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[48]) |
36 | 205 | - | - | - | - | - | - | - |
37 | 194 | - | - | - | - | - | - | - |
38 | 199.3 | - | - | - | - | - | - | - |
39 | 219.3 | - | - | - | - | - | - | - |
40 | 211.1 | - | - | - | - | - | - | - |
41 | 215.2 | - | - | - | - | - | - | - |
42 | 240.2 | - | - | - | - | - | - | - |
43 | 242.2 | - | - | - | - | - | - | - |
44 | 240.7 | - | - | - | - | - | - | - |
45 | 255.4 | - | - | - | - | - | - | - |
46 | 253 | - | - | - | - | - | - | - |
47 | 218.2 | - | - | - | - | - | - | - |
48 | 203.7 | - | - | - | - | - | - | - |
49 | 205.6 | 201.7413 | 178.4586 | 225.0239 | 0.3727 | 0.4345 | 0.7427 | 0.4345 |
50 | 215.6 | 202.8003 | 169.8737 | 235.7269 | 0.2231 | 0.4338 | 0.5825 | 0.4786 |
51 | 188.5 | 206.4373 | 166.1106 | 246.7639 | 0.1917 | 0.328 | 0.2659 | 0.5529 |
52 | 202.9 | 204.8808 | 158.3156 | 251.446 | 0.4668 | 0.7547 | 0.3967 | 0.5198 |
53 | 214 | 205.5039 | 153.4423 | 257.5654 | 0.3745 | 0.539 | 0.3575 | 0.5271 |
54 | 230.3 | 210.1531 | 153.1225 | 267.1836 | 0.2443 | 0.4474 | 0.1509 | 0.5878 |
55 | 230 | 210.5855 | 148.9855 | 272.1855 | 0.2684 | 0.2652 | 0.1572 | 0.5867 |
56 | 241 | 210.1786 | 144.3254 | 276.0318 | 0.1795 | 0.2776 | 0.1818 | 0.5765 |
57 | 259.6 | 212.8662 | 143.0183 | 282.714 | 0.0949 | 0.2149 | 0.1163 | 0.6015 |
58 | 247.8 | 212.3069 | 138.6808 | 285.933 | 0.1724 | 0.104 | 0.1393 | 0.5906 |
59 | 270.3 | 205.8361 | 128.6164 | 283.0558 | 0.0509 | 0.1434 | 0.3768 | 0.5216 |
60 | 289.7 | 203.2135 | 122.5601 | 283.8668 | 0.0178 | 0.0515 | 0.4953 | 0.4953 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0589 | 0.0191 | 0.0016 | 14.8899 | 1.2408 | 1.1139 |
50 | 0.0828 | 0.0631 | 0.0053 | 163.8319 | 13.6527 | 3.6949 |
51 | 0.0997 | -0.0869 | 0.0072 | 321.7452 | 26.8121 | 5.178 |
52 | 0.116 | -0.0097 | 8e-04 | 3.9235 | 0.327 | 0.5718 |
53 | 0.1293 | 0.0413 | 0.0034 | 72.1844 | 6.0154 | 2.4526 |
54 | 0.1385 | 0.0959 | 0.008 | 405.8985 | 33.8249 | 5.8159 |
55 | 0.1492 | 0.0922 | 0.0077 | 376.9241 | 31.4103 | 5.6045 |
56 | 0.1599 | 0.1466 | 0.0122 | 949.9574 | 79.1631 | 8.8974 |
57 | 0.1674 | 0.2195 | 0.0183 | 2184.0505 | 182.0042 | 13.4909 |
58 | 0.1769 | 0.1672 | 0.0139 | 1259.7577 | 104.9798 | 10.246 |
59 | 0.1914 | 0.3132 | 0.0261 | 4155.5959 | 346.2997 | 18.6091 |
60 | 0.2025 | 0.4256 | 0.0355 | 7479.9203 | 623.3267 | 24.9665 |