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 | 100 | - | - | - | - | - | - | - |
35 | 113.3 | - | - | - | - | - | - | - |
36 | 122.4 | - | - | - | - | - | - | - |
37 | 112.5 | - | - | - | - | - | - | - |
38 | 104.2 | - | - | - | - | - | - | - |
39 | 92.5 | - | - | - | - | - | - | - |
40 | 117.2 | - | - | - | - | - | - | - |
41 | 109.3 | - | - | - | - | - | - | - |
42 | 106.1 | - | - | - | - | - | - | - |
43 | 118.8 | - | - | - | - | - | - | - |
44 | 105.3 | - | - | - | - | - | - | - |
45 | 106 | - | - | - | - | - | - | - |
46 | 102 | - | - | - | - | - | - | - |
47 | 112.9 | 109.7559 | 101.9707 | 117.541 | 0.2143 | 0.9746 | 0.1861 | 0.9746 |
48 | 116.5 | 123.6956 | 115.2694 | 132.1219 | 0.0471 | 0.994 | 0.6184 | 1 |
49 | 114.8 | 116.4475 | 106.9297 | 125.9653 | 0.3672 | 0.4957 | 0.7919 | 0.9985 |
50 | 100.5 | 105.9866 | 94.0195 | 117.9536 | 0.1844 | 0.0744 | 0.6151 | 0.7431 |
51 | 85.4 | 98.8857 | 86.2721 | 111.4992 | 0.0181 | 0.401 | 0.8395 | 0.3142 |
52 | 114.6 | 118.4577 | 104.3718 | 132.5436 | 0.2957 | 1 | 0.5695 | 0.989 |
53 | 109.9 | 111.753 | 96.1345 | 127.3715 | 0.4081 | 0.3604 | 0.6209 | 0.8895 |
54 | 100.7 | 111.3982 | 94.8976 | 127.8988 | 0.1019 | 0.5706 | 0.7354 | 0.8679 |
55 | 115.5 | 119.5596 | 101.6042 | 137.5151 | 0.3288 | 0.9802 | 0.533 | 0.9724 |
56 | 100.7 | 112.9559 | 93.8391 | 132.0727 | 0.1045 | 0.3971 | 0.7838 | 0.8693 |
57 | 99 | 112.9058 | 92.7507 | 133.0608 | 0.0881 | 0.8824 | 0.7491 | 0.8556 |
58 | 102.3 | 111.4393 | 90.0486 | 132.8299 | 0.2012 | 0.8728 | 0.8065 | 0.8065 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
47 | 0.0362 | 0.0286 | 0 | 9.8856 | 0 | 0 |
48 | 0.0348 | -0.0582 | 0.0434 | 51.7772 | 30.8314 | 5.5526 |
49 | 0.0417 | -0.0141 | 0.0337 | 2.7142 | 21.459 | 4.6324 |
50 | 0.0576 | -0.0518 | 0.0382 | 30.1024 | 23.6199 | 4.86 |
51 | 0.0651 | -0.1364 | 0.0578 | 181.8635 | 55.2686 | 7.4343 |
52 | 0.0607 | -0.0326 | 0.0536 | 14.8821 | 48.5375 | 6.9669 |
53 | 0.0713 | -0.0166 | 0.0483 | 3.4336 | 42.0941 | 6.488 |
54 | 0.0756 | -0.096 | 0.0543 | 114.4513 | 51.1387 | 7.1511 |
55 | 0.0766 | -0.034 | 0.052 | 16.4808 | 47.2879 | 6.8766 |
56 | 0.0863 | -0.1085 | 0.0577 | 150.2066 | 57.5797 | 7.5881 |
57 | 0.0911 | -0.1232 | 0.0636 | 193.3701 | 69.9243 | 8.3621 |
58 | 0.0979 | -0.082 | 0.0652 | 83.5264 | 71.0578 | 8.4296 |