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[45]) |
33 | 295.55 | - | - | - | - | - | - | - |
34 | 237.38 | - | - | - | - | - | - | - |
35 | 226.85 | - | - | - | - | - | - | - |
36 | 220.14 | - | - | - | - | - | - | - |
37 | 239.36 | - | - | - | - | - | - | - |
38 | 224.69 | - | - | - | - | - | - | - |
39 | 230.98 | - | - | - | - | - | - | - |
40 | 233.47 | - | - | - | - | - | - | - |
41 | 256.7 | - | - | - | - | - | - | - |
42 | 253.41 | - | - | - | - | - | - | - |
43 | 224.95 | - | - | - | - | - | - | - |
44 | 210.37 | - | - | - | - | - | - | - |
45 | 191.09 | - | - | - | - | - | - | - |
46 | 198.85 | 192.7578 | 147.7596 | 237.7561 | 0.3954 | 0.529 | 0.026 | 0.529 |
47 | 211.04 | 198.1646 | 123.8087 | 272.5204 | 0.3672 | 0.4928 | 0.2248 | 0.574 |
48 | 206.25 | 182.4044 | 87.3637 | 277.4451 | 0.3114 | 0.2774 | 0.2182 | 0.4289 |
49 | 201.19 | 180.6536 | 68.6863 | 292.6209 | 0.3596 | 0.3271 | 0.1521 | 0.4275 |
50 | 194.37 | 162.4928 | 35.8412 | 289.1444 | 0.3109 | 0.2746 | 0.1679 | 0.329 |
51 | 191.08 | 156.9188 | 17.1169 | 296.7208 | 0.316 | 0.2998 | 0.1496 | 0.3159 |
52 | 192.87 | 183.6425 | 31.8251 | 335.4599 | 0.4526 | 0.4618 | 0.26 | 0.4617 |
53 | 181.61 | 193.5553 | 30.606 | 356.5046 | 0.4429 | 0.5033 | 0.2238 | 0.5118 |
54 | 157.67 | 186.9257 | 13.5578 | 360.2935 | 0.3704 | 0.524 | 0.2261 | 0.4812 |
55 | 196.14 | 196.0925 | 12.8976 | 379.2874 | 0.4998 | 0.6595 | 0.3788 | 0.5213 |
56 | 246.35 | 196.7623 | 4.2414 | 389.2833 | 0.3068 | 0.5025 | 0.4449 | 0.523 |
57 | 271.9 | 209.9136 | 8.498 | 411.3292 | 0.2732 | 0.3615 | 0.5727 | 0.5727 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
46 | 0.1191 | 0.0316 | 0 | 37.1144 | 0 | 0 |
47 | 0.1914 | 0.065 | 0.0483 | 165.777 | 101.4457 | 10.072 |
48 | 0.2658 | 0.1307 | 0.0758 | 568.6142 | 257.1685 | 16.0365 |
49 | 0.3162 | 0.1137 | 0.0852 | 421.7445 | 298.3125 | 17.2717 |
50 | 0.3977 | 0.1962 | 0.1074 | 1016.1551 | 441.881 | 21.021 |
51 | 0.4546 | 0.2177 | 0.1258 | 1166.9843 | 562.7316 | 23.722 |
52 | 0.4218 | 0.0502 | 0.115 | 85.1466 | 494.5052 | 22.2375 |
53 | 0.4295 | -0.0617 | 0.1084 | 142.6905 | 450.5283 | 21.2257 |
54 | 0.4732 | -0.1565 | 0.1137 | 855.8943 | 495.569 | 22.2614 |
55 | 0.4766 | 2e-04 | 0.1024 | 0.0023 | 446.0123 | 21.119 |
56 | 0.4992 | 0.252 | 0.116 | 2458.9386 | 629.0056 | 25.08 |
57 | 0.4895 | 0.2953 | 0.1309 | 3842.3139 | 896.7813 | 29.9463 |