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 | 96.5 | - | - | - | - | - | - | - |
37 | 118.7 | - | - | - | - | - | - | - |
38 | 112.9 | - | - | - | - | - | - | - |
39 | 130.5 | - | - | - | - | - | - | - |
40 | 137.9 | - | - | - | - | - | - | - |
41 | 115 | - | - | - | - | - | - | - |
42 | 116.8 | - | - | - | - | - | - | - |
43 | 140.9 | - | - | - | - | - | - | - |
44 | 120.7 | - | - | - | - | - | - | - |
45 | 134.2 | - | - | - | - | - | - | - |
46 | 147.3 | - | - | - | - | - | - | - |
47 | 112.4 | - | - | - | - | - | - | - |
48 | 107.1 | - | - | - | - | - | - | - |
49 | 128.4 | 128.5714 | 112.0655 | 145.0773 | 0.4919 | 0.9946 | 0.8794 | 0.9946 |
50 | 137.7 | 122.5718 | 105.0999 | 140.0438 | 0.0448 | 0.2566 | 0.861 | 0.9587 |
51 | 135 | 140.1172 | 122.4265 | 157.8078 | 0.2854 | 0.6056 | 0.8567 | 0.9999 |
52 | 151 | 147.5022 | 129.7032 | 165.3013 | 0.3501 | 0.9157 | 0.8548 | 1 |
53 | 137.4 | 124.5981 | 106.7144 | 142.4819 | 0.0803 | 0.0019 | 0.8536 | 0.9724 |
54 | 132.4 | 126.397 | 108.4348 | 144.3592 | 0.2562 | 0.1149 | 0.8525 | 0.9824 |
55 | 161.3 | 150.4967 | 132.4579 | 168.5355 | 0.1202 | 0.9754 | 0.8515 | 1 |
56 | 139.8 | 130.2966 | 112.1819 | 148.4113 | 0.1519 | 4e-04 | 0.8504 | 0.994 |
57 | 146 | 143.7966 | 125.6065 | 161.9867 | 0.4062 | 0.6666 | 0.8494 | 1 |
58 | 154.6 | 156.8966 | 138.6314 | 175.1617 | 0.4027 | 0.8789 | 0.8484 | 1 |
59 | 142.1 | 121.9966 | 103.6566 | 140.3365 | 0.0158 | 2e-04 | 0.8475 | 0.9443 |
60 | 120.5 | 116.6966 | 98.2822 | 135.1109 | 0.3428 | 0.0034 | 0.8465 | 0.8465 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0655 | -0.0013 | 1e-04 | 0.0294 | 0.0024 | 0.0495 |
50 | 0.0727 | 0.1234 | 0.0103 | 228.8611 | 19.0718 | 4.3671 |
51 | 0.0644 | -0.0365 | 0.003 | 26.1856 | 2.1821 | 1.4772 |
52 | 0.0616 | 0.0237 | 0.002 | 12.2345 | 1.0195 | 1.0097 |
53 | 0.0732 | 0.1027 | 0.0086 | 163.8884 | 13.6574 | 3.6956 |
54 | 0.0725 | 0.0475 | 0.004 | 36.0362 | 3.003 | 1.7329 |
55 | 0.0612 | 0.0718 | 0.006 | 116.7118 | 9.726 | 3.1187 |
56 | 0.0709 | 0.0729 | 0.0061 | 90.3147 | 7.5262 | 2.7434 |
57 | 0.0645 | 0.0153 | 0.0013 | 4.8551 | 0.4046 | 0.6361 |
58 | 0.0594 | -0.0146 | 0.0012 | 5.2742 | 0.4395 | 0.663 |
59 | 0.0767 | 0.1648 | 0.0137 | 404.1482 | 33.679 | 5.8034 |
60 | 0.0805 | 0.0326 | 0.0027 | 14.4661 | 1.2055 | 1.098 |