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 | 110.6 | - | - | - | - | - | - | - |
57 | 100.8 | - | - | - | - | - | - | - |
58 | 103.8 | - | - | - | - | - | - | - |
59 | 117 | - | - | - | - | - | - | - |
60 | 108.4 | - | - | - | - | - | - | - |
61 | 95.5 | - | - | - | - | - | - | - |
62 | 96.9 | - | - | - | - | - | - | - |
63 | 103.9 | - | - | - | - | - | - | - |
64 | 101.1 | - | - | - | - | - | - | - |
65 | 100.6 | - | - | - | - | - | - | - |
66 | 104.3 | - | - | - | - | - | - | - |
67 | 98 | - | - | - | - | - | - | - |
68 | 99.5 | - | - | - | - | - | - | - |
69 | 97.4 | 106.4357 | 97.0765 | 115.5538 | 0.0261 | 0.932 | 0.8871 | 0.932 |
70 | 105.6 | 105.4464 | 96.0125 | 114.6332 | 0.4869 | 0.957 | 0.6373 | 0.8977 |
71 | 117.5 | 108.6892 | 99.1406 | 117.9922 | 0.0317 | 0.7424 | 0.04 | 0.9736 |
72 | 107.4 | 110.8967 | 99.5912 | 121.866 | 0.266 | 0.119 | 0.6722 | 0.9791 |
73 | 97.8 | 95.7269 | 83.7537 | 107.2655 | 0.3624 | 0.0237 | 0.5154 | 0.2608 |
74 | 91.5 | 93.9102 | 81.5497 | 105.7992 | 0.3456 | 0.2607 | 0.311 | 0.1784 |
75 | 107.7 | 110.1602 | 97.6262 | 122.2792 | 0.3454 | 0.9987 | 0.8443 | 0.9577 |
76 | 100.1 | 95.4316 | 82.1372 | 108.1903 | 0.2366 | 0.0297 | 0.1919 | 0.266 |
77 | 96.6 | 96.4042 | 82.8563 | 109.4015 | 0.4882 | 0.2887 | 0.2635 | 0.3203 |
78 | 106.8 | 106.9556 | 93.4219 | 119.9925 | 0.4907 | 0.9403 | 0.6551 | 0.8688 |
79 | 98 | 94.4333 | 80.1614 | 108.0829 | 0.3043 | 0.0379 | 0.3043 | 0.2334 |
80 | 98.6 | 91.2837 | 76.5925 | 105.2941 | 0.153 | 0.1737 | 0.1252 | 0.1252 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | 0.0437 | -0.0849 | 0.0071 | 81.6437 | 6.8036 | 2.6084 |
70 | 0.0445 | 0.0015 | 1e-04 | 0.0236 | 0.002 | 0.0444 |
71 | 0.0437 | 0.0811 | 0.0068 | 77.6298 | 6.4692 | 2.5435 |
72 | 0.0505 | -0.0315 | 0.0026 | 12.2272 | 1.0189 | 1.0094 |
73 | 0.0615 | 0.0217 | 0.0018 | 4.2977 | 0.3581 | 0.5985 |
74 | 0.0646 | -0.0257 | 0.0021 | 5.8089 | 0.4841 | 0.6958 |
75 | 0.0561 | -0.0223 | 0.0019 | 6.0525 | 0.5044 | 0.7102 |
76 | 0.0682 | 0.0489 | 0.0041 | 21.7936 | 1.8161 | 1.3476 |
77 | 0.0688 | 0.002 | 2e-04 | 0.0383 | 0.0032 | 0.0565 |
78 | 0.0622 | -0.0015 | 1e-04 | 0.0242 | 0.002 | 0.0449 |
79 | 0.0737 | 0.0378 | 0.0031 | 12.7215 | 1.0601 | 1.0296 |
80 | 0.0783 | 0.0801 | 0.0067 | 53.5288 | 4.4607 | 2.112 |