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 | 88.9 | - | - | - | - | - | - | - |
57 | 115.9 | - | - | - | - | - | - | - |
58 | 104.2 | - | - | - | - | - | - | - |
59 | 113.4 | - | - | - | - | - | - | - |
60 | 112.2 | - | - | - | - | - | - | - |
61 | 100.8 | - | - | - | - | - | - | - |
62 | 107.3 | - | - | - | - | - | - | - |
63 | 126.6 | - | - | - | - | - | - | - |
64 | 102.9 | - | - | - | - | - | - | - |
65 | 117.9 | - | - | - | - | - | - | - |
66 | 128.8 | - | - | - | - | - | - | - |
67 | 87.5 | - | - | - | - | - | - | - |
68 | 93.8 | - | - | - | - | - | - | - |
69 | 122.7 | 118.1292 | 104.0228 | 138.9684 | 0.3336 | 0.9889 | 0.583 | 0.9889 |
70 | 126.2 | 120.2821 | 105.2947 | 142.8941 | 0.304 | 0.417 | 0.9183 | 0.9891 |
71 | 124.6 | 116.648 | 102.0285 | 138.7711 | 0.2406 | 0.1987 | 0.6132 | 0.9785 |
72 | 116.7 | 110.2037 | 96.1124 | 131.7527 | 0.2773 | 0.0952 | 0.428 | 0.9322 |
73 | 115.2 | 101.7673 | 90.0819 | 118.7174 | 0.0602 | 0.0421 | 0.5445 | 0.8215 |
74 | 111.1 | 106.6783 | 93.0613 | 127.4827 | 0.3385 | 0.211 | 0.4766 | 0.8875 |
75 | 129.9 | 123.3379 | 103.5548 | 158.3494 | 0.3567 | 0.7534 | 0.4275 | 0.9509 |
76 | 113.3 | 109.373 | 94.3124 | 133.3881 | 0.3743 | 0.0469 | 0.7014 | 0.8981 |
77 | 118.5 | 109.0729 | 93.7958 | 133.6865 | 0.2264 | 0.3682 | 0.2411 | 0.888 |
78 | 133.5 | 124.7814 | 103.5434 | 164.2488 | 0.3325 | 0.6225 | 0.4209 | 0.938 |
79 | 102.1 | 88.0664 | 78.769 | 101.0787 | 0.0173 | 0 | 0.534 | 0.1939 |
80 | 102.4 | 88.8367 | 79.2306 | 102.4126 | 0.0251 | 0.0278 | 0.2368 | 0.2368 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | 0.09 | 0.0387 | 0.0032 | 20.8923 | 1.741 | 1.3195 |
70 | 0.0959 | 0.0492 | 0.0041 | 35.0214 | 2.9185 | 1.7083 |
71 | 0.0968 | 0.0682 | 0.0057 | 63.2337 | 5.2695 | 2.2955 |
72 | 0.0998 | 0.0589 | 0.0049 | 42.2016 | 3.5168 | 1.8753 |
73 | 0.085 | 0.132 | 0.011 | 180.4385 | 15.0365 | 3.8777 |
74 | 0.0995 | 0.0414 | 0.0035 | 19.5513 | 1.6293 | 1.2764 |
75 | 0.1448 | 0.0532 | 0.0044 | 43.0607 | 3.5884 | 1.8943 |
76 | 0.112 | 0.0359 | 0.003 | 15.4214 | 1.2851 | 1.1336 |
77 | 0.1151 | 0.0864 | 0.0072 | 88.87 | 7.4058 | 2.7214 |
78 | 0.1614 | 0.0699 | 0.0058 | 76.0139 | 6.3345 | 2.5168 |
79 | 0.0754 | 0.1594 | 0.0133 | 196.9412 | 16.4118 | 4.0511 |
80 | 0.078 | 0.1527 | 0.0127 | 183.9643 | 15.3304 | 3.9154 |