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 | 117.2 | - | - | - | - | - | - | - |
37 | 119.8 | - | - | - | - | - | - | - |
38 | 116.2 | - | - | - | - | - | - | - |
39 | 111 | - | - | - | - | - | - | - |
40 | 112.4 | - | - | - | - | - | - | - |
41 | 130.6 | - | - | - | - | - | - | - |
42 | 109.1 | - | - | - | - | - | - | - |
43 | 118.8 | - | - | - | - | - | - | - |
44 | 123.9 | - | - | - | - | - | - | - |
45 | 101.6 | - | - | - | - | - | - | - |
46 | 112.8 | - | - | - | - | - | - | - |
47 | 128 | - | - | - | - | - | - | - |
48 | 129.6 | - | - | - | - | - | - | - |
49 | 125.8 | 124.3669 | 110.0703 | 137.1816 | 0.4133 | 0.2117 | 0.7576 | 0.2117 |
50 | 119.5 | 114.5163 | 97.357 | 129.4202 | 0.2561 | 0.0689 | 0.4124 | 0.0236 |
51 | 115.7 | 108.6408 | 90.3727 | 124.2515 | 0.1877 | 0.0864 | 0.3835 | 0.0043 |
52 | 113.6 | 112.0566 | 94.4514 | 127.2489 | 0.4211 | 0.3192 | 0.4823 | 0.0118 |
53 | 129.7 | 131.253 | 116.5836 | 144.4401 | 0.4087 | 0.9957 | 0.5387 | 0.597 |
54 | 112 | 107.4414 | 88.9273 | 123.2042 | 0.2854 | 0.0028 | 0.4183 | 0.0029 |
55 | 116.8 | 118.2247 | 101.6931 | 132.7128 | 0.4236 | 0.8001 | 0.469 | 0.0619 |
56 | 127 | 124.9993 | 109.4953 | 138.7819 | 0.388 | 0.8782 | 0.5621 | 0.2565 |
57 | 112.1 | 102.3669 | 82.7247 | 118.8048 | 0.1229 | 0.0017 | 0.5364 | 6e-04 |
58 | 113.3 | 112.9674 | 95.5303 | 128.0517 | 0.4828 | 0.5449 | 0.5087 | 0.0153 |
59 | 120.5 | 127.3729 | 112.1974 | 140.9236 | 0.1601 | 0.9791 | 0.4639 | 0.3737 |
60 | 127.7 | 129.9252 | 115.0939 | 143.2288 | 0.3715 | 0.9175 | 0.5191 | 0.5191 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0526 | 0.0115 | 0.001 | 2.0537 | 0.1711 | 0.4137 |
50 | 0.0664 | 0.0435 | 0.0036 | 24.8371 | 2.0698 | 1.4387 |
51 | 0.0733 | 0.065 | 0.0054 | 49.8322 | 4.1527 | 2.0378 |
52 | 0.0692 | 0.0138 | 0.0011 | 2.3822 | 0.1985 | 0.4456 |
53 | 0.0513 | -0.0118 | 0.001 | 2.4118 | 0.201 | 0.4483 |
54 | 0.0749 | 0.0424 | 0.0035 | 20.7806 | 1.7317 | 1.3159 |
55 | 0.0625 | -0.0121 | 0.001 | 2.0299 | 0.1692 | 0.4113 |
56 | 0.0563 | 0.016 | 0.0013 | 4.0028 | 0.3336 | 0.5776 |
57 | 0.0819 | 0.0951 | 0.0079 | 94.734 | 7.8945 | 2.8097 |
58 | 0.0681 | 0.0029 | 2e-04 | 0.1106 | 0.0092 | 0.096 |
59 | 0.0543 | -0.054 | 0.0045 | 47.2369 | 3.9364 | 1.984 |
60 | 0.0522 | -0.0171 | 0.0014 | 4.9513 | 0.4126 | 0.6423 |