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[68]) |
56 | 107.7 | - | - | - | - | - | - | - |
57 | 127.3 | - | - | - | - | - | - | - |
58 | 117.2 | - | - | - | - | - | - | - |
59 | 119.8 | - | - | - | - | - | - | - |
60 | 116.2 | - | - | - | - | - | - | - |
61 | 111 | - | - | - | - | - | - | - |
62 | 112.4 | - | - | - | - | - | - | - |
63 | 130.6 | - | - | - | - | - | - | - |
64 | 109.1 | - | - | - | - | - | - | - |
65 | 118.8 | - | - | - | - | - | - | - |
66 | 123.9 | - | - | - | - | - | - | - |
67 | 101.6 | - | - | - | - | - | - | - |
68 | 112.8 | - | - | - | - | - | - | - |
69 | 128 | 134.5354 | 120.3612 | 153.2455 | 0.2468 | 0.9886 | 0.7758 | 0.9886 |
70 | 129.6 | 124.5538 | 112.2584 | 140.4628 | 0.2671 | 0.3356 | 0.8175 | 0.9262 |
71 | 125.8 | 122.97 | 110.8917 | 138.575 | 0.3611 | 0.2025 | 0.6547 | 0.8993 |
72 | 119.5 | 123.5086 | 109.829 | 141.8676 | 0.3343 | 0.4034 | 0.7824 | 0.8735 |
73 | 115.7 | 109.0658 | 98.3592 | 122.8964 | 0.1736 | 0.0696 | 0.392 | 0.2983 |
74 | 113.6 | 113.1794 | 101.4525 | 128.5776 | 0.4787 | 0.3742 | 0.5395 | 0.5193 |
75 | 129.7 | 131.923 | 115.0765 | 155.7824 | 0.4276 | 0.9339 | 0.5433 | 0.9419 |
76 | 112 | 111.023 | 99.176 | 126.7259 | 0.4515 | 0.0099 | 0.5948 | 0.4122 |
77 | 116.8 | 114.5794 | 101.7873 | 131.7943 | 0.4002 | 0.6155 | 0.3154 | 0.5803 |
78 | 126.3 | 129.1572 | 112.4064 | 153.0365 | 0.4073 | 0.8448 | 0.667 | 0.9103 |
79 | 112.9 | 107.0969 | 95.7422 | 122.1157 | 0.2244 | 0.0061 | 0.7634 | 0.2284 |
80 | 115.9 | 113.9547 | 100.9023 | 131.6793 | 0.4148 | 0.5464 | 0.5508 | 0.5508 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | 0.071 | -0.0486 | 0.004 | 42.7113 | 3.5593 | 1.8866 |
70 | 0.0652 | 0.0405 | 0.0034 | 25.464 | 2.122 | 1.4567 |
71 | 0.0647 | 0.023 | 0.0019 | 8.009 | 0.6674 | 0.817 |
72 | 0.0758 | -0.0325 | 0.0027 | 16.0691 | 1.3391 | 1.1572 |
73 | 0.0647 | 0.0608 | 0.0051 | 44.0127 | 3.6677 | 1.9151 |
74 | 0.0694 | 0.0037 | 3e-04 | 0.1769 | 0.0147 | 0.1214 |
75 | 0.0923 | -0.0169 | 0.0014 | 4.9417 | 0.4118 | 0.6417 |
76 | 0.0722 | 0.0088 | 7e-04 | 0.9545 | 0.0795 | 0.282 |
77 | 0.0767 | 0.0194 | 0.0016 | 4.9312 | 0.4109 | 0.641 |
78 | 0.0943 | -0.0221 | 0.0018 | 8.1636 | 0.6803 | 0.8248 |
79 | 0.0715 | 0.0542 | 0.0045 | 33.6763 | 2.8064 | 1.6752 |
80 | 0.0794 | 0.0171 | 0.0014 | 3.784 | 0.3153 | 0.5615 |