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 | 138.975 | 62.3402 | 215.6099 | 0.0628 | 0.0913 | 0.0059 | 0.0913 |
47 | 211.04 | 128.445 | 2.2019 | 254.6882 | 0.0999 | 0.1372 | 0.0633 | 0.1654 |
48 | 206.25 | 121.735 | -39.5156 | 282.9857 | 0.1521 | 0.1388 | 0.1158 | 0.1996 |
49 | 201.19 | 140.955 | -48.956 | 330.8661 | 0.2671 | 0.2502 | 0.1549 | 0.3024 |
50 | 194.37 | 126.285 | -88.4954 | 341.0655 | 0.2672 | 0.2471 | 0.1846 | 0.2771 |
51 | 191.08 | 132.575 | -104.4799 | 369.63 | 0.3143 | 0.3047 | 0.2079 | 0.3143 |
52 | 192.87 | 135.065 | -122.3442 | 392.4742 | 0.3299 | 0.3349 | 0.2268 | 0.3348 |
53 | 181.61 | 158.295 | -117.9728 | 434.5629 | 0.4343 | 0.4031 | 0.2425 | 0.408 |
54 | 157.67 | 155.005 | -138.9139 | 448.924 | 0.4929 | 0.4296 | 0.2558 | 0.4049 |
55 | 196.14 | 126.545 | -184.0235 | 437.1136 | 0.3303 | 0.4221 | 0.2673 | 0.3419 |
56 | 246.35 | 111.965 | -214.4047 | 438.3348 | 0.2098 | 0.3066 | 0.2773 | 0.3173 |
57 | 271.9 | 92.685 | -248.7555 | 434.1256 | 0.1518 | 0.1889 | 0.2861 | 0.2861 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
46 | 0.2813 | 0.4308 | 0 | 3585.011 | 0 | 0 |
47 | 0.5015 | 0.643 | 0.5369 | 6821.9277 | 5203.4693 | 72.1351 |
48 | 0.6758 | 0.6943 | 0.5894 | 7142.7787 | 5849.9058 | 76.4847 |
49 | 0.6874 | 0.4273 | 0.5489 | 3628.2506 | 5294.492 | 72.7633 |
50 | 0.8677 | 0.5391 | 0.5469 | 4635.562 | 5162.706 | 71.852 |
51 | 0.9123 | 0.4413 | 0.5293 | 3422.8305 | 4872.7268 | 69.8049 |
52 | 0.9724 | 0.428 | 0.5148 | 3341.4136 | 4653.9677 | 68.22 |
53 | 0.8904 | 0.1473 | 0.4689 | 543.5874 | 4140.1702 | 64.3442 |
54 | 0.9674 | 0.0172 | 0.4187 | 7.102 | 3680.9404 | 60.6708 |
55 | 1.2521 | 0.55 | 0.4318 | 4843.4587 | 3797.1922 | 61.6214 |
56 | 1.4872 | 1.2002 | 0.5017 | 18059.3179 | 5093.7491 | 71.3705 |
57 | 1.8795 | 1.9336 | 0.621 | 32118.0024 | 7345.7702 | 85.7075 |