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 | 186.3209 | 138.4205 | 234.2214 | 0.3041 | 0.4226 | 0.0183 | 0.4226 |
47 | 211.04 | 186.3209 | 108.6288 | 264.0131 | 0.2664 | 0.376 | 0.1533 | 0.4521 |
48 | 206.25 | 186.3209 | 87.4387 | 285.2031 | 0.3464 | 0.3121 | 0.2513 | 0.4623 |
49 | 201.19 | 186.3209 | 70.0484 | 302.5935 | 0.401 | 0.3685 | 0.1856 | 0.468 |
50 | 194.37 | 186.3209 | 54.9401 | 317.7018 | 0.4522 | 0.4122 | 0.2835 | 0.4716 |
51 | 191.08 | 186.3209 | 41.3984 | 331.2435 | 0.4743 | 0.4567 | 0.2729 | 0.4743 |
52 | 192.87 | 186.3209 | 29.0182 | 343.6237 | 0.4675 | 0.4764 | 0.2784 | 0.4763 |
53 | 181.61 | 186.3209 | 17.5436 | 355.0983 | 0.4782 | 0.4697 | 0.2069 | 0.4779 |
54 | 157.67 | 186.3209 | 6.801 | 365.8409 | 0.3772 | 0.5205 | 0.2319 | 0.4792 |
55 | 196.14 | 186.3209 | -3.3341 | 375.9759 | 0.4596 | 0.6164 | 0.3449 | 0.4803 |
56 | 246.35 | 186.3209 | -12.9543 | 385.5962 | 0.2775 | 0.4615 | 0.4065 | 0.4813 |
57 | 271.9 | 186.3209 | -22.1311 | 394.773 | 0.2105 | 0.2862 | 0.4821 | 0.4821 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
46 | 0.1312 | 0.0672 | 0 | 156.9775 | 0 | 0 |
47 | 0.2127 | 0.1327 | 0.1 | 611.0321 | 384.0048 | 19.596 |
48 | 0.2708 | 0.107 | 0.1023 | 397.1676 | 388.3924 | 19.7077 |
49 | 0.3184 | 0.0798 | 0.0967 | 221.0891 | 346.5666 | 18.6163 |
50 | 0.3598 | 0.0432 | 0.086 | 64.7874 | 290.2107 | 17.0356 |
51 | 0.3968 | 0.0255 | 0.0759 | 22.6487 | 245.6171 | 15.6722 |
52 | 0.4307 | 0.0351 | 0.0701 | 42.8902 | 216.6561 | 14.7192 |
53 | 0.4622 | -0.0253 | 0.0645 | 22.1929 | 192.3482 | 13.869 |
54 | 0.4916 | -0.1538 | 0.0744 | 820.8761 | 262.1846 | 16.1921 |
55 | 0.5193 | 0.0527 | 0.0722 | 96.414 | 245.6076 | 15.6719 |
56 | 0.5457 | 0.3222 | 0.095 | 3603.4886 | 550.8695 | 23.4706 |
57 | 0.5708 | 0.4593 | 0.1253 | 7323.7763 | 1115.2784 | 33.3958 |