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 | 72.4253 | 63.3276 | 82.4008 | 0.0199 | 0.4372 | 0.97 | 0.4372 |
70 | 57.81 | 73.2902 | 60.7293 | 87.5656 | 0.0168 | 0.9401 | 0.9771 | 0.5033 |
71 | 58.76 | 71.813 | 57.7395 | 88.1278 | 0.0584 | 0.9537 | 0.9762 | 0.4324 |
72 | 62.47 | 71.3485 | 56.0019 | 89.421 | 0.1678 | 0.9139 | 0.9398 | 0.4192 |
73 | 53.68 | 73.0827 | 56.1619 | 93.2846 | 0.0299 | 0.8484 | 0.8317 | 0.4943 |
74 | 57.56 | 72.8302 | 54.7346 | 94.7471 | 0.086 | 0.9566 | 0.8708 | 0.4857 |
75 | 62.05 | 74.479 | 54.9546 | 98.4063 | 0.1543 | 0.9171 | 0.8443 | 0.5407 |
76 | 67.49 | 75.3667 | 54.6215 | 101.0818 | 0.2741 | 0.8449 | 0.6554 | 0.5647 |
77 | 67.21 | 74.6957 | 53.1117 | 101.7759 | 0.294 | 0.699 | 0.6398 | 0.5422 |
78 | 71.05 | 75.6254 | 52.9189 | 104.4027 | 0.3777 | 0.7167 | 0.6848 | 0.5648 |
79 | 76.93 | 76.7295 | 52.8949 | 107.2208 | 0.4949 | 0.6425 | 0.5754 | 0.589 |
80 | 70.76 | 77.6846 | 52.7845 | 109.8279 | 0.3364 | 0.5184 | 0.607 | 0.607 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | 0.0703 | -0.1445 | 0.012 | 109.5235 | 9.127 | 3.0211 |
70 | 0.0994 | -0.2112 | 0.0176 | 239.6374 | 19.9698 | 4.4688 |
71 | 0.1159 | -0.1818 | 0.0151 | 170.3798 | 14.1983 | 3.7681 |
72 | 0.1292 | -0.1244 | 0.0104 | 78.8281 | 6.569 | 2.563 |
73 | 0.141 | -0.2655 | 0.0221 | 376.4664 | 31.3722 | 5.6011 |
74 | 0.1535 | -0.2097 | 0.0175 | 233.1803 | 19.4317 | 4.4081 |
75 | 0.1639 | -0.1669 | 0.0139 | 154.481 | 12.8734 | 3.588 |
76 | 0.1741 | -0.1045 | 0.0087 | 62.0421 | 5.1702 | 2.2738 |
77 | 0.185 | -0.1002 | 0.0084 | 56.0356 | 4.6696 | 2.1609 |
78 | 0.1941 | -0.0605 | 0.005 | 20.9345 | 1.7445 | 1.3208 |
79 | 0.2027 | 0.0026 | 2e-04 | 0.0402 | 0.0034 | 0.0579 |
80 | 0.2111 | -0.0891 | 0.0074 | 47.9504 | 3.9959 | 1.999 |