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[49]) |
37 | 105 | - | - | - | - | - | - | - |
38 | 101 | - | - | - | - | - | - | - |
39 | 95 | - | - | - | - | - | - | - |
40 | 93 | - | - | - | - | - | - | - |
41 | 84 | - | - | - | - | - | - | - |
42 | 87 | - | - | - | - | - | - | - |
43 | 116 | - | - | - | - | - | - | - |
44 | 120 | - | - | - | - | - | - | - |
45 | 117 | - | - | - | - | - | - | - |
46 | 109 | - | - | - | - | - | - | - |
47 | 105 | - | - | - | - | - | - | - |
48 | 107 | - | - | - | - | - | - | - |
49 | 109 | - | - | - | - | - | - | - |
50 | 109 | 104.802 | 100.0925 | 109.8036 | 0.05 | 0.05 | 0.9319 | 0.05 |
51 | 108 | 98.5095 | 92.4342 | 105.1142 | 0.0024 | 9e-04 | 0.8512 | 9e-04 |
52 | 107 | 96.4132 | 89.2411 | 104.353 | 0.0045 | 0.0021 | 0.8003 | 9e-04 |
53 | 99 | 86.988 | 79.7855 | 95.0592 | 0.0018 | 0 | 0.766 | 0 |
54 | 103 | 90.1283 | 81.7555 | 99.6509 | 0.004 | 0.0339 | 0.7402 | 1e-04 |
55 | 131 | 120.5565 | 107.3293 | 135.9837 | 0.0923 | 0.9871 | 0.7187 | 0.929 |
56 | 137 | 124.7631 | 109.9239 | 142.3154 | 0.0859 | 0.2431 | 0.7026 | 0.9608 |
57 | 135 | 121.6079 | 106.3377 | 139.856 | 0.0752 | 0.0491 | 0.6897 | 0.9122 |
58 | 124 | 113.2004 | 98.4914 | 130.8977 | 0.1158 | 0.0079 | 0.6791 | 0.6791 |
59 | 118 | 109 | 94.2933 | 126.8336 | 0.1613 | 0.0496 | 0.6699 | 0.5 |
60 | 121 | 111.0999 | 95.3662 | 130.382 | 0.1571 | 0.2415 | 0.6616 | 0.5845 |
61 | 121 | 113.2004 | 96.4425 | 133.9496 | 0.2306 | 0.2306 | 0.6542 | 0.6542 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0243 | 0.0401 | 0 | 17.6235 | 0 | 0 |
51 | 0.0342 | 0.0963 | 0.0682 | 90.0705 | 53.847 | 7.3381 |
52 | 0.042 | 0.1098 | 0.0821 | 112.0805 | 73.2582 | 8.5591 |
53 | 0.0473 | 0.1381 | 0.0961 | 144.2871 | 91.0154 | 9.5402 |
54 | 0.0539 | 0.1428 | 0.1054 | 165.6814 | 105.9486 | 10.2931 |
55 | 0.0653 | 0.0866 | 0.1023 | 109.0664 | 106.4682 | 10.3183 |
56 | 0.0718 | 0.0981 | 0.1017 | 149.7429 | 112.6503 | 10.6137 |
57 | 0.0766 | 0.1101 | 0.1027 | 179.3471 | 120.9874 | 10.9994 |
58 | 0.0798 | 0.0954 | 0.1019 | 116.6318 | 120.5035 | 10.9774 |
59 | 0.0835 | 0.0826 | 0.1 | 81 | 116.5531 | 10.796 |
60 | 0.0885 | 0.0891 | 0.099 | 98.012 | 114.8676 | 10.7176 |
61 | 0.0935 | 0.0689 | 0.0965 | 60.8341 | 110.3648 | 10.5055 |