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[69]) |
57 | 113.2 | - | - | - | - | - | - | - |
58 | 105.9 | - | - | - | - | - | - | - |
59 | 108.8 | - | - | - | - | - | - | - |
60 | 102.3 | - | - | - | - | - | - | - |
61 | 99 | - | - | - | - | - | - | - |
62 | 100.7 | - | - | - | - | - | - | - |
63 | 115.5 | - | - | - | - | - | - | - |
64 | 100.7 | - | - | - | - | - | - | - |
65 | 109.9 | - | - | - | - | - | - | - |
66 | 114.6 | - | - | - | - | - | - | - |
67 | 85.4 | - | - | - | - | - | - | - |
68 | 100.5 | - | - | - | - | - | - | - |
69 | 114.8 | - | - | - | - | - | - | - |
70 | 116.5 | 111.5792 | 104.9454 | 118.213 | 0.073 | 0.1706 | 0.9533 | 0.1706 |
71 | 112.9 | 110.269 | 103.6294 | 116.9087 | 0.2187 | 0.0329 | 0.6677 | 0.0905 |
72 | 102 | 102.5295 | 95.6291 | 109.4299 | 0.4402 | 0.0016 | 0.526 | 2e-04 |
73 | 106 | 101.3221 | 93.7748 | 108.8695 | 0.1122 | 0.4301 | 0.7268 | 2e-04 |
74 | 105.3 | 102.9986 | 95.4461 | 110.5511 | 0.2752 | 0.218 | 0.7246 | 0.0011 |
75 | 118.8 | 115.2457 | 107.4652 | 123.0262 | 0.1853 | 0.9939 | 0.4745 | 0.5447 |
76 | 106.1 | 104.2221 | 96.2697 | 112.1745 | 0.3217 | 2e-04 | 0.8073 | 0.0046 |
77 | 109.3 | 108.4484 | 100.4582 | 116.4385 | 0.4173 | 0.7177 | 0.3609 | 0.0596 |
78 | 117.2 | 114.6237 | 106.4957 | 122.7518 | 0.2672 | 0.9004 | 0.5023 | 0.483 |
79 | 91.9 | 88.1046 | 79.8971 | 96.3121 | 0.1824 | 0 | 0.7408 | 0 |
80 | 103.9 | 100.6598 | 92.3968 | 108.9229 | 0.2211 | 0.9811 | 0.5151 | 4e-04 |
81 | 115.9 | 114.8364 | 106.4911 | 123.1818 | 0.4014 | 0.9949 | 0.5034 | 0.5034 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
70 | 0.0303 | 0.0441 | 0.0037 | 24.2142 | 2.0179 | 1.4205 |
71 | 0.0307 | 0.0239 | 0.002 | 6.9219 | 0.5768 | 0.7595 |
72 | 0.0343 | -0.0052 | 4e-04 | 0.2804 | 0.0234 | 0.1528 |
73 | 0.038 | 0.0462 | 0.0038 | 21.8825 | 1.8235 | 1.3504 |
74 | 0.0374 | 0.0223 | 0.0019 | 5.2964 | 0.4414 | 0.6644 |
75 | 0.0344 | 0.0308 | 0.0026 | 12.6333 | 1.0528 | 1.026 |
76 | 0.0389 | 0.018 | 0.0015 | 3.5265 | 0.2939 | 0.5421 |
77 | 0.0376 | 0.0079 | 7e-04 | 0.7253 | 0.0604 | 0.2458 |
78 | 0.0362 | 0.0225 | 0.0019 | 6.6371 | 0.5531 | 0.7437 |
79 | 0.0475 | 0.0431 | 0.0036 | 14.4052 | 1.2004 | 1.0956 |
80 | 0.0419 | 0.0322 | 0.0027 | 10.4986 | 0.8749 | 0.9354 |
81 | 0.0371 | 0.0093 | 8e-04 | 1.1312 | 0.0943 | 0.307 |