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[36]) |
24 | 172.4 | - | - | - | - | - | - | - |
25 | 156.4 | - | - | - | - | - | - | - |
26 | 143.7 | - | - | - | - | - | - | - |
27 | 153.6 | - | - | - | - | - | - | - |
28 | 168.8 | - | - | - | - | - | - | - |
29 | 185.8 | - | - | - | - | - | - | - |
30 | 199.9 | - | - | - | - | - | - | - |
31 | 205.4 | - | - | - | - | - | - | - |
32 | 197.5 | - | - | - | - | - | - | - |
33 | 199.6 | - | - | - | - | - | - | - |
34 | 200.5 | - | - | - | - | - | - | - |
35 | 193.7 | - | - | - | - | - | - | - |
36 | 179.6 | - | - | - | - | - | - | - |
37 | 169.1 | 165.8167 | 223.1632 | 137.3 | 0.5893 | 0.8283 | 0.2587 | 0.8283 |
38 | 169.8 | 168.8596 | 268.3324 | 132.5 | 0.5202 | 0.5052 | 0.0875 | 0.7187 |
39 | 195.5 | 175.3221 | 295.2412 | 135.6341 | 0.8405 | 0.3925 | 0.1417 | 0.5837 |
40 | 194.8 | 180.2157 | 319.0823 | 137.9228 | 0.7504 | 0.7606 | 0.2984 | 0.4886 |
41 | 204.5 | 182.8113 | 333.2756 | 139.108 | 0.8346 | 0.7046 | 0.5533 | 0.4427 |
42 | 203.8 | 196.1988 | 433.531 | 144.9159 | 0.6143 | 0.6245 | 0.5562 | 0.2629 |
43 | 204.8 | 197.8598 | 450.8367 | 145.6021 | 0.6027 | 0.5882 | 0.6113 | 0.2467 |
44 | 204.9 | 196.3404 | 434.9475 | 144.9747 | 0.628 | 0.6266 | 0.5176 | 0.2615 |
45 | 240 | 198.2069 | 454.6542 | 145.7445 | 0.9408 | 0.5987 | 0.5208 | 0.2435 |
46 | 248.3 | 198.4026 | 456.8409 | 145.8248 | 0.9686 | 0.9395 | 0.5312 | 0.2417 |
47 | 258.4 | 184.7602 | 344.7773 | 139.985 | 0.9994 | 0.9973 | 0.6522 | 0.4106 |
48 | 254.9 | 175.3476 | 295.3567 | 135.6462 | 1 | 1 | 0.5831 | 0.5831 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
37 | -0.0877 | 0.0198 | 0.0017 | 10.7798 | 0.8983 | 0.9478 |
38 | -0.1099 | 0.0056 | 5e-04 | 0.8843 | 0.0737 | 0.2715 |
39 | -0.1155 | 0.1151 | 0.0096 | 407.146 | 33.9288 | 5.8248 |
40 | -0.1197 | 0.0809 | 0.0067 | 212.7026 | 17.7252 | 4.2101 |
41 | -0.122 | 0.1186 | 0.0099 | 470.3999 | 39.2 | 6.261 |
42 | -0.1334 | 0.0387 | 0.0032 | 57.7783 | 4.8149 | 2.1943 |
43 | -0.1348 | 0.0351 | 0.0029 | 48.1658 | 4.0138 | 2.0035 |
44 | -0.1335 | 0.0436 | 0.0036 | 73.2667 | 6.1056 | 2.4709 |
45 | -0.135 | 0.2109 | 0.0176 | 1746.667 | 145.5556 | 12.0646 |
46 | -0.1352 | 0.2515 | 0.021 | 2489.7469 | 207.4789 | 14.4041 |
47 | -0.1236 | 0.3986 | 0.0332 | 5422.813 | 451.9011 | 21.258 |
48 | -0.1155 | 0.4537 | 0.0378 | 6328.5836 | 527.382 | 22.9648 |