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 | 117.2 | - | - | - | - | - | - | - |
37 | 119.8 | - | - | - | - | - | - | - |
38 | 116.2 | - | - | - | - | - | - | - |
39 | 111 | - | - | - | - | - | - | - |
40 | 112.4 | - | - | - | - | - | - | - |
41 | 130.6 | - | - | - | - | - | - | - |
42 | 109.1 | - | - | - | - | - | - | - |
43 | 118.8 | - | - | - | - | - | - | - |
44 | 123.9 | - | - | - | - | - | - | - |
45 | 101.6 | - | - | - | - | - | - | - |
46 | 112.8 | - | - | - | - | - | - | - |
47 | 128 | - | - | - | - | - | - | - |
48 | 129.6 | - | - | - | - | - | - | - |
49 | 125.8 | 122.9169 | 111.7846 | 135.1579 | 0.3222 | 0.1423 | 0.6911 | 0.1423 |
50 | 119.5 | 119.1923 | 108.2538 | 131.2361 | 0.48 | 0.1411 | 0.6869 | 0.0452 |
51 | 115.7 | 110.7861 | 100.581 | 122.0267 | 0.1958 | 0.0643 | 0.4851 | 5e-04 |
52 | 113.6 | 115.0008 | 102.6851 | 128.7936 | 0.4211 | 0.4604 | 0.6442 | 0.019 |
53 | 129.7 | 131.6088 | 117.3101 | 147.6503 | 0.4078 | 0.9861 | 0.549 | 0.5969 |
54 | 112 | 111.6443 | 99.4515 | 125.332 | 0.4797 | 0.0049 | 0.6422 | 0.0051 |
55 | 116.8 | 115.5137 | 102.2569 | 130.489 | 0.4332 | 0.6772 | 0.3336 | 0.0326 |
56 | 127 | 129.5856 | 114.5433 | 146.6033 | 0.3829 | 0.9296 | 0.7437 | 0.4993 |
57 | 112.1 | 109.9065 | 97.084 | 124.4225 | 0.3835 | 0.0105 | 0.869 | 0.0039 |
58 | 113.3 | 115.2874 | 101.556 | 130.8755 | 0.4013 | 0.6557 | 0.6228 | 0.036 |
59 | 120.5 | 131.3649 | 115.5932 | 149.2885 | 0.1174 | 0.9759 | 0.6435 | 0.5765 |
60 | 127.7 | 131.5559 | 115.6956 | 149.5905 | 0.3376 | 0.8852 | 0.5842 | 0.5842 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0508 | 0.0235 | 0.002 | 8.3122 | 0.6927 | 0.8323 |
50 | 0.0516 | 0.0026 | 2e-04 | 0.0947 | 0.0079 | 0.0888 |
51 | 0.0518 | 0.0444 | 0.0037 | 24.146 | 2.0122 | 1.4185 |
52 | 0.0612 | -0.0122 | 0.001 | 1.9623 | 0.1635 | 0.4044 |
53 | 0.0622 | -0.0145 | 0.0012 | 3.6435 | 0.3036 | 0.551 |
54 | 0.0626 | 0.0032 | 3e-04 | 0.1265 | 0.0105 | 0.1027 |
55 | 0.0661 | 0.0111 | 9e-04 | 1.6546 | 0.1379 | 0.3713 |
56 | 0.067 | -0.02 | 0.0017 | 6.6851 | 0.5571 | 0.7464 |
57 | 0.0674 | 0.02 | 0.0017 | 4.8115 | 0.401 | 0.6332 |
58 | 0.069 | -0.0172 | 0.0014 | 3.9498 | 0.3292 | 0.5737 |
59 | 0.0696 | -0.0827 | 0.0069 | 118.0455 | 9.8371 | 3.1364 |
60 | 0.0699 | -0.0293 | 0.0024 | 14.8681 | 1.239 | 1.1131 |