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[72]) |
60 | 36.912 | - | - | - | - | - | - | - |
61 | 42.413 | - | - | - | - | - | - | - |
62 | 45.344 | - | - | - | - | - | - | - |
63 | 44.873 | - | - | - | - | - | - | - |
64 | 47.51 | - | - | - | - | - | - | - |
65 | 49.554 | - | - | - | - | - | - | - |
66 | 47.369 | - | - | - | - | - | - | - |
67 | 45.998 | - | - | - | - | - | - | - |
68 | 48.14 | - | - | - | - | - | - | - |
69 | 48.441 | - | - | - | - | - | - | - |
70 | 44.928 | - | - | - | - | - | - | - |
71 | 40.454 | - | - | - | - | - | - | - |
72 | 38.661 | - | - | - | - | - | - | - |
73 | 37.246 | 41.4928 | 37.881 | 45.1047 | 0.0106 | 0.9378 | 0.3088 | 0.9378 |
74 | 36.843 | 45.0007 | 39.9066 | 50.0948 | 8e-04 | 0.9986 | 0.4475 | 0.9926 |
75 | 36.424 | 47.0894 | 40.8562 | 53.3227 | 4e-04 | 0.9994 | 0.7571 | 0.996 |
76 | 37.594 | 48.3782 | 41.1839 | 55.5725 | 0.0017 | 0.9994 | 0.5935 | 0.9959 |
77 | 38.144 | 49.3794 | 41.3382 | 57.4207 | 0.0031 | 0.998 | 0.483 | 0.9955 |
78 | 38.737 | 50.1466 | 41.3395 | 58.9538 | 0.0056 | 0.9962 | 0.7318 | 0.9947 |
79 | 34.56 | 49.4063 | 39.8947 | 58.9179 | 0.0011 | 0.986 | 0.7588 | 0.9866 |
80 | 36.08 | 49.9863 | 39.819 | 60.1537 | 0.0037 | 0.9985 | 0.6391 | 0.9855 |
81 | 33.508 | 48.4554 | 37.6722 | 59.2387 | 0.0033 | 0.9878 | 0.501 | 0.9625 |
82 | 35.462 | 46.0957 | 34.7299 | 57.4616 | 0.0333 | 0.985 | 0.5798 | 0.9001 |
83 | 33.374 | 44.4695 | 32.5495 | 56.3896 | 0.034 | 0.9307 | 0.7455 | 0.8302 |
84 | 32.11 | 41.9114 | 29.4618 | 54.3609 | 0.0614 | 0.9105 | 0.6956 | 0.6956 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
73 | 0.0444 | -0.1024 | 0 | 18.0354 | 0 | 0 |
74 | 0.0578 | -0.1813 | 0.1418 | 66.5482 | 42.2918 | 6.5032 |
75 | 0.0675 | -0.2265 | 0.17 | 113.7516 | 66.1117 | 8.1309 |
76 | 0.0759 | -0.2229 | 0.1833 | 116.2992 | 78.6586 | 8.869 |
77 | 0.0831 | -0.2275 | 0.1921 | 126.2353 | 88.1739 | 9.3901 |
78 | 0.0896 | -0.2275 | 0.198 | 130.1796 | 95.1749 | 9.7558 |
79 | 0.0982 | -0.3005 | 0.2127 | 220.4123 | 113.0659 | 10.6332 |
80 | 0.1038 | -0.2782 | 0.2208 | 193.3865 | 123.106 | 11.0953 |
81 | 0.1135 | -0.3085 | 0.2306 | 223.4261 | 134.2527 | 11.5867 |
82 | 0.1258 | -0.2307 | 0.2306 | 113.0765 | 132.1351 | 11.495 |
83 | 0.1368 | -0.2495 | 0.2323 | 123.1107 | 131.3147 | 11.4593 |
84 | 0.1516 | -0.2339 | 0.2324 | 96.067 | 128.3774 | 11.3304 |