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 | 107.7 | - | - | - | - | - | - | - |
57 | 127.3 | - | - | - | - | - | - | - |
58 | 117.2 | - | - | - | - | - | - | - |
59 | 119.8 | - | - | - | - | - | - | - |
60 | 116.2 | - | - | - | - | - | - | - |
61 | 111 | - | - | - | - | - | - | - |
62 | 112.4 | - | - | - | - | - | - | - |
63 | 130.6 | - | - | - | - | - | - | - |
64 | 109.1 | - | - | - | - | - | - | - |
65 | 118.8 | - | - | - | - | - | - | - |
66 | 123.9 | - | - | - | - | - | - | - |
67 | 101.6 | - | - | - | - | - | - | - |
68 | 112.8 | - | - | - | - | - | - | - |
69 | 128 | 132.3057 | 122.1949 | 142.4165 | 0.202 | 0.9999 | 0.8341 | 0.9999 |
70 | 129.6 | 123.5803 | 113.3006 | 133.8601 | 0.1255 | 0.1997 | 0.8881 | 0.9801 |
71 | 125.8 | 121.9752 | 111.5828 | 132.3676 | 0.2353 | 0.0752 | 0.6592 | 0.9582 |
72 | 119.5 | 123.2813 | 111.2274 | 135.3353 | 0.2693 | 0.3411 | 0.8752 | 0.9558 |
73 | 115.7 | 109.1196 | 96.8426 | 121.3966 | 0.1467 | 0.0487 | 0.382 | 0.2784 |
74 | 113.6 | 113.2032 | 100.766 | 125.6404 | 0.4751 | 0.347 | 0.5504 | 0.5253 |
75 | 129.7 | 130.3085 | 117.2357 | 143.3813 | 0.4637 | 0.9939 | 0.4826 | 0.9957 |
76 | 112 | 111.1424 | 97.8749 | 124.41 | 0.4496 | 0.0031 | 0.6186 | 0.4033 |
77 | 116.8 | 114.8677 | 101.4515 | 128.2839 | 0.3889 | 0.6624 | 0.2828 | 0.6187 |
78 | 126.3 | 128.2551 | 114.5364 | 141.9738 | 0.39 | 0.9491 | 0.7331 | 0.9864 |
79 | 112.9 | 107.531 | 93.665 | 121.3971 | 0.224 | 0.004 | 0.7991 | 0.2282 |
80 | 115.9 | 113.9464 | 99.9626 | 127.9302 | 0.3921 | 0.5583 | 0.5638 | 0.5638 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | 0.039 | -0.0325 | 0.0027 | 18.5392 | 1.5449 | 1.243 |
70 | 0.0424 | 0.0487 | 0.0041 | 36.2363 | 3.0197 | 1.7377 |
71 | 0.0435 | 0.0314 | 0.0026 | 14.629 | 1.2191 | 1.1041 |
72 | 0.0499 | -0.0307 | 0.0026 | 14.2985 | 1.1915 | 1.0916 |
73 | 0.0574 | 0.0603 | 0.005 | 43.3013 | 3.6084 | 1.8996 |
74 | 0.0561 | 0.0035 | 3e-04 | 0.1574 | 0.0131 | 0.1145 |
75 | 0.0512 | -0.0047 | 4e-04 | 0.3703 | 0.0309 | 0.1757 |
76 | 0.0609 | 0.0077 | 6e-04 | 0.7354 | 0.0613 | 0.2476 |
77 | 0.0596 | 0.0168 | 0.0014 | 3.7339 | 0.3112 | 0.5578 |
78 | 0.0546 | -0.0152 | 0.0013 | 3.8223 | 0.3185 | 0.5644 |
79 | 0.0658 | 0.0499 | 0.0042 | 28.8258 | 2.4022 | 1.5499 |
80 | 0.0626 | 0.0171 | 0.0014 | 3.8164 | 0.318 | 0.5639 |