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 | 75.7 | - | - | - | - | - | - | - |
37 | 99.2 | - | - | - | - | - | - | - |
38 | 88.7 | - | - | - | - | - | - | - |
39 | 94.6 | - | - | - | - | - | - | - |
40 | 98.7 | - | - | - | - | - | - | - |
41 | 84.2 | - | - | - | - | - | - | - |
42 | 87.7 | - | - | - | - | - | - | - |
43 | 103.3 | - | - | - | - | - | - | - |
44 | 88.2 | - | - | - | - | - | - | - |
45 | 93.4 | - | - | - | - | - | - | - |
46 | 106.3 | - | - | - | - | - | - | - |
47 | 73.1 | - | - | - | - | - | - | - |
48 | 78.6 | - | - | - | - | - | - | - |
49 | 101.6 | 95.6363 | 82.0061 | 109.2665 | 0.1956 | 0.9929 | 0.3042 | 0.9929 |
50 | 101.4 | 91.3264 | 77.6962 | 104.9566 | 0.0737 | 0.0698 | 0.6472 | 0.9664 |
51 | 98.5 | 90.417 | 76.7869 | 104.0472 | 0.1226 | 0.0571 | 0.2738 | 0.9554 |
52 | 99 | 98.2585 | 84.6283 | 111.8887 | 0.4575 | 0.4861 | 0.4747 | 0.9976 |
53 | 89.5 | 80.5368 | 66.9066 | 94.167 | 0.0987 | 0.004 | 0.2992 | 0.6097 |
54 | 83.5 | 83.5163 | 69.8862 | 97.1465 | 0.4991 | 0.1948 | 0.2737 | 0.7602 |
55 | 97.4 | 97.4167 | 83.7865 | 111.0469 | 0.499 | 0.9773 | 0.1988 | 0.9966 |
56 | 87.8 | 85.2978 | 71.6677 | 98.928 | 0.3595 | 0.0409 | 0.3382 | 0.8323 |
57 | 90.4 | 89.6106 | 75.9804 | 103.2408 | 0.4548 | 0.6027 | 0.2929 | 0.9433 |
58 | 97.1 | 104.4867 | 90.8565 | 118.1169 | 0.1441 | 0.9786 | 0.3971 | 0.9999 |
59 | 79.4 | 74.9599 | 61.3297 | 88.5901 | 0.2616 | 7e-04 | 0.6054 | 0.3003 |
60 | 85 | 76.9102 | 63.28 | 90.5404 | 0.1224 | 0.3602 | 0.404 | 0.404 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0727 | 0.0624 | 0.0052 | 35.5659 | 2.9638 | 1.7216 |
50 | 0.0761 | 0.1103 | 0.0092 | 101.4767 | 8.4564 | 2.908 |
51 | 0.0769 | 0.0894 | 0.0074 | 65.3341 | 5.4445 | 2.3333 |
52 | 0.0708 | 0.0075 | 6e-04 | 0.5499 | 0.0458 | 0.2141 |
53 | 0.0863 | 0.1113 | 0.0093 | 80.3384 | 6.6949 | 2.5874 |
54 | 0.0833 | -2e-04 | 0 | 3e-04 | 0 | 0.0047 |
55 | 0.0714 | -2e-04 | 0 | 3e-04 | 0 | 0.0048 |
56 | 0.0815 | 0.0293 | 0.0024 | 6.2608 | 0.5217 | 0.7223 |
57 | 0.0776 | 0.0088 | 7e-04 | 0.6232 | 0.0519 | 0.2279 |
58 | 0.0666 | -0.0707 | 0.0059 | 54.5639 | 4.547 | 2.1324 |
59 | 0.0928 | 0.0592 | 0.0049 | 19.7148 | 1.6429 | 1.2818 |
60 | 0.0904 | 0.1052 | 0.0088 | 65.4454 | 5.4538 | 2.3353 |