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[48]) |
36 | 172.4 | - | - | - | - | - | - | - |
37 | 156.4 | - | - | - | - | - | - | - |
38 | 143.7 | - | - | - | - | - | - | - |
39 | 153.6 | - | - | - | - | - | - | - |
40 | 168.8 | - | - | - | - | - | - | - |
41 | 185.8 | - | - | - | - | - | - | - |
42 | 199.9 | - | - | - | - | - | - | - |
43 | 205.4 | - | - | - | - | - | - | - |
44 | 197.5 | - | - | - | - | - | - | - |
45 | 199.6 | - | - | - | - | - | - | - |
46 | 200.5 | - | - | - | - | - | - | - |
47 | 193.7 | - | - | - | - | - | - | - |
48 | 179.6 | - | - | - | - | - | - | - |
49 | 169.1 | 172.3087 | 191.2818 | 156.1771 | 0.6517 | 0.8122 | 0.0266 | 0.8122 |
50 | 169.8 | 167.4499 | 202.9821 | 140.9193 | 0.5689 | 0.5485 | 0.0397 | 0.8153 |
51 | 195.5 | 164.1557 | 217.5631 | 129.0157 | 0.9598 | 0.6236 | 0.278 | 0.8055 |
52 | 194.8 | 161.8957 | 234.5693 | 119.5604 | 0.9362 | 0.9401 | 0.6254 | 0.7938 |
53 | 204.5 | 160.3326 | 253.7462 | 111.9101 | 0.9631 | 0.9185 | 0.8487 | 0.7823 |
54 | 203.8 | 159.2453 | 274.9835 | 105.6056 | 0.9482 | 0.9509 | 0.9313 | 0.7715 |
55 | 204.8 | 158.4861 | 298.2686 | 100.3187 | 0.9407 | 0.9366 | 0.943 | 0.7616 |
56 | 204.9 | 157.9544 | 323.6615 | 95.8142 | 0.9307 | 0.9302 | 0.8939 | 0.7526 |
57 | 240 | 157.5814 | 351.2828 | 91.921 | 0.9931 | 0.9211 | 0.8951 | 0.7445 |
58 | 248.3 | 157.3194 | 381.3078 | 88.5129 | 0.9952 | 0.9907 | 0.8907 | 0.7372 |
59 | 258.4 | 157.1351 | 413.9662 | 85.4959 | 0.9972 | 0.9937 | 0.8414 | 0.7306 |
60 | 254.9 | 157.0054 | 449.5436 | 82.7984 | 0.9951 | 0.9963 | 0.7247 | 0.7247 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | -0.0478 | -0.0186 | 0.0016 | 10.2959 | 0.858 | 0.9263 |
50 | -0.0808 | 0.014 | 0.0012 | 5.5229 | 0.4602 | 0.6784 |
51 | -0.1092 | 0.1909 | 0.0159 | 982.467 | 81.8722 | 9.0483 |
52 | -0.1334 | 0.2032 | 0.0169 | 1082.6948 | 90.2246 | 9.4987 |
53 | -0.1541 | 0.2755 | 0.023 | 1950.7636 | 162.5636 | 12.75 |
54 | -0.1719 | 0.2798 | 0.0233 | 1985.1216 | 165.4268 | 12.8618 |
55 | -0.1873 | 0.2922 | 0.0244 | 2144.9815 | 178.7485 | 13.3697 |
56 | -0.2007 | 0.2972 | 0.0248 | 2203.8888 | 183.6574 | 13.552 |
57 | -0.2126 | 0.523 | 0.0436 | 6792.8247 | 566.0687 | 23.7922 |
58 | -0.2231 | 0.5783 | 0.0482 | 8277.4775 | 689.7898 | 26.2638 |
59 | -0.2326 | 0.6444 | 0.0537 | 10254.5842 | 854.5487 | 29.2327 |
60 | -0.2411 | 0.6235 | 0.052 | 9583.3515 | 798.6126 | 28.2597 |