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 | 111.4948 | 104.6301 | 117.9607 | 0.3351 | 0.998 | 0.2921 | 0.998 |
48 | 116.5 | 122.7608 | 116.3946 | 128.8127 | 0.0213 | 0.9993 | 0.5465 | 1 |
49 | 114.8 | 118.4819 | 111.0492 | 125.4752 | 0.151 | 0.7107 | 0.9532 | 1 |
50 | 100.5 | 109.1785 | 98.8539 | 118.6076 | 0.0356 | 0.1213 | 0.8496 | 0.9322 |
51 | 85.4 | 103.2694 | 91.4961 | 113.8314 | 5e-04 | 0.6963 | 0.9772 | 0.5931 |
52 | 114.6 | 120.4788 | 109.4734 | 130.5599 | 0.1265 | 1 | 0.7381 | 0.9998 |
53 | 109.9 | 114.543 | 101.3093 | 126.3987 | 0.2214 | 0.4962 | 0.807 | 0.9809 |
54 | 100.7 | 115.555 | 101.4483 | 128.1177 | 0.0102 | 0.8112 | 0.9299 | 0.9828 |
55 | 115.5 | 120.8043 | 106.2053 | 133.82 | 0.2122 | 0.9988 | 0.6186 | 0.9977 |
56 | 100.7 | 116.4587 | 99.8538 | 130.975 | 0.0167 | 0.5515 | 0.934 | 0.9745 |
57 | 99 | 116.6148 | 98.9024 | 131.9711 | 0.0123 | 0.9789 | 0.9123 | 0.9689 |
58 | 102.3 | 114.5138 | 95.1619 | 131.0383 | 0.0737 | 0.9671 | 0.9311 | 0.9311 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
47 | 0.0296 | 0.0126 | 0 | 1.9746 | 0 | 0 |
48 | 0.0252 | -0.051 | 0.0318 | 39.1977 | 20.5861 | 4.5372 |
49 | 0.0301 | -0.0311 | 0.0316 | 13.5567 | 18.243 | 4.2712 |
50 | 0.0441 | -0.0795 | 0.0435 | 75.3156 | 32.5111 | 5.7019 |
51 | 0.0522 | -0.173 | 0.0694 | 319.3146 | 89.8718 | 9.4801 |
52 | 0.0427 | -0.0488 | 0.066 | 34.5608 | 80.6533 | 8.9807 |
53 | 0.0528 | -0.0405 | 0.0624 | 21.5578 | 72.2111 | 8.4977 |
54 | 0.0555 | -0.1286 | 0.0706 | 220.6699 | 90.7685 | 9.5272 |
55 | 0.055 | -0.0439 | 0.0677 | 28.1354 | 83.8092 | 9.1547 |
56 | 0.0636 | -0.1353 | 0.0744 | 248.3358 | 100.2619 | 10.0131 |
57 | 0.0672 | -0.1511 | 0.0814 | 310.2826 | 119.3547 | 10.925 |
58 | 0.0736 | -0.1067 | 0.0835 | 149.1768 | 121.8399 | 11.0381 |