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 | 88.9 | - | - | - | - | - | - | - |
37 | 115.9 | - | - | - | - | - | - | - |
38 | 104.2 | - | - | - | - | - | - | - |
39 | 113.4 | - | - | - | - | - | - | - |
40 | 112.2 | - | - | - | - | - | - | - |
41 | 100.8 | - | - | - | - | - | - | - |
42 | 107.3 | - | - | - | - | - | - | - |
43 | 126.6 | - | - | - | - | - | - | - |
44 | 102.9 | - | - | - | - | - | - | - |
45 | 117.9 | - | - | - | - | - | - | - |
46 | 128.8 | - | - | - | - | - | - | - |
47 | 87.5 | - | - | - | - | - | - | - |
48 | 93.8 | - | - | - | - | - | - | - |
49 | 122.7 | 117.0699 | 105.755 | 128.3848 | 0.1647 | 1 | 0.5803 | 1 |
50 | 126.2 | 110.5211 | 99.205 | 121.8372 | 0.0033 | 0.0175 | 0.8632 | 0.9981 |
51 | 124.6 | 112.7826 | 100.9281 | 124.6371 | 0.0254 | 0.0133 | 0.4593 | 0.9992 |
52 | 116.7 | 111.9384 | 98.7249 | 125.1519 | 0.24 | 0.0302 | 0.4845 | 0.9964 |
53 | 115.2 | 100.6473 | 87.4031 | 113.8915 | 0.0156 | 0.0088 | 0.491 | 0.8445 |
54 | 111.1 | 106.4649 | 92.7208 | 120.209 | 0.2543 | 0.1064 | 0.4526 | 0.9645 |
55 | 129.9 | 123.5178 | 109.3832 | 137.6524 | 0.1881 | 0.9575 | 0.3345 | 1 |
56 | 113.3 | 106.4188 | 92.1979 | 120.6398 | 0.1715 | 6e-04 | 0.6862 | 0.959 |
57 | 118.5 | 111.7 | 97.1778 | 126.2221 | 0.1794 | 0.4145 | 0.2014 | 0.9922 |
58 | 133.5 | 127.8808 | 113.1967 | 142.5649 | 0.2266 | 0.8947 | 0.4512 | 1 |
59 | 102.1 | 88.5924 | 73.8095 | 103.3754 | 0.0367 | 0 | 0.5576 | 0.245 |
60 | 102.4 | 92.7802 | 77.8341 | 107.7263 | 0.1036 | 0.1108 | 0.4468 | 0.4468 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0493 | 0.0481 | 0.004 | 31.698 | 2.6415 | 1.6253 |
50 | 0.0522 | 0.1419 | 0.0118 | 245.8275 | 20.4856 | 4.5261 |
51 | 0.0536 | 0.1048 | 0.0087 | 139.6508 | 11.6376 | 3.4114 |
52 | 0.0602 | 0.0425 | 0.0035 | 22.6728 | 1.8894 | 1.3746 |
53 | 0.0671 | 0.1446 | 0.012 | 211.781 | 17.6484 | 4.201 |
54 | 0.0659 | 0.0435 | 0.0036 | 21.4844 | 1.7904 | 1.338 |
55 | 0.0584 | 0.0517 | 0.0043 | 40.7327 | 3.3944 | 1.8424 |
56 | 0.0682 | 0.0647 | 0.0054 | 47.3506 | 3.9459 | 1.9864 |
57 | 0.0663 | 0.0609 | 0.0051 | 46.2404 | 3.8534 | 1.963 |
58 | 0.0586 | 0.0439 | 0.0037 | 31.5752 | 2.6313 | 1.6221 |
59 | 0.0851 | 0.1525 | 0.0127 | 182.4546 | 15.2046 | 3.8993 |
60 | 0.0822 | 0.1037 | 0.0086 | 92.5402 | 7.7117 | 2.777 |