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[56]) |
44 | 99.8 | - | - | - | - | - | - | - |
45 | 116.8 | - | - | - | - | - | - | - |
46 | 115.7 | - | - | - | - | - | - | - |
47 | 99.4 | - | - | - | - | - | - | - |
48 | 94.3 | - | - | - | - | - | - | - |
49 | 91 | - | - | - | - | - | - | - |
50 | 93.2 | - | - | - | - | - | - | - |
51 | 103.1 | - | - | - | - | - | - | - |
52 | 94.1 | - | - | - | - | - | - | - |
53 | 91.8 | - | - | - | - | - | - | - |
54 | 102.7 | - | - | - | - | - | - | - |
55 | 82.6 | - | - | - | - | - | - | - |
56 | 89.1 | - | - | - | - | - | - | - |
57 | 104.5 | 104.3227 | 95.4883 | 113.1571 | 0.4843 | 0.9996 | 0.0028 | 0.9996 |
58 | 105.1 | 107.1734 | 98.2511 | 116.0957 | 0.3244 | 0.7215 | 0.0305 | 1 |
59 | 95.1 | 94.8436 | 84.7362 | 104.951 | 0.4802 | 0.0234 | 0.1885 | 0.8673 |
60 | 88.7 | 87.6305 | 75.1938 | 100.0673 | 0.4331 | 0.1196 | 0.1466 | 0.4084 |
61 | 86.3 | 89.1867 | 76.3605 | 102.0129 | 0.3296 | 0.5296 | 0.3909 | 0.5053 |
62 | 91.8 | 90.4628 | 76.0801 | 104.8456 | 0.4277 | 0.7147 | 0.3546 | 0.5737 |
63 | 111.5 | 98.4817 | 82.7989 | 114.1646 | 0.0519 | 0.7982 | 0.2819 | 0.8795 |
64 | 99.7 | 92.9491 | 76.5771 | 109.3212 | 0.2095 | 0.0132 | 0.4452 | 0.6775 |
65 | 97.5 | 90.3316 | 72.5785 | 108.0846 | 0.2143 | 0.1505 | 0.4356 | 0.5541 |
66 | 111.7 | 100.0103 | 81.3046 | 118.7159 | 0.1103 | 0.6037 | 0.389 | 0.8735 |
67 | 86.2 | 78.1833 | 58.6315 | 97.7352 | 0.2108 | 4e-04 | 0.329 | 0.1369 |
68 | 95.4 | 85.532 | 64.8534 | 106.2107 | 0.1748 | 0.4748 | 0.3676 | 0.3676 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
57 | 0.0432 | 0.0017 | 0 | 0.0314 | 0 | 0 |
58 | 0.0425 | -0.0193 | 0.0105 | 4.299 | 2.1652 | 1.4715 |
59 | 0.0544 | 0.0027 | 0.0079 | 0.0657 | 1.4654 | 1.2105 |
60 | 0.0724 | 0.0122 | 0.009 | 1.1437 | 1.385 | 1.1769 |
61 | 0.0734 | -0.0324 | 0.0137 | 8.3331 | 2.7746 | 1.6657 |
62 | 0.0811 | 0.0148 | 0.0139 | 1.788 | 2.6102 | 1.6156 |
63 | 0.0812 | 0.1322 | 0.0308 | 169.4756 | 26.4481 | 5.1428 |
64 | 0.0899 | 0.0726 | 0.036 | 45.5745 | 28.8389 | 5.3702 |
65 | 0.1003 | 0.0794 | 0.0408 | 51.3864 | 31.3442 | 5.5986 |
66 | 0.0954 | 0.1169 | 0.0484 | 136.65 | 41.8748 | 6.4711 |
67 | 0.1276 | 0.1025 | 0.0533 | 64.267 | 43.9104 | 6.6265 |
68 | 0.1233 | 0.1154 | 0.0585 | 97.3769 | 48.366 | 6.9546 |