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 | 231.7201 | 208.1761 | 258.5327 | 0.3761 | 0.5587 | 0.9987 | 0.5587 |
57 | 204.2 | 231.6187 | 199.1867 | 270.5985 | 0.084 | 0.584 | 0.9818 | 0.5384 |
58 | 196.6 | 230.1643 | 191.4995 | 278.5855 | 0.0871 | 0.8534 | 0.9753 | 0.5075 |
59 | 198.8 | 228.9351 | 185.2852 | 285.5244 | 0.1483 | 0.8686 | 0.9696 | 0.4894 |
60 | 207.5 | 229.9687 | 181.5997 | 294.6504 | 0.248 | 0.8275 | 0.9331 | 0.5032 |
61 | 190.7 | 232.7483 | 179.6926 | 305.756 | 0.1295 | 0.7511 | 0.8327 | 0.5326 |
62 | 201.6 | 232.255 | 175.7531 | 312.0162 | 0.2256 | 0.8464 | 0.8277 | 0.525 |
63 | 210.5 | 232.7809 | 172.8677 | 319.4197 | 0.3071 | 0.7597 | 0.7909 | 0.5278 |
64 | 223.5 | 235.7763 | 171.9213 | 330.3112 | 0.3995 | 0.6999 | 0.6568 | 0.5501 |
65 | 223.8 | 236.5216 | 169.603 | 337.7569 | 0.4027 | 0.5995 | 0.6151 | 0.5525 |
66 | 231.2 | 236.012 | 166.6289 | 343.1128 | 0.4649 | 0.5884 | 0.6299 | 0.546 |
67 | 234.4 | 237.6972 | 165.2493 | 351.7991 | 0.4774 | 0.5444 | 0.5546 | 0.5546 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
56 | 0.059 | -0.0186 | 0.0016 | 18.6631 | 1.5553 | 1.2471 |
57 | 0.0859 | -0.1184 | 0.0099 | 751.7876 | 62.649 | 7.9151 |
58 | 0.1073 | -0.1458 | 0.0122 | 1126.5621 | 93.8802 | 9.6892 |
59 | 0.1261 | -0.1316 | 0.011 | 908.1231 | 75.6769 | 8.6992 |
60 | 0.1435 | -0.0977 | 0.0081 | 504.8428 | 42.0702 | 6.4862 |
61 | 0.16 | -0.1807 | 0.0151 | 1768.059 | 147.3383 | 12.1383 |
62 | 0.1752 | -0.132 | 0.011 | 939.7302 | 78.3108 | 8.8493 |
63 | 0.1899 | -0.0957 | 0.008 | 496.4386 | 41.3699 | 6.4319 |
64 | 0.2046 | -0.0521 | 0.0043 | 150.707 | 12.5589 | 3.5439 |
65 | 0.2184 | -0.0538 | 0.0045 | 161.8386 | 13.4866 | 3.6724 |
66 | 0.2315 | -0.0204 | 0.0017 | 23.1558 | 1.9296 | 1.3891 |
67 | 0.2449 | -0.0139 | 0.0012 | 10.8717 | 0.906 | 0.9518 |