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[41]) |
40 | 199.3 | - | - | - | - | - | - | - |
41 | 219.3 | - | - | - | - | - | - | - |
42 | 211.1 | 222.6108 | 192.9704 | 256.804 | 0.2547 | 0.5753 | 0.5753 | 0.5753 |
43 | 215.2 | 219.1569 | 178.8711 | 268.516 | 0.4376 | 0.6255 | 0.6255 | 0.4977 |
44 | 240.2 | 213.0366 | 167.5861 | 270.8136 | 0.1784 | 0.4707 | 0.4707 | 0.4159 |
45 | 242.2 | 211.6024 | 163.7544 | 273.4313 | 0.166 | 0.1823 | 0.1823 | 0.4036 |
46 | 240.7 | 213.0837 | 162.6742 | 279.1141 | 0.2062 | 0.1937 | 0.1937 | 0.4268 |
47 | 255.4 | 215.0124 | 161.5713 | 286.1296 | 0.1328 | 0.2395 | 0.2395 | 0.453 |
48 | 253 | 215.5098 | 158.946 | 292.2028 | 0.169 | 0.154 | 0.154 | 0.4614 |
49 | 218.2 | 214.9426 | 155.6472 | 296.827 | 0.4689 | 0.1812 | 0.1812 | 0.4585 |
50 | 203.7 | 214.3002 | 152.6819 | 300.7861 | 0.4051 | 0.4648 | 0.4648 | 0.4549 |
51 | 205.6 | 214.1457 | 150.3845 | 304.941 | 0.4268 | 0.5892 | 0.5892 | 0.4557 |
52 | 215.6 | 214.35 | 148.482 | 309.4377 | 0.4897 | 0.5716 | 0.5716 | 0.4594 |
53 | 188.5 | 214.5655 | 146.6336 | 313.9687 | 0.3036 | 0.4919 | 0.4919 | 0.4628 |
54 | 202.9 | 214.6121 | 144.7158 | 318.2677 | 0.4124 | 0.6893 | 0.6893 | 0.4647 |
55 | 214 | 214.539 | 142.7991 | 322.3201 | 0.4961 | 0.5838 | 0.5838 | 0.4655 |
56 | 230.3 | 214.4666 | 140.9804 | 326.2575 | 0.3907 | 0.5033 | 0.5033 | 0.4662 |
57 | 230 | 214.4529 | 139.2867 | 330.1826 | 0.3962 | 0.3942 | 0.3942 | 0.4673 |
58 | 241 | 214.4789 | 137.6854 | 334.1035 | 0.3319 | 0.3996 | 0.3996 | 0.4685 |
59 | 259.6 | 214.5032 | 136.1375 | 337.979 | 0.237 | 0.337 | 0.337 | 0.4697 |
60 | 247.8 | 214.5071 | 134.6278 | 341.7815 | 0.3041 | 0.2437 | 0.2437 | 0.4706 |
61 | 270.3 | 214.4979 | 133.1611 | 345.5164 | 0.2019 | 0.3092 | 0.3092 | 0.4714 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
42 | 0.0784 | -0.0517 | 0.0026 | 132.4993 | 6.625 | 2.5739 |
43 | 0.1149 | -0.0181 | 9e-04 | 15.6571 | 0.7829 | 0.8848 |
44 | 0.1384 | 0.1275 | 0.0064 | 737.8484 | 36.8924 | 6.0739 |
45 | 0.1491 | 0.1446 | 0.0072 | 936.2147 | 46.8107 | 6.8418 |
46 | 0.1581 | 0.1296 | 0.0065 | 762.6594 | 38.133 | 6.1752 |
47 | 0.1688 | 0.1878 | 0.0094 | 1631.16 | 81.558 | 9.0309 |
48 | 0.1816 | 0.174 | 0.0087 | 1405.5165 | 70.2758 | 8.3831 |
49 | 0.1944 | 0.0152 | 8e-04 | 10.611 | 0.5305 | 0.7284 |
50 | 0.2059 | -0.0495 | 0.0025 | 112.3652 | 5.6183 | 2.3703 |
51 | 0.2163 | -0.0399 | 0.002 | 73.0296 | 3.6515 | 1.9109 |
52 | 0.2263 | 0.0058 | 3e-04 | 1.5625 | 0.0781 | 0.2795 |
53 | 0.2364 | -0.1215 | 0.0061 | 679.4112 | 33.9706 | 5.8284 |
54 | 0.2464 | -0.0546 | 0.0027 | 137.1739 | 6.8587 | 2.6189 |
55 | 0.2563 | -0.0025 | 1e-04 | 0.2906 | 0.0145 | 0.1205 |
56 | 0.2659 | 0.0738 | 0.0037 | 250.6969 | 12.5348 | 3.5405 |
57 | 0.2753 | 0.0725 | 0.0036 | 241.7119 | 12.0856 | 3.4764 |
58 | 0.2846 | 0.1237 | 0.0062 | 703.3708 | 35.1685 | 5.9303 |
59 | 0.2937 | 0.2102 | 0.0105 | 2033.7235 | 101.6862 | 10.084 |
60 | 0.3027 | 0.1552 | 0.0078 | 1108.4185 | 55.4209 | 7.4445 |
61 | 0.3116 | 0.2602 | 0.013 | 3113.8746 | 155.6937 | 12.4777 |