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[68]) |
56 | 64.14 | - | - | - | - | - | - | - |
57 | 62.85 | - | - | - | - | - | - | - |
58 | 58.75 | - | - | - | - | - | - | - |
59 | 55.33 | - | - | - | - | - | - | - |
60 | 57.03 | - | - | - | - | - | - | - |
61 | 63.18 | - | - | - | - | - | - | - |
62 | 60.19 | - | - | - | - | - | - | - |
63 | 62.12 | - | - | - | - | - | - | - |
64 | 70.12 | - | - | - | - | - | - | - |
65 | 69.75 | - | - | - | - | - | - | - |
66 | 68.56 | - | - | - | - | - | - | - |
67 | 73.77 | - | - | - | - | - | - | - |
68 | 73.23 | - | - | - | - | - | - | - |
69 | 61.96 | 72.2241 | 63.5857 | 81.5309 | 0.0153 | 0.4161 | 0.9758 | 0.4161 |
70 | 57.81 | 71.6275 | 59.769 | 84.7959 | 0.0199 | 0.9249 | 0.9724 | 0.4057 |
71 | 58.76 | 71.4335 | 57.9249 | 86.6748 | 0.0516 | 0.9601 | 0.9808 | 0.4086 |
72 | 62.47 | 71.7718 | 56.88 | 88.7868 | 0.142 | 0.933 | 0.9553 | 0.4333 |
73 | 53.68 | 72.4939 | 56.2093 | 91.3233 | 0.0251 | 0.8516 | 0.8339 | 0.4695 |
74 | 57.56 | 72.0613 | 54.6297 | 92.4636 | 0.0818 | 0.9613 | 0.873 | 0.4553 |
75 | 62.05 | 72.1851 | 53.6305 | 94.1378 | 0.1828 | 0.9042 | 0.8156 | 0.4628 |
76 | 67.49 | 73.2503 | 53.4941 | 96.8395 | 0.3161 | 0.824 | 0.6026 | 0.5007 |
77 | 67.21 | 73.2849 | 52.5607 | 98.2672 | 0.3168 | 0.6753 | 0.6092 | 0.5017 |
78 | 71.05 | 73.0064 | 51.4285 | 99.2639 | 0.4419 | 0.6674 | 0.63 | 0.4933 |
79 | 76.93 | 73.619 | 51.065 | 101.2863 | 0.4073 | 0.5722 | 0.4957 | 0.511 |
80 | 70.76 | 73.4536 | 50.1167 | 102.327 | 0.4275 | 0.4067 | 0.5061 | 0.5061 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | 0.0657 | -0.1421 | 0.0118 | 105.3527 | 8.7794 | 2.963 |
70 | 0.0938 | -0.1929 | 0.0161 | 190.9226 | 15.9102 | 3.9888 |
71 | 0.1089 | -0.1774 | 0.0148 | 160.6181 | 13.3848 | 3.6585 |
72 | 0.121 | -0.1296 | 0.0108 | 86.5233 | 7.2103 | 2.6852 |
73 | 0.1325 | -0.2595 | 0.0216 | 353.9619 | 29.4968 | 5.4311 |
74 | 0.1445 | -0.2012 | 0.0168 | 210.2882 | 17.524 | 4.1862 |
75 | 0.1552 | -0.1404 | 0.0117 | 102.7204 | 8.56 | 2.9258 |
76 | 0.1643 | -0.0786 | 0.0066 | 33.1815 | 2.7651 | 1.6629 |
77 | 0.1739 | -0.0829 | 0.0069 | 36.9049 | 3.0754 | 1.7537 |
78 | 0.1835 | -0.0268 | 0.0022 | 3.8274 | 0.319 | 0.5648 |
79 | 0.1917 | 0.045 | 0.0037 | 10.9625 | 0.9135 | 0.9558 |
80 | 0.2006 | -0.0367 | 0.0031 | 7.2557 | 0.6046 | 0.7776 |