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[68]) |
56 | 110.6 | - | - | - | - | - | - | - |
57 | 100.8 | - | - | - | - | - | - | - |
58 | 103.8 | - | - | - | - | - | - | - |
59 | 117 | - | - | - | - | - | - | - |
60 | 108.4 | - | - | - | - | - | - | - |
61 | 95.5 | - | - | - | - | - | - | - |
62 | 96.9 | - | - | - | - | - | - | - |
63 | 103.9 | - | - | - | - | - | - | - |
64 | 101.1 | - | - | - | - | - | - | - |
65 | 100.6 | - | - | - | - | - | - | - |
66 | 104.3 | - | - | - | - | - | - | - |
67 | 98 | - | - | - | - | - | - | - |
68 | 99.5 | - | - | - | - | - | - | - |
69 | 97.4 | 103.1538 | 111.2769 | 96.2766 | 0.9495 | 0.1489 | 0.2512 | 0.1489 |
70 | 105.6 | 103.3694 | 111.602 | 96.4115 | 0.7351 | 0.0463 | 0.5483 | 0.1379 |
71 | 117.5 | 106.2584 | 115.2295 | 98.7463 | 0.9983 | 0.4318 | 0.9975 | 0.0389 |
72 | 107.4 | 107.5665 | 118.882 | 98.4558 | 0.5143 | 0.9837 | 0.5712 | 0.0413 |
73 | 97.8 | 95.5929 | 104.19 | 88.4697 | 0.7282 | 0.9994 | 0.4898 | 0.8588 |
74 | 91.5 | 94.3682 | 102.9031 | 87.3032 | 0.7869 | 0.8295 | 0.7588 | 0.9227 |
75 | 107.7 | 106.9284 | 119.4943 | 97.0369 | 0.5608 | 0.0011 | 0.2742 | 0.0705 |
76 | 100.1 | 96.0877 | 105.8985 | 88.1431 | 0.8389 | 0.9979 | 0.8919 | 0.8001 |
77 | 96.6 | 96.5488 | 106.7053 | 88.3714 | 0.5049 | 0.8027 | 0.8342 | 0.7603 |
78 | 106.8 | 104.7221 | 117.6701 | 94.6417 | 0.6569 | 0.0571 | 0.4673 | 0.155 |
79 | 98 | 94.8343 | 105.1237 | 86.6003 | 0.7744 | 0.9978 | 0.7744 | 0.8666 |
80 | 98.6 | 92.3862 | 102.2224 | 84.4853 | 0.9384 | 0.9181 | 0.9612 | 0.9612 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | -0.034 | -0.0558 | 0.0046 | 33.1064 | 2.7589 | 1.661 |
70 | -0.0343 | 0.0216 | 0.0018 | 4.9757 | 0.4146 | 0.6439 |
71 | -0.0361 | 0.1058 | 0.0088 | 126.373 | 10.5311 | 3.2452 |
72 | -0.0432 | -0.0015 | 1e-04 | 0.0277 | 0.0023 | 0.0481 |
73 | -0.038 | 0.0231 | 0.0019 | 4.8711 | 0.4059 | 0.6371 |
74 | -0.0382 | -0.0304 | 0.0025 | 8.2264 | 0.6855 | 0.828 |
75 | -0.0472 | 0.0072 | 6e-04 | 0.5954 | 0.0496 | 0.2228 |
76 | -0.0422 | 0.0418 | 0.0035 | 16.0985 | 1.3415 | 1.1582 |
77 | -0.0432 | 5e-04 | 0 | 0.0026 | 2e-04 | 0.0148 |
78 | -0.0491 | 0.0198 | 0.0017 | 4.3178 | 0.3598 | 0.5998 |
79 | -0.0443 | 0.0334 | 0.0028 | 10.0215 | 0.8351 | 0.9138 |
80 | -0.0436 | 0.0673 | 0.0056 | 38.6113 | 3.2176 | 1.7938 |