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 | 129.7376 | 113.5142 | 145.9611 | 0.4358 | 0.9969 | 0.9088 | 0.9969 |
50 | 137.7 | 124.682 | 108.0102 | 141.3538 | 0.063 | 0.331 | 0.917 | 0.9806 |
51 | 135 | 134.947 | 117.8561 | 152.0379 | 0.4976 | 0.3761 | 0.695 | 0.9993 |
52 | 151 | 144.4786 | 126.9951 | 161.9622 | 0.2324 | 0.856 | 0.7696 | 1 |
53 | 137.4 | 121.7195 | 103.8673 | 139.5717 | 0.0426 | 7e-04 | 0.7697 | 0.9458 |
54 | 132.4 | 125.0218 | 106.8229 | 143.2206 | 0.2134 | 0.0912 | 0.8121 | 0.9732 |
55 | 161.3 | 146.8105 | 128.2852 | 165.3358 | 0.0626 | 0.9363 | 0.7341 | 1 |
56 | 139.8 | 129.7028 | 110.8696 | 148.536 | 0.1467 | 5e-04 | 0.8256 | 0.9907 |
57 | 146 | 137.8693 | 118.7453 | 156.9933 | 0.2023 | 0.4216 | 0.6466 | 0.9992 |
58 | 154.6 | 152.4258 | 133.0269 | 171.8246 | 0.4131 | 0.7419 | 0.6977 | 1 |
59 | 142.1 | 119.5666 | 99.9076 | 139.2256 | 0.0123 | 2e-04 | 0.7625 | 0.8931 |
60 | 120.5 | 114.297 | 94.3916 | 134.2023 | 0.2707 | 0.0031 | 0.7607 | 0.7607 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0638 | -0.0103 | 9e-04 | 1.7893 | 0.1491 | 0.3861 |
50 | 0.0682 | 0.1044 | 0.0087 | 169.4689 | 14.1224 | 3.758 |
51 | 0.0646 | 4e-04 | 0 | 0.0028 | 2e-04 | 0.0153 |
52 | 0.0617 | 0.0451 | 0.0038 | 42.5282 | 3.544 | 1.8826 |
53 | 0.0748 | 0.1288 | 0.0107 | 245.8776 | 20.4898 | 4.5266 |
54 | 0.0743 | 0.059 | 0.0049 | 54.4383 | 4.5365 | 2.1299 |
55 | 0.0644 | 0.0987 | 0.0082 | 209.9458 | 17.4955 | 4.1828 |
56 | 0.0741 | 0.0778 | 0.0065 | 101.9535 | 8.4961 | 2.9148 |
57 | 0.0708 | 0.059 | 0.0049 | 66.1087 | 5.5091 | 2.3471 |
58 | 0.0649 | 0.0143 | 0.0012 | 4.7274 | 0.3939 | 0.6277 |
59 | 0.0839 | 0.1885 | 0.0157 | 507.7554 | 42.3129 | 6.5048 |
60 | 0.0889 | 0.0543 | 0.0045 | 38.4778 | 3.2065 | 1.7907 |