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 | 165.5302 | 146.6831 | 184.3773 | 0.3552 | 0.0717 | 0.8288 | 0.0717 |
38 | 169.8 | 153.1952 | 117.6657 | 188.7246 | 0.1798 | 0.1901 | 0.6998 | 0.0726 |
39 | 195.5 | 152.7404 | 98.1924 | 207.2884 | 0.0622 | 0.2699 | 0.4877 | 0.1672 |
40 | 194.8 | 155.0717 | 79.2514 | 230.892 | 0.1522 | 0.148 | 0.3613 | 0.263 |
41 | 204.5 | 158.3492 | 59.1719 | 257.5266 | 0.1809 | 0.2357 | 0.2937 | 0.3373 |
42 | 203.8 | 160.1023 | 35.636 | 284.5686 | 0.2457 | 0.2422 | 0.2654 | 0.3794 |
43 | 204.8 | 157.3346 | 5.7762 | 308.8929 | 0.2697 | 0.274 | 0.2671 | 0.3867 |
44 | 204.9 | 147.5228 | -32.8227 | 327.8682 | 0.2665 | 0.2668 | 0.2935 | 0.3637 |
45 | 240 | 142.9677 | -67.7681 | 353.7035 | 0.1834 | 0.2823 | 0.2992 | 0.3667 |
46 | 248.3 | 137.7819 | -104.8688 | 380.4325 | 0.186 | 0.2045 | 0.3062 | 0.3678 |
47 | 258.4 | 128.5483 | -147.4731 | 404.5697 | 0.1782 | 0.1976 | 0.3218 | 0.3585 |
48 | 254.9 | 115.4773 | -195.3107 | 426.2653 | 0.1896 | 0.1837 | 0.343 | 0.343 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
37 | 0.0581 | 0.0216 | 0.0018 | 12.7434 | 1.0619 | 1.0305 |
38 | 0.1183 | 0.1084 | 0.009 | 275.7209 | 22.9767 | 4.7934 |
39 | 0.1822 | 0.2799 | 0.0233 | 1828.3845 | 152.3654 | 12.3436 |
40 | 0.2495 | 0.2562 | 0.0213 | 1578.3375 | 131.5281 | 11.4686 |
41 | 0.3196 | 0.2914 | 0.0243 | 2129.8928 | 177.4911 | 13.3226 |
42 | 0.3966 | 0.2729 | 0.0227 | 1909.488 | 159.124 | 12.6144 |
43 | 0.4915 | 0.3017 | 0.0251 | 2252.9674 | 187.7473 | 13.7021 |
44 | 0.6237 | 0.3889 | 0.0324 | 3292.148 | 274.3457 | 16.5634 |
45 | 0.752 | 0.6787 | 0.0566 | 9415.2648 | 784.6054 | 28.0108 |
46 | 0.8985 | 0.8021 | 0.0668 | 12214.2602 | 1017.855 | 31.9038 |
47 | 1.0955 | 1.0101 | 0.0842 | 16861.4664 | 1405.1222 | 37.485 |
48 | 1.3731 | 1.2074 | 0.1006 | 19438.6927 | 1619.8911 | 40.2479 |