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 | 123.4324 | 98.5608 | 148.3039 | 0.2326 | 0.997 | 0.3683 | 0.997 |
50 | 132.9 | 120.4872 | 95.1467 | 145.8277 | 0.1685 | 0.1724 | 0.883 | 0.9932 |
51 | 134.4 | 115.056 | 89.3042 | 140.8078 | 0.0705 | 0.0872 | 0.5047 | 0.978 |
52 | 103.7 | 106.2878 | 80.1752 | 132.4003 | 0.423 | 0.0174 | 0.4966 | 0.9079 |
53 | 119.7 | 104.7568 | 78.3283 | 131.1853 | 0.1339 | 0.5312 | 0.5076 | 0.8846 |
54 | 115 | 112.4124 | 85.7077 | 139.117 | 0.4247 | 0.2964 | 0.2501 | 0.9597 |
55 | 132.9 | 132.8037 | 105.8587 | 159.7487 | 0.4972 | 0.9023 | 0.2659 | 0.9993 |
56 | 108.5 | 111.3551 | 84.202 | 138.5081 | 0.4184 | 0.06 | 0.8138 | 0.9498 |
57 | 113.9 | 110.166 | 82.8342 | 137.4978 | 0.3944 | 0.5475 | 0.1179 | 0.939 |
58 | 142.9 | 134.4607 | 106.977 | 161.9443 | 0.2736 | 0.9287 | 0.5103 | 0.9995 |
59 | 95.2 | 81.0885 | 53.4779 | 108.6992 | 0.1582 | 0 | 0.494 | 0.2969 |
60 | 93 | 85.949 | 58.2346 | 113.6635 | 0.309 | 0.2565 | 0.4256 | 0.4256 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1028 | 0.0751 | 0.0063 | 85.8893 | 7.1574 | 2.6753 |
50 | 0.1073 | 0.103 | 0.0086 | 154.0771 | 12.8398 | 3.5833 |
51 | 0.1142 | 0.1681 | 0.014 | 374.1908 | 31.1826 | 5.5841 |
52 | 0.1253 | -0.0243 | 0.002 | 6.6966 | 0.558 | 0.747 |
53 | 0.1287 | 0.1426 | 0.0119 | 223.299 | 18.6083 | 4.3137 |
54 | 0.1212 | 0.023 | 0.0019 | 6.6959 | 0.558 | 0.747 |
55 | 0.1035 | 7e-04 | 1e-04 | 0.0093 | 8e-04 | 0.0278 |
56 | 0.1244 | -0.0256 | 0.0021 | 8.1515 | 0.6793 | 0.8242 |
57 | 0.1266 | 0.0339 | 0.0028 | 13.9429 | 1.1619 | 1.0779 |
58 | 0.1043 | 0.0628 | 0.0052 | 71.2223 | 5.9352 | 2.4362 |
59 | 0.1737 | 0.174 | 0.0145 | 199.1333 | 16.5944 | 4.0736 |
60 | 0.1645 | 0.082 | 0.0068 | 49.716 | 4.143 | 2.0354 |