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[68]) |
56 | 88.9 | - | - | - | - | - | - | - |
57 | 115.9 | - | - | - | - | - | - | - |
58 | 104.2 | - | - | - | - | - | - | - |
59 | 113.4 | - | - | - | - | - | - | - |
60 | 112.2 | - | - | - | - | - | - | - |
61 | 100.8 | - | - | - | - | - | - | - |
62 | 107.3 | - | - | - | - | - | - | - |
63 | 126.6 | - | - | - | - | - | - | - |
64 | 102.9 | - | - | - | - | - | - | - |
65 | 117.9 | - | - | - | - | - | - | - |
66 | 128.8 | - | - | - | - | - | - | - |
67 | 87.5 | - | - | - | - | - | - | - |
68 | 93.8 | - | - | - | - | - | - | - |
69 | 122.7 | 118.2666 | 107.0261 | 130.6877 | 0.2421 | 0.9999 | 0.6456 | 0.9999 |
70 | 126.2 | 116.4491 | 105.3487 | 128.7191 | 0.0597 | 0.159 | 0.9748 | 0.9999 |
71 | 124.6 | 114.3913 | 102.9537 | 127.0996 | 0.0577 | 0.0343 | 0.5608 | 0.9993 |
72 | 116.7 | 111.013 | 98.4743 | 125.1482 | 0.2152 | 0.0298 | 0.4346 | 0.9915 |
73 | 115.2 | 101.7796 | 90.2035 | 114.8413 | 0.022 | 0.0126 | 0.5584 | 0.8844 |
74 | 111.1 | 107.3905 | 94.6612 | 121.8316 | 0.3073 | 0.1446 | 0.5049 | 0.9674 |
75 | 129.9 | 123.0712 | 107.8457 | 140.4463 | 0.2206 | 0.9116 | 0.3453 | 0.9995 |
76 | 113.3 | 109.386 | 95.6107 | 125.1461 | 0.3132 | 0.0054 | 0.7901 | 0.9737 |
77 | 118.5 | 110.2826 | 95.9947 | 126.6972 | 0.1632 | 0.3593 | 0.1815 | 0.9755 |
78 | 133.5 | 124.7157 | 108.176 | 143.7843 | 0.1833 | 0.7386 | 0.3373 | 0.9993 |
79 | 102.1 | 90.221 | 78.0593 | 104.2775 | 0.0488 | 0 | 0.6478 | 0.3089 |
80 | 102.4 | 91.6679 | 79.0733 | 106.2686 | 0.0748 | 0.0807 | 0.3874 | 0.3874 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | 0.0536 | 0.0375 | 0.0031 | 19.6547 | 1.6379 | 1.2798 |
70 | 0.0538 | 0.0837 | 0.007 | 95.0807 | 7.9234 | 2.8149 |
71 | 0.0567 | 0.0892 | 0.0074 | 104.2171 | 8.6848 | 2.947 |
72 | 0.065 | 0.0512 | 0.0043 | 32.342 | 2.6952 | 1.6417 |
73 | 0.0655 | 0.1319 | 0.011 | 180.1067 | 15.0089 | 3.8741 |
74 | 0.0686 | 0.0345 | 0.0029 | 13.7602 | 1.1467 | 1.0708 |
75 | 0.072 | 0.0555 | 0.0046 | 46.6325 | 3.886 | 1.9713 |
76 | 0.0735 | 0.0358 | 0.003 | 15.3192 | 1.2766 | 1.1299 |
77 | 0.0759 | 0.0745 | 0.0062 | 67.525 | 5.6271 | 2.3721 |
78 | 0.078 | 0.0704 | 0.0059 | 77.1632 | 6.4303 | 2.5358 |
79 | 0.0795 | 0.1317 | 0.011 | 141.1109 | 11.7592 | 3.4292 |
80 | 0.0813 | 0.1171 | 0.0098 | 115.1773 | 9.5981 | 3.0981 |