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[46]) |
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 | - | - | - | - | - | - | - |
47 | 211.04 | 201.9446 | 165.1406 | 242.4478 | 0.3299 | 0.5595 | 0.1141 | 0.5595 |
48 | 206.25 | 201.9446 | 144.7332 | 268.6626 | 0.4497 | 0.3947 | 0.2965 | 0.5362 |
49 | 201.51 | 201.9446 | 130.9559 | 288.2473 | 0.4961 | 0.4611 | 0.1977 | 0.528 |
50 | 194.54 | 201.9446 | 120.1436 | 304.8669 | 0.4439 | 0.5033 | 0.3325 | 0.5235 |
51 | 191.07 | 201.9446 | 111.1199 | 319.6979 | 0.4282 | 0.549 | 0.3144 | 0.5205 |
52 | 192.82 | 201.9446 | 103.3269 | 333.2983 | 0.4459 | 0.5645 | 0.319 | 0.5184 |
53 | 181.88 | 201.9446 | 96.4475 | 345.985 | 0.3924 | 0.5494 | 0.2281 | 0.5168 |
54 | 157.67 | 201.9446 | 90.2813 | 357.9585 | 0.289 | 0.5995 | 0.259 | 0.5155 |
55 | 195.82 | 201.9446 | 84.692 | 369.3552 | 0.4714 | 0.6979 | 0.3938 | 0.5145 |
56 | 246.25 | 201.9446 | 79.5816 | 380.2729 | 0.3131 | 0.5268 | 0.4631 | 0.5136 |
57 | 271.69 | 201.9446 | 74.8774 | 390.7845 | 0.2346 | 0.3228 | 0.5449 | 0.5128 |
58 | 270.29 | 201.9446 | 70.5231 | 400.9462 | 0.2504 | 0.2461 | 0.5122 | 0.5122 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
47 | 0.1023 | 0.045 | 0 | 82.7268 | 0 | 0 |
48 | 0.1686 | 0.0213 | 0.0332 | 18.5367 | 50.6317 | 7.1156 |
49 | 0.218 | -0.0022 | 0.0228 | 0.1889 | 33.8174 | 5.8153 |
50 | 0.26 | -0.0367 | 0.0263 | 54.8277 | 39.07 | 6.2506 |
51 | 0.2975 | -0.0538 | 0.0318 | 118.2564 | 54.9073 | 7.4099 |
52 | 0.3319 | -0.0452 | 0.034 | 83.2578 | 59.6324 | 7.7222 |
53 | 0.3639 | -0.0994 | 0.0434 | 402.5871 | 108.6259 | 10.4224 |
54 | 0.3942 | -0.2192 | 0.0654 | 1960.2379 | 340.0774 | 18.4412 |
55 | 0.423 | -0.0303 | 0.0615 | 37.5104 | 306.4588 | 17.506 |
56 | 0.4505 | 0.2194 | 0.0773 | 1962.9708 | 472.11 | 21.7281 |
57 | 0.4771 | 0.3454 | 0.1016 | 4864.4245 | 871.4114 | 29.5197 |
58 | 0.5028 | 0.3384 | 0.1214 | 4671.0973 | 1188.0519 | 34.4681 |