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[48]) |
47 | 122.4 | - | - | - | - | - | - | - |
48 | 123.3 | - | - | - | - | - | - | - |
49 | 124.3 | 117.3601 | 93.9014 | 142.8653 | 0.2969 | 0.324 | 0.324 | 0.324 |
50 | 120 | 124.328 | 98.421 | 152.6006 | 0.3821 | 0.5008 | 0.5008 | 0.5284 |
51 | 118.1 | 112.7047 | 87.326 | 140.6081 | 0.3524 | 0.3042 | 0.3042 | 0.2284 |
52 | 119 | 104.9947 | 80.0514 | 132.5719 | 0.1598 | 0.1758 | 0.1758 | 0.0966 |
53 | 142.7 | 113.6974 | 87.8744 | 142.1139 | 0.0227 | 0.3573 | 0.3573 | 0.2539 |
54 | 123.6 | 113.4792 | 87.428 | 142.1782 | 0.2447 | 0.023 | 0.023 | 0.2512 |
55 | 129.6 | 112.5088 | 85.4513 | 142.4626 | 0.1317 | 0.234 | 0.234 | 0.2401 |
56 | 151.6 | 118.5252 | 90.2175 | 149.8398 | 0.0192 | 0.2441 | 0.2441 | 0.3825 |
57 | 110.4 | 115.8758 | 87.8179 | 146.9602 | 0.3649 | 0.0121 | 0.0121 | 0.3198 |
58 | 99.3 | 112.0677 | 83.8935 | 143.4119 | 0.2123 | 0.5415 | 0.5415 | 0.2412 |
59 | 129.1 | 114.586 | 86.0031 | 146.3567 | 0.1853 | 0.8272 | 0.8272 | 0.2954 |
60 | 134.1 | 113.5092 | 85.0422 | 145.1704 | 0.1012 | 0.1672 | 0.1672 | 0.2722 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1109 | 0.0591 | 0.0049 | 48.1618 | 4.0135 | 2.0034 |
50 | 0.116 | -0.0348 | 0.0029 | 18.7316 | 1.561 | 1.2494 |
51 | 0.1263 | 0.0479 | 0.004 | 29.1089 | 2.4257 | 1.5575 |
52 | 0.134 | 0.1334 | 0.0111 | 196.1477 | 16.3456 | 4.043 |
53 | 0.1275 | 0.2551 | 0.0213 | 841.1495 | 70.0958 | 8.3723 |
54 | 0.129 | 0.0892 | 0.0074 | 102.43 | 8.5358 | 2.9216 |
55 | 0.1358 | 0.1519 | 0.0127 | 292.1103 | 24.3425 | 4.9338 |
56 | 0.1348 | 0.2791 | 0.0233 | 1093.9403 | 91.1617 | 9.5479 |
57 | 0.1369 | -0.0473 | 0.0039 | 29.9847 | 2.4987 | 1.5807 |
58 | 0.1427 | -0.1139 | 0.0095 | 163.0148 | 13.5846 | 3.6857 |
59 | 0.1415 | 0.1267 | 0.0106 | 210.6563 | 17.5547 | 4.1898 |
60 | 0.1423 | 0.1814 | 0.0151 | 423.9792 | 35.3316 | 5.944 |