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[62]) |
50 | 120.1 | - | - | - | - | - | - | - |
51 | 120.1 | - | - | - | - | - | - | - |
52 | 120.1 | - | - | - | - | - | - | - |
53 | 128.4 | - | - | - | - | - | - | - |
54 | 129.8 | - | - | - | - | - | - | - |
55 | 129.8 | - | - | - | - | - | - | - |
56 | 128.6 | - | - | - | - | - | - | - |
57 | 128.6 | - | - | - | - | - | - | - |
58 | 133.7 | - | - | - | - | - | - | - |
59 | 130 | - | - | - | - | - | - | - |
60 | 125.9 | - | - | - | - | - | - | - |
61 | 129.4 | - | - | - | - | - | - | - |
62 | 129.4 | - | - | - | - | - | - | - |
63 | 130.6 | 128.8762 | 125.3117 | 132.4406 | 0.1716 | 0.3867 | 1 | 0.3867 |
64 | 130.6 | 129.185 | 123.895 | 134.475 | 0.3 | 0.3 | 0.9996 | 0.4683 |
65 | 130.6 | 133.0302 | 126.9166 | 139.1437 | 0.218 | 0.782 | 0.9312 | 0.8778 |
66 | 130.8 | 132.6916 | 125.7906 | 139.5926 | 0.2956 | 0.7238 | 0.7943 | 0.8251 |
67 | 129.7 | 131.1323 | 123.4163 | 138.8483 | 0.358 | 0.5336 | 0.6325 | 0.67 |
68 | 125.8 | 129.9877 | 121.5678 | 138.4077 | 0.1648 | 0.5267 | 0.6267 | 0.5544 |
69 | 126 | 130.9501 | 121.902 | 139.9982 | 0.1418 | 0.8677 | 0.6947 | 0.6315 |
70 | 125.6 | 132.3547 | 122.707 | 142.0024 | 0.085 | 0.9016 | 0.3923 | 0.7258 |
71 | 125.4 | 131.6339 | 121.4182 | 141.8496 | 0.1158 | 0.8765 | 0.623 | 0.6659 |
72 | 124.7 | 130.039 | 119.2891 | 140.7888 | 0.1652 | 0.8012 | 0.7748 | 0.5464 |
73 | 126.9 | 130.6109 | 119.3526 | 141.8693 | 0.2591 | 0.8483 | 0.5835 | 0.5835 |
74 | 129.1 | 130.6097 | 118.8637 | 142.3557 | 0.4006 | 0.732 | 0.58 | 0.58 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
63 | 0.0141 | 0.0134 | 0.0011 | 2.9716 | 0.2476 | 0.4976 |
64 | 0.0209 | 0.011 | 9e-04 | 2.0022 | 0.1669 | 0.4085 |
65 | 0.0234 | -0.0183 | 0.0015 | 5.9057 | 0.4921 | 0.7015 |
66 | 0.0265 | -0.0143 | 0.0012 | 3.5781 | 0.2982 | 0.5461 |
67 | 0.03 | -0.0109 | 9e-04 | 2.0514 | 0.1709 | 0.4135 |
68 | 0.033 | -0.0322 | 0.0027 | 17.5369 | 1.4614 | 1.2089 |
69 | 0.0353 | -0.0378 | 0.0032 | 24.5035 | 2.042 | 1.429 |
70 | 0.0372 | -0.051 | 0.0043 | 45.6265 | 3.8022 | 1.9499 |
71 | 0.0396 | -0.0474 | 0.0039 | 38.8619 | 3.2385 | 1.7996 |
72 | 0.0422 | -0.0411 | 0.0034 | 28.5044 | 2.3754 | 1.5412 |
73 | 0.044 | -0.0284 | 0.0024 | 13.771 | 1.1476 | 1.0713 |
74 | 0.0459 | -0.0116 | 0.001 | 2.2791 | 0.1899 | 0.4358 |