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]) |
36 | 77 | - | - | - | - | - | - | - |
37 | 85.3 | - | - | - | - | - | - | - |
38 | 77.6 | - | - | - | - | - | - | - |
39 | 69.2 | - | - | - | - | - | - | - |
40 | 75.5 | - | - | - | - | - | - | - |
41 | 85.7 | - | - | - | - | - | - | - |
42 | 72.2 | - | - | - | - | - | - | - |
43 | 79.9 | - | - | - | - | - | - | - |
44 | 85.3 | - | - | - | - | - | - | - |
45 | 52.2 | - | - | - | - | - | - | - |
46 | 61.2 | - | - | - | - | - | - | - |
47 | 82.4 | - | - | - | - | - | - | - |
48 | 85.4 | - | - | - | - | - | - | - |
49 | 78.2 | 84.2773 | 73.2845 | 101.2697 | 0.2417 | 0.4485 | 0.453 | 0.4485 |
50 | 70.2 | 77.4404 | 68.4875 | 90.4675 | 0.138 | 0.4545 | 0.4904 | 0.1155 |
51 | 70.2 | 71.631 | 63.908 | 82.5326 | 0.3985 | 0.6015 | 0.669 | 0.0067 |
52 | 69.3 | 75.1019 | 65.7751 | 89.1496 | 0.2091 | 0.753 | 0.4779 | 0.0754 |
53 | 77.5 | 86.9825 | 73.683 | 109.6933 | 0.2066 | 0.9365 | 0.5441 | 0.5543 |
54 | 66.1 | 73.2971 | 64.23 | 86.9265 | 0.1503 | 0.2728 | 0.5627 | 0.0409 |
55 | 69 | 80.0214 | 68.6338 | 98.5514 | 0.1219 | 0.9296 | 0.5051 | 0.2847 |
56 | 79.2 | 86.4403 | 72.6935 | 110.6088 | 0.2785 | 0.9214 | 0.5368 | 0.5336 |
57 | 56.2 | 52.4182 | 48.317 | 57.6189 | 0.077 | 0 | 0.5328 | 0 |
58 | 64.5 | 61.376 | 55.2479 | 69.7701 | 0.2329 | 0.8866 | 0.5164 | 0 |
59 | 77.4 | 83.1184 | 70.2874 | 105.1812 | 0.3057 | 0.9509 | 0.5254 | 0.4197 |
60 | 88.5 | 85.9187 | 71.9705 | 110.8389 | 0.4196 | 0.7486 | 0.5163 | 0.5163 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1029 | -0.0721 | 0.006 | 36.9339 | 3.0778 | 1.7544 |
50 | 0.0858 | -0.0935 | 0.0078 | 52.424 | 4.3687 | 2.0901 |
51 | 0.0776 | -0.02 | 0.0017 | 2.0479 | 0.1707 | 0.4131 |
52 | 0.0954 | -0.0773 | 0.0064 | 33.6618 | 2.8051 | 1.6749 |
53 | 0.1332 | -0.109 | 0.0091 | 89.9171 | 7.4931 | 2.7374 |
54 | 0.0949 | -0.0982 | 0.0082 | 51.7982 | 4.3165 | 2.0776 |
55 | 0.1181 | -0.1377 | 0.0115 | 121.4715 | 10.1226 | 3.1816 |
56 | 0.1427 | -0.0838 | 0.007 | 52.4223 | 4.3685 | 2.0901 |
57 | 0.0506 | 0.0721 | 0.006 | 14.3018 | 1.1918 | 1.0917 |
58 | 0.0698 | 0.0509 | 0.0042 | 9.7591 | 0.8133 | 0.9018 |
59 | 0.1354 | -0.0688 | 0.0057 | 32.6998 | 2.725 | 1.6508 |
60 | 0.148 | 0.03 | 0.0025 | 6.6633 | 0.5553 | 0.7452 |