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[53]) |
49 | 167.68 | - | - | - | - | - | - | - |
50 | 171.79 | - | - | - | - | - | - | - |
51 | 175.38 | - | - | - | - | - | - | - |
52 | 177.81 | - | - | - | - | - | - | - |
53 | 181.09 | - | - | - | - | - | - | - |
54 | 186.48 | 186.892 | 184.983 | 188.8409 | 0.3393 | 1 | 1 | 1 |
55 | 191.07 | 191.4897 | 188.3195 | 194.7684 | 0.401 | 0.9986 | 1 | 1 |
56 | 194.23 | 194.6576 | 190.7363 | 198.7434 | 0.4187 | 0.9574 | 1 | 1 |
57 | 197.82 | 198.9423 | 193.829 | 204.3327 | 0.3416 | 0.9567 | 1 | 1 |
58 | 204.41 | 206.2659 | 199.3941 | 213.6283 | 0.3106 | 0.9877 | 1 | 1 |
59 | 209.26 | 212.1223 | 203.7265 | 221.24 | 0.2692 | 0.9513 | 1 | 1 |
60 | 212.24 | 216.3157 | 206.4339 | 227.1911 | 0.2313 | 0.8982 | 1 | 1 |
61 | 214.88 | 221.9319 | 210.1671 | 235.092 | 0.1468 | 0.9256 | 0.9998 | 1 |
62 | 218.87 | 231.3613 | 217.0983 | 247.6301 | 0.0662 | 0.9765 | 0.9994 | 1 |
63 | 219.86 | 239.0685 | 222.3498 | 258.5058 | 0.0264 | 0.9792 | 0.9987 | 1 |
64 | 219.75 | 244.7631 | 225.65 | 267.4137 | 0.0152 | 0.9844 | 0.9976 | 1 |
65 | 220.89 | 252.324 | 230.3361 | 278.9529 | 0.0103 | 0.9917 | 0.9971 | 1 |
66 | 224.02 | 264.9483 | 238.8523 | 297.4459 | 0.0068 | 0.9961 | 0.9973 | 1 |
67 | 222.27 | 275.526 | 245.3162 | 314.2213 | 0.0035 | 0.9955 | 0.9976 | 1 |
68 | 217.27 | 283.5625 | 249.496 | 328.4032 | 0.0019 | 0.9963 | 0.9974 | 1 |
69 | 213.23 | 294.2234 | 255.3991 | 346.9672 | 0.0013 | 0.9979 | 0.9968 | 1 |
70 | 212.44 | 312.0485 | 266.026 | 377.326 | 0.0014 | 0.9985 | 0.9959 | 1 |
71 | 207.87 | 327.4071 | 274.2064 | 406.2209 | 0.0015 | 0.9979 | 0.9955 | 0.9999 |
72 | 199.46 | 339.4439 | 279.6009 | 431.8791 | 0.0015 | 0.9974 | 0.9952 | 0.9996 |
73 | 198.19 | 355.518 | 287.1729 | 466.5549 | 0.0027 | 0.9971 | 0.994 | 0.999 |
74 | 199.77 | 382.649 | 300.8143 | 525.6487 | 0.0061 | 0.9943 | 0.9902 | 0.9971 |
75 | 200.1 | 406.8882 | 311.481 | 586.5492 | 0.012 | 0.9881 | 0.985 | 0.9931 |
76 | 195.76 | 426.6367 | 318.6256 | 645.4321 | 0.0193 | 0.9788 | 0.9791 | 0.9861 |
77 | 191.27 | 453.4538 | 328.6547 | 731.055 | 0.0321 | 0.9656 | 0.9642 | 0.9728 |
78 | 195.79 | 499.8461 | 346.8164 | 894.5656 | 0.0655 | 0.9373 | 0.9319 | 0.9433 |
79 | 192.7 | 543.5993 | 361.263 | 1097.557 | 0.1072 | 0.8908 | 0.8879 | 0.9002 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
54 | 0.0053 | -0.0022 | 0 | 0.1698 | 0 | 0 |
55 | 0.0087 | -0.0022 | 0.0022 | 0.1761 | 0.173 | 0.4159 |
56 | 0.0107 | -0.0022 | 0.0022 | 0.1828 | 0.1762 | 0.4198 |
57 | 0.0138 | -0.0056 | 0.0031 | 1.2596 | 0.4471 | 0.6686 |
58 | 0.0182 | -0.009 | 0.0042 | 3.4445 | 1.0466 | 1.023 |
59 | 0.0219 | -0.0135 | 0.0058 | 8.193 | 2.2376 | 1.4959 |
60 | 0.0257 | -0.0188 | 0.0077 | 16.6111 | 4.291 | 2.0715 |
61 | 0.0303 | -0.0318 | 0.0107 | 49.7294 | 9.9708 | 3.1577 |
62 | 0.0359 | -0.054 | 0.0155 | 156.0316 | 26.1998 | 5.1186 |
63 | 0.0415 | -0.0803 | 0.022 | 368.9678 | 60.4766 | 7.7767 |
64 | 0.0472 | -0.1022 | 0.0293 | 625.6562 | 111.8565 | 10.5762 |
65 | 0.0538 | -0.1246 | 0.0372 | 988.096 | 184.8765 | 13.5969 |
66 | 0.0626 | -0.1545 | 0.0462 | 1675.124 | 299.5109 | 17.3064 |
67 | 0.0717 | -0.1933 | 0.0567 | 2836.2056 | 480.7034 | 21.9249 |
68 | 0.0807 | -0.2338 | 0.0685 | 4394.6991 | 741.6364 | 27.233 |
69 | 0.0915 | -0.2753 | 0.0815 | 6559.9242 | 1105.2794 | 33.2457 |
70 | 0.1067 | -0.3192 | 0.0954 | 9921.8618 | 1623.9019 | 40.2977 |
71 | 0.1228 | -0.3651 | 0.1104 | 14289.1166 | 2327.525 | 48.2444 |
72 | 0.1389 | -0.4124 | 0.1263 | 19595.5012 | 3236.3658 | 56.8891 |
73 | 0.1593 | -0.4425 | 0.1421 | 24752.1128 | 4312.1532 | 65.667 |
74 | 0.1907 | -0.4779 | 0.1581 | 33444.7463 | 5699.4195 | 75.4945 |
75 | 0.2253 | -0.5082 | 0.174 | 42761.341 | 7384.0523 | 85.9305 |
76 | 0.2617 | -0.5412 | 0.19 | 53304.0435 | 9380.5737 | 96.8534 |
77 | 0.3123 | -0.5782 | 0.2062 | 68740.3296 | 11853.8968 | 108.8756 |
78 | 0.4029 | -0.6083 | 0.2223 | 92450.1401 | 15077.7466 | 122.7915 |
79 | 0.5199 | -0.6455 | 0.2385 | 123130.3052 | 19233.6142 | 138.6853 |