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 | 100.3932 | 85.8165 | 114.97 | 0.4355 | 0.9983 | 0.5637 | 0.9983 |
50 | 101.4 | 88.896 | 73.8486 | 103.9435 | 0.0517 | 0.049 | 0.5102 | 0.9101 |
51 | 98.5 | 95.1177 | 80.0479 | 110.1875 | 0.33 | 0.2069 | 0.5268 | 0.9842 |
52 | 99 | 99.0277 | 83.7385 | 114.317 | 0.4986 | 0.527 | 0.5168 | 0.9956 |
53 | 89.5 | 84.3115 | 68.9695 | 99.6534 | 0.2537 | 0.0303 | 0.5057 | 0.7672 |
54 | 83.5 | 87.8109 | 72.4628 | 103.1591 | 0.291 | 0.4146 | 0.5057 | 0.8803 |
55 | 97.4 | 103.3815 | 88.0243 | 118.7386 | 0.2226 | 0.9944 | 0.5041 | 0.9992 |
56 | 87.8 | 88.2382 | 72.8773 | 103.5992 | 0.4777 | 0.1212 | 0.5019 | 0.8906 |
57 | 90.4 | 93.4273 | 78.0657 | 108.789 | 0.3497 | 0.7636 | 0.5014 | 0.9707 |
58 | 97.1 | 106.3201 | 90.9579 | 121.6823 | 0.1197 | 0.9789 | 0.501 | 0.9998 |
59 | 79.4 | 73.1112 | 57.7488 | 88.4736 | 0.2112 | 0.0011 | 0.5006 | 0.2419 |
60 | 85 | 78.6072 | 63.2447 | 93.9697 | 0.2074 | 0.4597 | 0.5004 | 0.5004 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0741 | 0.012 | 0.001 | 1.4563 | 0.1214 | 0.3484 |
50 | 0.0864 | 0.1407 | 0.0117 | 156.3493 | 13.0291 | 3.6096 |
51 | 0.0808 | 0.0356 | 0.003 | 11.4398 | 0.9533 | 0.9764 |
52 | 0.0788 | -3e-04 | 0 | 8e-04 | 1e-04 | 0.008 |
53 | 0.0928 | 0.0615 | 0.0051 | 26.9208 | 2.2434 | 1.4978 |
54 | 0.0892 | -0.0491 | 0.0041 | 18.5843 | 1.5487 | 1.2445 |
55 | 0.0758 | -0.0579 | 0.0048 | 35.7781 | 2.9815 | 1.7267 |
56 | 0.0888 | -0.005 | 4e-04 | 0.192 | 0.016 | 0.1265 |
57 | 0.0839 | -0.0324 | 0.0027 | 9.1648 | 0.7637 | 0.8739 |
58 | 0.0737 | -0.0867 | 0.0072 | 85.0102 | 7.0842 | 2.6616 |
59 | 0.1072 | 0.086 | 0.0072 | 39.549 | 3.2957 | 1.8154 |
60 | 0.0997 | 0.0813 | 0.0068 | 40.8679 | 3.4057 | 1.8454 |