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[60]) |
48 | 104.61 | - | - | - | - | - | - | - |
49 | 102.93 | - | - | - | - | - | - | - |
50 | 106.95 | - | - | - | - | - | - | - |
51 | 123.45 | - | - | - | - | - | - | - |
52 | 111.99 | - | - | - | - | - | - | - |
53 | 103.95 | - | - | - | - | - | - | - |
54 | 122.05 | - | - | - | - | - | - | - |
55 | 108.04 | - | - | - | - | - | - | - |
56 | 93.72 | - | - | - | - | - | - | - |
57 | 119.61 | - | - | - | - | - | - | - |
58 | 118.29 | - | - | - | - | - | - | - |
59 | 117.14 | - | - | - | - | - | - | - |
60 | 112.76 | - | - | - | - | - | - | - |
61 | 105.97 | 106.9336 | 98.0521 | 115.8151 | 0.4158 | 0.0993 | 0.8115 | 0.0993 |
62 | 107.96 | 115.5874 | 106.6774 | 124.4973 | 0.0467 | 0.9828 | 0.9713 | 0.733 |
63 | 122.27 | 129.3015 | 120.1073 | 138.4956 | 0.0669 | 1 | 0.8939 | 0.9998 |
64 | 114.54 | 116.6541 | 106.238 | 127.0702 | 0.3454 | 0.1453 | 0.8099 | 0.7681 |
65 | 110.15 | 110.1921 | 99.6927 | 120.6916 | 0.4969 | 0.2085 | 0.878 | 0.3158 |
66 | 120.02 | 126.7 | 115.9109 | 137.489 | 0.1125 | 0.9987 | 0.8009 | 0.9943 |
67 | 103.94 | 112.3488 | 101.1429 | 123.5547 | 0.0707 | 0.0898 | 0.7745 | 0.4713 |
68 | 96.18 | 98.4112 | 87.1006 | 109.7217 | 0.3495 | 0.169 | 0.7919 | 0.0065 |
69 | 121.01 | 123.4336 | 111.9215 | 134.9458 | 0.3399 | 1 | 0.7425 | 0.9654 |
70 | 110.55 | 121.9651 | 110.2628 | 133.6673 | 0.0279 | 0.5635 | 0.7309 | 0.9384 |
71 | 120.04 | 120.7824 | 108.9862 | 132.5787 | 0.4509 | 0.9555 | 0.7275 | 0.9087 |
72 | 114.19 | 115.9197 | 103.9962 | 127.8433 | 0.3881 | 0.2491 | 0.6983 | 0.6983 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0424 | -0.009 | 8e-04 | 0.9286 | 0.0774 | 0.2782 |
62 | 0.0393 | -0.066 | 0.0055 | 58.1767 | 4.8481 | 2.2018 |
63 | 0.0363 | -0.0544 | 0.0045 | 49.4415 | 4.1201 | 2.0298 |
64 | 0.0456 | -0.0181 | 0.0015 | 4.4693 | 0.3724 | 0.6103 |
65 | 0.0486 | -4e-04 | 0 | 0.0018 | 1e-04 | 0.0122 |
66 | 0.0434 | -0.0527 | 0.0044 | 44.6223 | 3.7185 | 1.9283 |
67 | 0.0509 | -0.0748 | 0.0062 | 70.7085 | 5.8924 | 2.4274 |
68 | 0.0586 | -0.0227 | 0.0019 | 4.9781 | 0.4148 | 0.6441 |
69 | 0.0476 | -0.0196 | 0.0016 | 5.8739 | 0.4895 | 0.6996 |
70 | 0.049 | -0.0936 | 0.0078 | 130.3035 | 10.8586 | 3.2952 |
71 | 0.0498 | -0.0061 | 5e-04 | 0.5512 | 0.0459 | 0.2143 |
72 | 0.0525 | -0.0149 | 0.0012 | 2.992 | 0.2493 | 0.4993 |