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 | 75.7 | - | - | - | - | - | - | - |
37 | 99.2 | - | - | - | - | - | - | - |
38 | 88.7 | - | - | - | - | - | - | - |
39 | 94.6 | - | - | - | - | - | - | - |
40 | 98.7 | - | - | - | - | - | - | - |
41 | 84.2 | - | - | - | - | - | - | - |
42 | 87.7 | - | - | - | - | - | - | - |
43 | 103.3 | - | - | - | - | - | - | - |
44 | 88.2 | - | - | - | - | - | - | - |
45 | 93.4 | - | - | - | - | - | - | - |
46 | 106.3 | - | - | - | - | - | - | - |
47 | 73.1 | - | - | - | - | - | - | - |
48 | 78.6 | - | - | - | - | - | - | - |
49 | 101.6 | 97.9793 | 85.6757 | 110.283 | 0.282 | 0.999 | 0.4229 | 0.999 |
50 | 101.4 | 91.3887 | 78.947 | 103.8304 | 0.0574 | 0.0538 | 0.6641 | 0.978 |
51 | 98.5 | 91.8934 | 79.4314 | 104.3553 | 0.1494 | 0.0674 | 0.3352 | 0.9817 |
52 | 99 | 97.2057 | 84.1652 | 110.2461 | 0.3937 | 0.4229 | 0.4111 | 0.9974 |
53 | 89.5 | 80.0966 | 67.0039 | 93.1893 | 0.0796 | 0.0023 | 0.2695 | 0.5886 |
54 | 83.5 | 83.7807 | 70.6773 | 96.8842 | 0.4833 | 0.1961 | 0.2789 | 0.7808 |
55 | 97.4 | 96.7479 | 83.5824 | 109.9134 | 0.4613 | 0.9757 | 0.1647 | 0.9966 |
56 | 87.8 | 86.0107 | 72.8332 | 99.1882 | 0.3951 | 0.0451 | 0.3724 | 0.8648 |
57 | 90.4 | 88.3385 | 75.1584 | 101.5186 | 0.3796 | 0.5319 | 0.2258 | 0.9262 |
58 | 97.1 | 100.0041 | 86.8239 | 113.1843 | 0.3329 | 0.9234 | 0.1746 | 0.9993 |
59 | 79.4 | 77.2365 | 64.0544 | 90.4185 | 0.3738 | 0.0016 | 0.7307 | 0.4197 |
60 | 85 | 75.0456 | 61.8647 | 88.2266 | 0.0694 | 0.2587 | 0.2986 | 0.2986 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0641 | 0.037 | 0.0031 | 13.1091 | 1.0924 | 1.0452 |
50 | 0.0695 | 0.1095 | 0.0091 | 100.2255 | 8.3521 | 2.89 |
51 | 0.0692 | 0.0719 | 0.006 | 43.6478 | 3.6373 | 1.9072 |
52 | 0.0684 | 0.0185 | 0.0015 | 3.2196 | 0.2683 | 0.518 |
53 | 0.0834 | 0.1174 | 0.0098 | 88.4236 | 7.3686 | 2.7145 |
54 | 0.0798 | -0.0034 | 3e-04 | 0.0788 | 0.0066 | 0.081 |
55 | 0.0694 | 0.0067 | 6e-04 | 0.4252 | 0.0354 | 0.1882 |
56 | 0.0782 | 0.0208 | 0.0017 | 3.2015 | 0.2668 | 0.5165 |
57 | 0.0761 | 0.0233 | 0.0019 | 4.2498 | 0.3542 | 0.5951 |
58 | 0.0672 | -0.029 | 0.0024 | 8.4337 | 0.7028 | 0.8383 |
59 | 0.0871 | 0.028 | 0.0023 | 4.6808 | 0.3901 | 0.6246 |
60 | 0.0896 | 0.1326 | 0.0111 | 99.0892 | 8.2574 | 2.8736 |