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]) |
37 | 114.4 | - | - | - | - | - | - | - |
38 | 108.2 | - | - | - | - | - | - | - |
39 | 112.6 | - | - | - | - | - | - | - |
40 | 109.1 | - | - | - | - | - | - | - |
41 | 105 | - | - | - | - | - | - | - |
42 | 105 | - | - | - | - | - | - | - |
43 | 118.5 | - | - | - | - | - | - | - |
44 | 103.7 | - | - | - | - | - | - | - |
45 | 112.5 | - | - | - | - | - | - | - |
46 | 116.6 | - | - | - | - | - | - | - |
47 | 96.6 | - | - | - | - | - | - | - |
48 | 101.9 | - | - | - | - | - | - | - |
49 | 116.5 | - | - | - | - | - | - | - |
50 | 119.3 | 113.4312 | 106.4927 | 120.3696 | 0.0487 | 0.193 | 0.9303 | 0.193 |
51 | 115.4 | 113.7245 | 106.7868 | 120.6622 | 0.318 | 0.0576 | 0.6246 | 0.2165 |
52 | 108.5 | 109.8731 | 102.65 | 117.0961 | 0.3547 | 0.0668 | 0.5831 | 0.0361 |
53 | 111.5 | 106.2894 | 98.1552 | 114.4237 | 0.1046 | 0.2971 | 0.622 | 0.0069 |
54 | 108.8 | 105.6482 | 97.4944 | 113.8019 | 0.2243 | 0.0798 | 0.5619 | 0.0045 |
55 | 121.8 | 117.1452 | 108.706 | 125.5843 | 0.1398 | 0.9737 | 0.3765 | 0.5596 |
56 | 109.6 | 106.2022 | 97.4854 | 114.919 | 0.2224 | 2e-04 | 0.7132 | 0.0103 |
57 | 112.2 | 109.6808 | 100.9142 | 118.4474 | 0.2866 | 0.5072 | 0.2642 | 0.0637 |
58 | 119.6 | 117.0553 | 108.1037 | 126.0069 | 0.2887 | 0.8561 | 0.5397 | 0.5484 |
59 | 103.4 | 97.2381 | 88.1704 | 106.3057 | 0.0914 | 0 | 0.5548 | 0 |
60 | 105.3 | 101.2428 | 92.1173 | 110.3684 | 0.1918 | 0.3216 | 0.4439 | 5e-04 |
61 | 113.5 | 117.0988 | 107.8672 | 126.3304 | 0.2224 | 0.9939 | 0.5506 | 0.5506 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0312 | 0.0517 | 0.0043 | 34.443 | 2.8703 | 1.6942 |
51 | 0.0311 | 0.0147 | 0.0012 | 2.8073 | 0.2339 | 0.4837 |
52 | 0.0335 | -0.0125 | 0.001 | 1.8853 | 0.1571 | 0.3964 |
53 | 0.039 | 0.049 | 0.0041 | 27.1502 | 2.2625 | 1.5042 |
54 | 0.0394 | 0.0298 | 0.0025 | 9.9341 | 0.8278 | 0.9099 |
55 | 0.0368 | 0.0397 | 0.0033 | 21.6674 | 1.8056 | 1.3437 |
56 | 0.0419 | 0.032 | 0.0027 | 11.5449 | 0.9621 | 0.9809 |
57 | 0.0408 | 0.023 | 0.0019 | 6.3464 | 0.5289 | 0.7272 |
58 | 0.039 | 0.0217 | 0.0018 | 6.4755 | 0.5396 | 0.7346 |
59 | 0.0476 | 0.0634 | 0.0053 | 37.9693 | 3.1641 | 1.7788 |
60 | 0.046 | 0.0401 | 0.0033 | 16.4606 | 1.3717 | 1.1712 |
61 | 0.0402 | -0.0307 | 0.0026 | 12.9515 | 1.0793 | 1.0389 |