.8 | 139.466 | 125.4538 | 155.0432 | 0.0898 | 0.8388 | 0.8622 | 0.8622 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
43 | 0.0148 | -0.0218 | 0.0018 | 8.3041 | 0.692 | 0.8319 |
44 | 0.0252 | -0.0439 | 0.0037 | 35.3568 | 2.9464 | 1.7165 |
45 | 0.0322 | -0.0116 | 0.001 | 2.518 | 0.2098 | 0.4581 |
46 | 0.0371 | -0.0374 | 0.0031 | 25.8743 | 2.1562 | 1.4684 |
47 | 0.041 | -0.0542 | 0.0045 | 52.9031 | 4.4086 | 2.0997 |
48 | 0.0443 | -0.0261 | 0.0022 | 12.187 | 1.0156 | 1.0078 |
49 | 0.0471 | -0.0318 | 0.0027 | 18.3766 | 1.5314 | 1.2375 |
50 | 0.0496 | -0.0314 | 0.0026 | 18.2553 | 1.5213 | 1.2334 |
51 | 0.0518 | -0.0279 | 0.0023 | 14.2523 | 1.1877 | 1.0898 |
52 | 0.0537 | -0.0807 | 0.0067 | 133.5244 | 11.127 | 3.3357 |
53 | 0.0554 | -0.0816 | 0.0068 | 136.8465 | 11.4039 | 3.377 |
54 | 0.057 | -0.0765 | 0.0064 | 113.7641 | 9.4803 | 3.079 |