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 | 96.8 | - | - | - | - | - | - | - |
57 | 117.2 | - | - | - | - | - | - | - |
58 | 112.3 | - | - | - | - | - | - | - |
59 | 117.3 | - | - | - | - | - | - | - |
60 | 111.1 | - | - | - | - | - | - | - |
61 | 102.2 | - | - | - | - | - | - | - |
62 | 104.3 | - | - | - | - | - | - | - |
63 | 122.9 | - | - | - | - | - | - | - |
64 | 107.6 | - | - | - | - | - | - | - |
65 | 121.3 | - | - | - | - | - | - | - |
66 | 131.5 | - | - | - | - | - | - | - |
67 | 89 | - | - | - | - | - | - | - |
68 | 104.4 | - | - | - | - | - | - | - |
69 | 128.9 | 122.3045 | 111.5301 | 134.1197 | 0.137 | 0.9985 | 0.8014 | 0.9985 |
70 | 135.9 | 121.6111 | 110.9085 | 133.3465 | 0.0085 | 0.1117 | 0.94 | 0.998 |
71 | 133.3 | 116.4054 | 105.984 | 127.8516 | 0.0019 | 4e-04 | 0.4391 | 0.9801 |
72 | 121.3 | 109.889 | 98.8036 | 122.218 | 0.0348 | 1e-04 | 0.4237 | 0.8086 |
73 | 120.5 | 102.4399 | 92.1532 | 113.8748 | 0.001 | 6e-04 | 0.5164 | 0.3684 |
74 | 120.4 | 105.7827 | 94.9991 | 117.7903 | 0.0085 | 0.0081 | 0.5956 | 0.5893 |
75 | 137.9 | 118.4455 | 105.9893 | 132.3656 | 0.0031 | 0.3916 | 0.2653 | 0.976 |
76 | 126.1 | 112.1057 | 100.2929 | 125.3097 | 0.0189 | 1e-04 | 0.7482 | 0.8737 |
77 | 133.2 | 110.9253 | 99.1277 | 124.1269 | 5e-04 | 0.0121 | 0.0617 | 0.8337 |
78 | 146.6 | 124.4583 | 111.0839 | 139.4431 | 0.0019 | 0.1264 | 0.1785 | 0.9957 |
79 | 103.4 | 87.6718 | 78.2349 | 98.2471 | 0.0018 | 0 | 0.4028 | 0.001 |
80 | 117.2 | 99.0938 | 88.3752 | 111.1124 | 0.0016 | 0.2413 | 0.1934 | 0.1934 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | 0.0493 | 0.0539 | 0.0045 | 43.5012 | 3.6251 | 1.904 |
70 | 0.0492 | 0.1175 | 0.0098 | 204.1724 | 17.0144 | 4.1248 |
71 | 0.0502 | 0.1451 | 0.0121 | 285.4267 | 23.7856 | 4.877 |
72 | 0.0572 | 0.1038 | 0.0087 | 130.212 | 10.851 | 3.2941 |
73 | 0.057 | 0.1763 | 0.0147 | 326.167 | 27.1806 | 5.2135 |
74 | 0.0579 | 0.1382 | 0.0115 | 213.6659 | 17.8055 | 4.2197 |
75 | 0.06 | 0.1642 | 0.0137 | 378.4778 | 31.5398 | 5.616 |
76 | 0.0601 | 0.1248 | 0.0104 | 195.8418 | 16.3201 | 4.0398 |
77 | 0.0607 | 0.2008 | 0.0167 | 496.1645 | 41.347 | 6.4302 |
78 | 0.0614 | 0.1779 | 0.0148 | 490.2531 | 40.8544 | 6.3917 |
79 | 0.0615 | 0.1794 | 0.0149 | 247.3753 | 20.6146 | 4.5403 |
80 | 0.0619 | 0.1827 | 0.0152 | 327.8338 | 27.3195 | 5.2268 |