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 | 96.8 | - | - | - | - | - | - | - |
37 | 117.2 | - | - | - | - | - | - | - |
38 | 112.3 | - | - | - | - | - | - | - |
39 | 117.3 | - | - | - | - | - | - | - |
40 | 111.1 | - | - | - | - | - | - | - |
41 | 102.2 | - | - | - | - | - | - | - |
42 | 104.3 | - | - | - | - | - | - | - |
43 | 122.9 | - | - | - | - | - | - | - |
44 | 107.6 | - | - | - | - | - | - | - |
45 | 121.3 | - | - | - | - | - | - | - |
46 | 131.5 | - | - | - | - | - | - | - |
47 | 89 | - | - | - | - | - | - | - |
48 | 104.4 | - | - | - | - | - | - | - |
49 | 128.9 | 122.6335 | 111.5973 | 133.6697 | 0.1329 | 0.9994 | 0.8327 | 0.9994 |
50 | 135.9 | 120.2672 | 109.2305 | 131.3039 | 0.0027 | 0.0626 | 0.9214 | 0.9976 |
51 | 133.3 | 118.0326 | 106.6697 | 129.3956 | 0.0042 | 0.001 | 0.5503 | 0.9907 |
52 | 121.3 | 112.3954 | 100.0579 | 124.7329 | 0.0786 | 4e-04 | 0.5815 | 0.898 |
53 | 120.5 | 102.935 | 90.5726 | 115.2975 | 0.0027 | 0.0018 | 0.5464 | 0.4082 |
54 | 120.4 | 105.6767 | 93.0915 | 118.2618 | 0.0109 | 0.0105 | 0.5849 | 0.5788 |
55 | 137.9 | 120.4158 | 107.6232 | 133.2084 | 0.0037 | 0.501 | 0.3517 | 0.9929 |
56 | 126.1 | 111.2713 | 98.4442 | 124.0985 | 0.0117 | 0 | 0.7126 | 0.8531 |
57 | 133.2 | 114.2132 | 101.2876 | 127.1387 | 0.002 | 0.0357 | 0.1413 | 0.9316 |
58 | 146.6 | 128.743 | 115.7604 | 141.7256 | 0.0035 | 0.2505 | 0.3386 | 0.9999 |
59 | 103.4 | 87.9337 | 74.9263 | 100.9411 | 0.0099 | 0 | 0.4362 | 0.0065 |
60 | 117.2 | 100.722 | 87.6764 | 113.7675 | 0.0066 | 0.3437 | 0.2903 | 0.2903 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0459 | 0.0511 | 0.0043 | 39.2687 | 3.2724 | 1.809 |
50 | 0.0468 | 0.13 | 0.0108 | 244.3843 | 20.3654 | 4.5128 |
51 | 0.0491 | 0.1293 | 0.0108 | 233.092 | 19.4243 | 4.4073 |
52 | 0.056 | 0.0792 | 0.0066 | 79.2921 | 6.6077 | 2.5705 |
53 | 0.0613 | 0.1706 | 0.0142 | 308.528 | 25.7107 | 5.0706 |
54 | 0.0608 | 0.1393 | 0.0116 | 216.7768 | 18.0647 | 4.2503 |
55 | 0.0542 | 0.1452 | 0.0121 | 305.6962 | 25.4747 | 5.0472 |
56 | 0.0588 | 0.1333 | 0.0111 | 219.8891 | 18.3241 | 4.2807 |
57 | 0.0577 | 0.1662 | 0.0139 | 360.5004 | 30.0417 | 5.481 |
58 | 0.0514 | 0.1387 | 0.0116 | 318.8719 | 26.5727 | 5.1549 |
59 | 0.0755 | 0.1759 | 0.0147 | 239.2063 | 19.9339 | 4.4647 |
60 | 0.0661 | 0.1636 | 0.0136 | 271.5261 | 22.6272 | 4.7568 |