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 | 88.8 | - | - | - | - | - | - | - |
37 | 127.7 | - | - | - | - | - | - | - |
38 | 105.1 | - | - | - | - | - | - | - |
39 | 114.9 | - | - | - | - | - | - | - |
40 | 106.4 | - | - | - | - | - | - | - |
41 | 104.5 | - | - | - | - | - | - | - |
42 | 121.6 | - | - | - | - | - | - | - |
43 | 141.4 | - | - | - | - | - | - | - |
44 | 99 | - | - | - | - | - | - | - |
45 | 126.7 | - | - | - | - | - | - | - |
46 | 134.1 | - | - | - | - | - | - | - |
47 | 81.3 | - | - | - | - | - | - | - |
48 | 88.6 | - | - | - | - | - | - | - |
49 | 132.7 | 125.0114 | 99.3022 | 150.7205 | 0.2789 | 0.9972 | 0.4188 | 0.9972 |
50 | 132.9 | 117.0123 | 91.3022 | 142.7224 | 0.1129 | 0.1159 | 0.8181 | 0.9848 |
51 | 134.4 | 111.19 | 83.6682 | 138.7118 | 0.0492 | 0.061 | 0.3958 | 0.9462 |
52 | 103.7 | 105.1976 | 76.6577 | 133.7376 | 0.459 | 0.0225 | 0.4671 | 0.8728 |
53 | 119.7 | 108.2846 | 79.5163 | 137.053 | 0.2184 | 0.6226 | 0.6017 | 0.9101 |
54 | 115 | 117.7151 | 88.3669 | 147.0633 | 0.4281 | 0.4473 | 0.3976 | 0.9741 |
55 | 132.9 | 140.0449 | 110.4765 | 169.6132 | 0.3179 | 0.9516 | 0.4642 | 0.9997 |
56 | 108.5 | 109.2719 | 79.523 | 139.0208 | 0.4797 | 0.0598 | 0.7507 | 0.9134 |
57 | 113.9 | 110.8353 | 80.9262 | 140.7445 | 0.4204 | 0.5608 | 0.1493 | 0.9275 |
58 | 142.9 | 144.4653 | 114.4675 | 174.4632 | 0.4593 | 0.9771 | 0.7509 | 0.9999 |
59 | 95.2 | 81.1937 | 51.1194 | 111.2681 | 0.1807 | 0 | 0.4972 | 0.3147 |
60 | 93 | 88.5409 | 58.4132 | 118.6685 | 0.3859 | 0.3324 | 0.4985 | 0.4985 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1049 | 0.0615 | 0.0051 | 59.115 | 4.9262 | 2.2195 |
50 | 0.1121 | 0.1358 | 0.0113 | 252.4198 | 21.035 | 4.5864 |
51 | 0.1263 | 0.2087 | 0.0174 | 538.7039 | 44.892 | 6.7001 |
52 | 0.1384 | -0.0142 | 0.0012 | 2.2429 | 0.1869 | 0.4323 |
53 | 0.1355 | 0.1054 | 0.0088 | 130.3103 | 10.8592 | 3.2953 |
54 | 0.1272 | -0.0231 | 0.0019 | 7.3717 | 0.6143 | 0.7838 |
55 | 0.1077 | -0.051 | 0.0043 | 51.0493 | 4.2541 | 2.0625 |
56 | 0.1389 | -0.0071 | 6e-04 | 0.5958 | 0.0497 | 0.2228 |
57 | 0.1377 | 0.0277 | 0.0023 | 9.3922 | 0.7827 | 0.8847 |
58 | 0.1059 | -0.0108 | 9e-04 | 2.4503 | 0.2042 | 0.4519 |
59 | 0.189 | 0.1725 | 0.0144 | 196.1753 | 16.3479 | 4.0433 |
60 | 0.1736 | 0.0504 | 0.0042 | 19.8838 | 1.657 | 1.2872 |