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 | 123.3 | - | - | - | - | - | - | - |
37 | 124.8 | - | - | - | - | - | - | - |
38 | 122 | - | - | - | - | - | - | - |
39 | 117.4 | - | - | - | - | - | - | - |
40 | 117.9 | - | - | - | - | - | - | - |
41 | 137.4 | - | - | - | - | - | - | - |
42 | 114.6 | - | - | - | - | - | - | - |
43 | 124.7 | - | - | - | - | - | - | - |
44 | 129.6 | - | - | - | - | - | - | - |
45 | 109.4 | - | - | - | - | - | - | - |
46 | 120.9 | - | - | - | - | - | - | - |
47 | 134.9 | - | - | - | - | - | - | - |
48 | 136.3 | - | - | - | - | - | - | - |
49 | 133.2 | 128.0591 | 115.0173 | 139.8903 | 0.1972 | 0.0861 | 0.7054 | 0.0861 |
50 | 127.2 | 125.8172 | 112.2981 | 138.0184 | 0.4121 | 0.1178 | 0.7301 | 0.0461 |
51 | 122.7 | 122.45 | 108.2905 | 135.1339 | 0.4846 | 0.2315 | 0.7824 | 0.0162 |
52 | 120.5 | 124.3045 | 110.1692 | 136.989 | 0.2783 | 0.5979 | 0.8388 | 0.0319 |
53 | 137.8 | 137.8296 | 125.045 | 149.5251 | 0.498 | 0.9982 | 0.5287 | 0.6012 |
54 | 119.1 | 121.2 | 106.2218 | 134.5206 | 0.3787 | 0.0073 | 0.8343 | 0.0131 |
55 | 124.3 | 128.3107 | 114.0721 | 141.12 | 0.2697 | 0.9206 | 0.7097 | 0.1108 |
56 | 134.4 | 132.77 | 118.8804 | 145.3383 | 0.3997 | 0.9067 | 0.6895 | 0.291 |
57 | 121.1 | 119.7363 | 103.9135 | 133.6995 | 0.4241 | 0.0198 | 0.9266 | 0.01 |
58 | 121 | 126.4659 | 111.4096 | 139.9112 | 0.2128 | 0.783 | 0.7914 | 0.0758 |
59 | 127 | 135.0084 | 120.8454 | 147.8206 | 0.1103 | 0.9839 | 0.5066 | 0.4217 |
60 | 133.4 | 136.3999 | 122.2284 | 149.2316 | 0.3234 | 0.9245 | 0.5061 | 0.5061 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0471 | 0.0401 | 0.0033 | 26.429 | 2.2024 | 1.4841 |
50 | 0.0495 | 0.011 | 9e-04 | 1.912 | 0.1593 | 0.3992 |
51 | 0.0528 | 0.002 | 2e-04 | 0.0625 | 0.0052 | 0.0722 |
52 | 0.0521 | -0.0306 | 0.0026 | 14.4745 | 1.2062 | 1.0983 |
53 | 0.0433 | -2e-04 | 0 | 9e-04 | 1e-04 | 0.0086 |
54 | 0.0561 | -0.0173 | 0.0014 | 4.4099 | 0.3675 | 0.6062 |
55 | 0.0509 | -0.0313 | 0.0026 | 16.086 | 1.3405 | 1.1578 |
56 | 0.0483 | 0.0123 | 0.001 | 2.6568 | 0.2214 | 0.4705 |
57 | 0.0595 | 0.0114 | 9e-04 | 1.8596 | 0.155 | 0.3937 |
58 | 0.0542 | -0.0432 | 0.0036 | 29.8761 | 2.4897 | 1.5779 |
59 | 0.0484 | -0.0593 | 0.0049 | 64.1346 | 5.3446 | 2.3118 |
60 | 0.048 | -0.022 | 0.0018 | 8.9994 | 0.7499 | 0.866 |