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 | 108.7308 | 101.4543 | 116.0073 | 0.0182 | 0.051 | 0.7771 | 0.051 |
71 | 112.9 | 110.7577 | 103.4701 | 118.0453 | 0.2822 | 0.0612 | 0.7007 | 0.1385 |
72 | 102 | 103.5492 | 95.9682 | 111.1303 | 0.3444 | 0.0078 | 0.6266 | 0.0018 |
73 | 106 | 100.4658 | 92.5474 | 108.3841 | 0.0854 | 0.3521 | 0.6416 | 2e-04 |
74 | 105.3 | 101.6508 | 93.7256 | 109.5759 | 0.1834 | 0.141 | 0.5929 | 6e-04 |
75 | 118.8 | 116.2958 | 108.2559 | 124.3356 | 0.2708 | 0.9963 | 0.5769 | 0.6423 |
76 | 106.1 | 101.4329 | 93.3524 | 109.5134 | 0.1288 | 0 | 0.5705 | 6e-04 |
77 | 109.3 | 110.4143 | 102.3211 | 118.5075 | 0.3936 | 0.8519 | 0.5496 | 0.1441 |
78 | 117.2 | 115.0549 | 106.9338 | 123.176 | 0.3023 | 0.9176 | 0.5437 | 0.5245 |
79 | 91.9 | 85.7743 | 77.6448 | 93.9039 | 0.0699 | 0 | 0.536 | 0 |
80 | 103.9 | 100.7864 | 92.6502 | 108.9225 | 0.2266 | 0.9839 | 0.5275 | 4e-04 |
81 | 115.9 | 115.0478 | 106.9053 | 123.1903 | 0.4187 | 0.9964 | 0.5238 | 0.5238 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
70 | 0.0341 | 0.0715 | 0.006 | 60.3606 | 5.0301 | 2.2428 |
71 | 0.0336 | 0.0193 | 0.0016 | 4.5895 | 0.3825 | 0.6184 |
72 | 0.0374 | -0.015 | 0.0012 | 2.4001 | 0.2 | 0.4472 |
73 | 0.0402 | 0.0551 | 0.0046 | 30.6277 | 2.5523 | 1.5976 |
74 | 0.0398 | 0.0359 | 0.003 | 13.3169 | 1.1097 | 1.0534 |
75 | 0.0353 | 0.0215 | 0.0018 | 6.2712 | 0.5226 | 0.7229 |
76 | 0.0406 | 0.046 | 0.0038 | 21.782 | 1.8152 | 1.3473 |
77 | 0.0374 | -0.0101 | 8e-04 | 1.2416 | 0.1035 | 0.3217 |
78 | 0.036 | 0.0186 | 0.0016 | 4.6015 | 0.3835 | 0.6192 |
79 | 0.0484 | 0.0714 | 0.006 | 37.5236 | 3.127 | 1.7683 |
80 | 0.0412 | 0.0309 | 0.0026 | 9.6948 | 0.8079 | 0.8988 |
81 | 0.0361 | 0.0074 | 6e-04 | 0.7263 | 0.0605 | 0.246 |