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 | 121.8 | - | - | - | - | - | - | - |
57 | 125.4 | - | - | - | - | - | - | - |
58 | 129.7 | - | - | - | - | - | - | - |
59 | 129.4 | - | - | - | - | - | - | - |
60 | 134.5 | - | - | - | - | - | - | - |
61 | 141.2 | - | - | - | - | - | - | - |
62 | 141.4 | - | - | - | - | - | - | - |
63 | 152.2 | - | - | - | - | - | - | - |
64 | 167.7 | - | - | - | - | - | - | - |
65 | 173.3 | - | - | - | - | - | - | - |
66 | 168.7 | - | - | - | - | - | - | - |
67 | 172.6 | - | - | - | - | - | - | - |
68 | 169.8 | - | - | - | - | - | - | - |
69 | 172 | 164.7073 | 158.8917 | 170.523 | 0.007 | 0.043 | 1 | 0.043 |
70 | 179.4 | 165.0211 | 154.1251 | 175.9172 | 0.0048 | 0.1047 | 1 | 0.195 |
71 | 174.6 | 167.1747 | 152.3378 | 182.0116 | 0.1633 | 0.0532 | 1 | 0.3644 |
72 | 172.5 | 164.0576 | 146.0738 | 182.0413 | 0.1788 | 0.1253 | 0.9994 | 0.2657 |
73 | 172.6 | 164.4091 | 143.2949 | 185.5234 | 0.2235 | 0.2263 | 0.9844 | 0.3084 |
74 | 176.3 | 167.4662 | 143.627 | 191.3055 | 0.2338 | 0.3365 | 0.9839 | 0.4239 |
75 | 178.9 | 165.5652 | 139.4989 | 191.6314 | 0.158 | 0.2098 | 0.8425 | 0.3751 |
76 | 179.6 | 165.0809 | 136.7467 | 193.4152 | 0.1576 | 0.1696 | 0.4281 | 0.372 |
77 | 179.9 | 168.3667 | 137.8821 | 198.8513 | 0.2292 | 0.2351 | 0.3756 | 0.4633 |
78 | 180.3 | 166.9024 | 134.6217 | 199.183 | 0.208 | 0.215 | 0.4565 | 0.4302 |
79 | 180.9 | 165.347 | 131.2469 | 199.447 | 0.1857 | 0.195 | 0.3384 | 0.399 |
80 | 177.7 | 168.3406 | 132.4118 | 204.2693 | 0.3048 | 0.2466 | 0.4683 | 0.4683 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | 0.018 | 0.0443 | 0.0037 | 53.1832 | 4.4319 | 2.1052 |
70 | 0.0337 | 0.0871 | 0.0073 | 206.7517 | 17.2293 | 4.1508 |
71 | 0.0453 | 0.0444 | 0.0037 | 55.1347 | 4.5946 | 2.1435 |
72 | 0.0559 | 0.0515 | 0.0043 | 71.2746 | 5.9395 | 2.4371 |
73 | 0.0655 | 0.0498 | 0.0042 | 67.0902 | 5.5908 | 2.3645 |
74 | 0.0726 | 0.0527 | 0.0044 | 78.0354 | 6.503 | 2.5501 |
75 | 0.0803 | 0.0805 | 0.0067 | 177.8181 | 14.8182 | 3.8494 |
76 | 0.0876 | 0.088 | 0.0073 | 210.8033 | 17.5669 | 4.1913 |
77 | 0.0924 | 0.0685 | 0.0057 | 133.0176 | 11.0848 | 3.3294 |
78 | 0.0987 | 0.0803 | 0.0067 | 179.4967 | 14.9581 | 3.8676 |
79 | 0.1052 | 0.0941 | 0.0078 | 241.8963 | 20.158 | 4.4898 |
80 | 0.1089 | 0.0556 | 0.0046 | 87.5987 | 7.2999 | 2.7018 |