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 | 61.02 | - | - | - | - | - | - | - |
37 | 52.38 | - | - | - | - | - | - | - |
38 | 42.37 | - | - | - | - | - | - | - |
39 | 39.83 | - | - | - | - | - | - | - |
40 | 38.79 | - | - | - | - | - | - | - |
41 | 37.33 | - | - | - | - | - | - | - |
42 | 39.4 | - | - | - | - | - | - | - |
43 | 39.45 | - | - | - | - | - | - | - |
44 | 43.24 | - | - | - | - | - | - | - |
45 | 42.33 | - | - | - | - | - | - | - |
46 | 45.5 | - | - | - | - | - | - | - |
47 | 43.44 | - | - | - | - | - | - | - |
48 | 43.88 | - | - | - | - | - | - | - |
49 | 45.61 | 42.7624 | 36.8451 | 48.6798 | 0.1728 | 0.3556 | 7e-04 | 0.3556 |
50 | 45.12 | 43.2669 | 33.0137 | 53.5201 | 0.3616 | 0.3271 | 0.5681 | 0.4534 |
51 | 47.56 | 42.5833 | 27.778 | 57.3885 | 0.255 | 0.3685 | 0.6423 | 0.4318 |
52 | 47.04 | 43.0087 | 24.379 | 61.6383 | 0.3357 | 0.316 | 0.6714 | 0.4635 |
53 | 51.07 | 42.5605 | 20.2412 | 64.8798 | 0.2274 | 0.347 | 0.677 | 0.4539 |
54 | 54.72 | 42.8863 | 17.3775 | 68.3952 | 0.1816 | 0.2647 | 0.6056 | 0.4696 |
55 | 55.37 | 42.5806 | 14.0296 | 71.1315 | 0.19 | 0.2023 | 0.5851 | 0.4645 |
56 | 55.39 | 42.8205 | 11.5591 | 74.0819 | 0.2153 | 0.2157 | 0.4895 | 0.4735 |
57 | 53.13 | 42.6074 | 8.7543 | 76.4604 | 0.2712 | 0.2296 | 0.5064 | 0.4706 |
58 | 53.71 | 42.781 | 6.5609 | 79.0011 | 0.2771 | 0.2877 | 0.4415 | 0.4763 |
59 | 54.59 | 42.6308 | 4.1363 | 81.1252 | 0.2713 | 0.2863 | 0.4836 | 0.4746 |
60 | 54.61 | 42.7554 | 2.1442 | 83.3666 | 0.2836 | 0.2839 | 0.4784 | 0.4784 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0706 | 0.0666 | 0 | 8.1087 | 0 | 0 |
50 | 0.1209 | 0.0428 | 0.0547 | 3.4339 | 5.7713 | 2.4023 |
51 | 0.1774 | 0.1169 | 0.0754 | 24.7679 | 12.1035 | 3.479 |
52 | 0.221 | 0.0937 | 0.08 | 16.2518 | 13.1406 | 3.625 |
53 | 0.2676 | 0.1999 | 0.104 | 72.4113 | 24.9947 | 4.9995 |
54 | 0.3035 | 0.2759 | 0.1326 | 140.0356 | 44.1682 | 6.6459 |
55 | 0.3421 | 0.3004 | 0.1566 | 163.5699 | 61.2256 | 7.8247 |
56 | 0.3725 | 0.2935 | 0.1737 | 157.9919 | 73.3214 | 8.5628 |
57 | 0.4054 | 0.247 | 0.1819 | 110.726 | 77.4774 | 8.8021 |
58 | 0.432 | 0.2555 | 0.1892 | 119.4431 | 81.674 | 9.0374 |
59 | 0.4607 | 0.2805 | 0.1975 | 143.0231 | 87.2512 | 9.3408 |
60 | 0.4846 | 0.2773 | 0.2042 | 140.5317 | 91.6912 | 9.5756 |