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 | 134.5354 | 153.2455 | 120.3612 | 0.8169 | 0.0013 | 0.1585 | 0.0013 |
70 | 129.6 | 124.5538 | 140.4628 | 112.2584 | 0.7894 | 0.7086 | 0.1205 | 0.0305 |
71 | 125.8 | 122.97 | 138.575 | 110.8917 | 0.677 | 0.859 | 0.3035 | 0.0494 |
72 | 119.5 | 123.5086 | 141.8676 | 109.829 | 0.7171 | 0.6287 | 0.1475 | 0.0625 |
73 | 115.7 | 109.0658 | 122.8964 | 98.3592 | 0.8877 | 0.9719 | 0.6384 | 0.7529 |
74 | 113.6 | 113.1794 | 128.5776 | 101.4525 | 0.528 | 0.6632 | 0.4482 | 0.4747 |
75 | 129.7 | 131.923 | 155.7824 | 115.0765 | 0.602 | 0.0165 | 0.4388 | 0.013 |
76 | 112 | 111.023 | 126.7259 | 99.176 | 0.5642 | 0.999 | 0.3752 | 0.6156 |
77 | 116.8 | 114.5794 | 131.7943 | 101.7873 | 0.6332 | 0.3463 | 0.7411 | 0.3926 |
78 | 126.3 | 129.1572 | 153.0365 | 112.4064 | 0.6309 | 0.0741 | 0.2692 | 0.0278 |
79 | 112.9 | 107.0969 | 122.1157 | 95.7422 | 0.8418 | 0.9995 | 0.1713 | 0.8376 |
80 | 115.9 | 113.9547 | 131.6793 | 100.9023 | 0.6149 | 0.4371 | 0.4312 | 0.4312 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | -0.0538 | -0.0486 | 0.004 | 42.7113 | 3.5593 | 1.8866 |
70 | -0.0504 | 0.0405 | 0.0034 | 25.464 | 2.122 | 1.4567 |
71 | -0.0501 | 0.023 | 0.0019 | 8.009 | 0.6674 | 0.817 |
72 | -0.0565 | -0.0325 | 0.0027 | 16.0691 | 1.3391 | 1.1572 |
73 | -0.0501 | 0.0608 | 0.0051 | 44.0127 | 3.6677 | 1.9151 |
74 | -0.0529 | 0.0037 | 3e-04 | 0.1769 | 0.0147 | 0.1214 |
75 | -0.0652 | -0.0169 | 0.0014 | 4.9417 | 0.4118 | 0.6417 |
76 | -0.0544 | 0.0088 | 7e-04 | 0.9545 | 0.0795 | 0.282 |
77 | -0.057 | 0.0194 | 0.0016 | 4.9312 | 0.4109 | 0.641 |
78 | -0.0662 | -0.0221 | 0.0018 | 8.1636 | 0.6803 | 0.8248 |
79 | -0.0541 | 0.0542 | 0.0045 | 33.6763 | 2.8064 | 1.6752 |
80 | -0.0584 | 0.0171 | 0.0014 | 3.784 | 0.3153 | 0.5615 |