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[55]) |
43 | 179 | - | - | - | - | - | - | - |
44 | 190.6 | - | - | - | - | - | - | - |
45 | 190 | - | - | - | - | - | - | - |
46 | 181.6 | - | - | - | - | - | - | - |
47 | 174.8 | - | - | - | - | - | - | - |
48 | 180.5 | - | - | - | - | - | - | - |
49 | 196.8 | - | - | - | - | - | - | - |
50 | 193.8 | - | - | - | - | - | - | - |
51 | 197 | - | - | - | - | - | - | - |
52 | 216.3 | - | - | - | - | - | - | - |
53 | 221.4 | - | - | - | - | - | - | - |
54 | 217.9 | - | - | - | - | - | - | - |
55 | 229.7 | - | - | - | - | - | - | - |
56 | 227.4 | 255.4958 | 223.1294 | 293.6628 | 0.0745 | 0.9074 | 0.9996 | 0.9074 |
57 | 204.2 | 253.0459 | 207.7526 | 310.7206 | 0.0485 | 0.8083 | 0.9839 | 0.7862 |
58 | 196.6 | 237.4239 | 191.4709 | 297.267 | 0.0906 | 0.8617 | 0.9663 | 0.5999 |
59 | 198.8 | 228.3285 | 181.5902 | 290.2711 | 0.1751 | 0.8423 | 0.9548 | 0.4827 |
60 | 207.5 | 237.6526 | 184.6599 | 309.9819 | 0.2069 | 0.8538 | 0.9393 | 0.5853 |
61 | 190.7 | 260.3948 | 197.1062 | 349.7023 | 0.0631 | 0.8772 | 0.9186 | 0.7497 |
62 | 201.6 | 255.5829 | 190.3004 | 349.6681 | 0.1304 | 0.9118 | 0.901 | 0.7051 |
63 | 210.5 | 259.9991 | 190.3659 | 362.5433 | 0.172 | 0.8678 | 0.8857 | 0.7187 |
64 | 223.5 | 287.2809 | 205.7434 | 410.832 | 0.1558 | 0.8884 | 0.8699 | 0.8195 |
65 | 223.8 | 294.4973 | 207.3178 | 429.5778 | 0.1525 | 0.8485 | 0.8556 | 0.8264 |
66 | 231.2 | 289.4702 | 201.0683 | 428.8559 | 0.2063 | 0.8221 | 0.8429 | 0.7997 |
67 | 234.4 | 306.0686 | 208.8265 | 463.0265 | 0.1854 | 0.8251 | 0.8299 | 0.8299 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
56 | 0.0762 | -0.11 | 0.0092 | 789.3767 | 65.7814 | 8.1106 |
57 | 0.1163 | -0.193 | 0.0161 | 2385.9235 | 198.827 | 14.1006 |
58 | 0.1286 | -0.1719 | 0.0143 | 1666.5917 | 138.8826 | 11.7848 |
59 | 0.1384 | -0.1293 | 0.0108 | 871.9332 | 72.6611 | 8.5241 |
60 | 0.1553 | -0.1269 | 0.0106 | 909.1774 | 75.7648 | 8.7043 |
61 | 0.175 | -0.2677 | 0.0223 | 4857.3686 | 404.7807 | 20.1192 |
62 | 0.1878 | -0.2112 | 0.0176 | 2914.153 | 242.8461 | 15.5835 |
63 | 0.2012 | -0.1904 | 0.0159 | 2450.1626 | 204.1802 | 14.2892 |
64 | 0.2194 | -0.222 | 0.0185 | 4067.997 | 338.9997 | 18.4119 |
65 | 0.234 | -0.2401 | 0.02 | 4998.1109 | 416.5092 | 20.4086 |
66 | 0.2457 | -0.2013 | 0.0168 | 3395.4148 | 282.9512 | 16.8212 |
67 | 0.2616 | -0.2342 | 0.0195 | 5136.3825 | 428.0319 | 20.6889 |