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[48]) |
36 | 106.4 | - | - | - | - | - | - | - |
37 | 110.5 | - | - | - | - | - | - | - |
38 | 113.6 | - | - | - | - | - | - | - |
39 | 114.2 | - | - | - | - | - | - | - |
40 | 125.4 | - | - | - | - | - | - | - |
41 | 124.6 | - | - | - | - | - | - | - |
42 | 120.2 | - | - | - | - | - | - | - |
43 | 120.8 | - | - | - | - | - | - | - |
44 | 111.4 | - | - | - | - | - | - | - |
45 | 124.1 | - | - | - | - | - | - | - |
46 | 120.2 | - | - | - | - | - | - | - |
47 | 125.5 | - | - | - | - | - | - | - |
48 | 116 | - | - | - | - | - | - | - |
49 | 117 | 117.6491 | 107.8528 | 127.4454 | 0.4483 | 0.6293 | 0.9237 | 0.6293 |
50 | 105.7 | 117.6491 | 107.8468 | 127.4514 | 0.0084 | 0.5516 | 0.7909 | 0.6292 |
51 | 102 | 117.6491 | 107.8408 | 127.4574 | 9e-04 | 0.9915 | 0.7547 | 0.6291 |
52 | 106.4 | 117.6491 | 107.8348 | 127.4634 | 0.0123 | 0.9991 | 0.0608 | 0.6291 |
53 | 96.9 | 117.6491 | 107.8288 | 127.4694 | 0 | 0.9876 | 0.0827 | 0.629 |
54 | 107.6 | 117.6491 | 107.8228 | 127.4754 | 0.0225 | 1 | 0.3054 | 0.6289 |
55 | 98.8 | 117.6491 | 107.8168 | 127.4814 | 1e-04 | 0.9774 | 0.265 | 0.6288 |
56 | 101.1 | 117.6491 | 107.8108 | 127.4874 | 5e-04 | 0.9999 | 0.8934 | 0.6287 |
57 | 105.7 | 117.6491 | 107.8048 | 127.4934 | 0.0087 | 0.9995 | 0.0995 | 0.6287 |
58 | 104.6 | 117.6491 | 107.7988 | 127.4994 | 0.0047 | 0.9913 | 0.3059 | 0.6286 |
59 | 103.2 | 117.6491 | 107.7928 | 127.5054 | 0.002 | 0.9953 | 0.0592 | 0.6285 |
60 | 101.6 | 117.6491 | 107.7869 | 127.5114 | 7e-04 | 0.998 | 0.6284 | 0.6284 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0425 | -0.0055 | 0 | 0.4214 | 0 | 0 |
50 | 0.0425 | -0.1016 | 0.0535 | 142.7814 | 71.6014 | 8.4618 |
51 | 0.0425 | -0.133 | 0.08 | 244.8949 | 129.3659 | 11.3739 |
52 | 0.0426 | -0.0956 | 0.0839 | 126.5426 | 128.6601 | 11.3428 |
53 | 0.0426 | -0.1764 | 0.1024 | 430.5259 | 189.0332 | 13.7489 |
54 | 0.0426 | -0.0854 | 0.0996 | 100.9848 | 174.3585 | 13.2045 |
55 | 0.0426 | -0.1602 | 0.1082 | 355.2892 | 200.2057 | 14.1494 |
56 | 0.0427 | -0.1407 | 0.1123 | 273.8733 | 209.4142 | 14.4711 |
57 | 0.0427 | -0.1016 | 0.1111 | 142.7814 | 202.0105 | 14.213 |
58 | 0.0427 | -0.1109 | 0.1111 | 170.2795 | 198.8374 | 14.101 |
59 | 0.0427 | -0.1228 | 0.1122 | 208.777 | 199.741 | 14.133 |
60 | 0.0428 | -0.1364 | 0.1142 | 257.5742 | 204.5605 | 14.3025 |