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 | 230.8171 | 208.7816 | 255.1783 | 0.3917 | 0.5358 | 0.9994 | 0.5358 |
57 | 204.2 | 230.7609 | 200.2335 | 265.9424 | 0.0695 | 0.5743 | 0.9884 | 0.5236 |
58 | 196.6 | 229.9561 | 193.2723 | 273.6026 | 0.0671 | 0.8763 | 0.9851 | 0.5046 |
59 | 198.8 | 229.279 | 187.5914 | 280.2307 | 0.1205 | 0.8956 | 0.9819 | 0.4935 |
60 | 207.5 | 229.8481 | 183.655 | 287.6598 | 0.2243 | 0.8537 | 0.9528 | 0.502 |
61 | 190.7 | 231.3887 | 180.9689 | 295.856 | 0.108 | 0.7662 | 0.8535 | 0.5205 |
62 | 201.6 | 231.1142 | 177.2296 | 301.3819 | 0.2052 | 0.8702 | 0.851 | 0.5157 |
63 | 210.5 | 231.4068 | 174.231 | 307.3455 | 0.2947 | 0.7791 | 0.8127 | 0.5176 |
64 | 223.5 | 233.0839 | 172.4985 | 314.9484 | 0.4093 | 0.7056 | 0.6561 | 0.5323 |
65 | 223.8 | 233.504 | 170.0184 | 320.6954 | 0.4137 | 0.589 | 0.6072 | 0.5341 |
66 | 231.2 | 233.2167 | 167.1996 | 325.2998 | 0.4829 | 0.5794 | 0.6278 | 0.5298 |
67 | 244 | 234.1689 | 165.4164 | 331.4972 | 0.4215 | 0.5238 | 0.5359 | 0.5359 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
56 | 0.0538 | -0.0148 | 0.0012 | 11.6765 | 0.973 | 0.9864 |
57 | 0.0778 | -0.1151 | 0.0096 | 705.4796 | 58.79 | 7.6675 |
58 | 0.0968 | -0.1451 | 0.0121 | 1112.6275 | 92.719 | 9.6291 |
59 | 0.1134 | -0.1329 | 0.0111 | 928.9697 | 77.4141 | 8.7985 |
60 | 0.1283 | -0.0972 | 0.0081 | 499.4398 | 41.62 | 6.4514 |
61 | 0.1421 | -0.1758 | 0.0147 | 1655.5677 | 137.964 | 11.7458 |
62 | 0.1551 | -0.1277 | 0.0106 | 871.0882 | 72.5907 | 8.52 |
63 | 0.1674 | -0.0903 | 0.0075 | 437.0954 | 36.4246 | 6.0353 |
64 | 0.1792 | -0.0411 | 0.0034 | 91.8515 | 7.6543 | 2.7666 |
65 | 0.1905 | -0.0416 | 0.0035 | 94.1674 | 7.8473 | 2.8013 |
66 | 0.2014 | -0.0086 | 7e-04 | 4.067 | 0.3389 | 0.5822 |
67 | 0.2121 | 0.042 | 0.0035 | 96.6504 | 8.0542 | 2.838 |