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 | 103.1224 | 94.1684 | 112.0765 | 0.3815 | 0.9989 | 0.0014 | 0.9989 |
58 | 105.1 | 105.226 | 96.1718 | 114.2802 | 0.4891 | 0.5624 | 0.0117 | 0.9998 |
59 | 95.1 | 93.5378 | 83.6479 | 103.4277 | 0.3784 | 0.011 | 0.1227 | 0.8104 |
60 | 88.7 | 86.2764 | 74.4643 | 98.0885 | 0.3438 | 0.0716 | 0.0915 | 0.3197 |
61 | 86.3 | 87.4499 | 75.2814 | 99.6184 | 0.4265 | 0.4202 | 0.2837 | 0.3952 |
62 | 91.8 | 88.9664 | 75.7709 | 102.1619 | 0.3369 | 0.654 | 0.2647 | 0.4921 |
63 | 111.5 | 96.1032 | 81.8746 | 110.3318 | 0.017 | 0.7233 | 0.1676 | 0.8327 |
64 | 99.7 | 90.9526 | 76.1756 | 105.7295 | 0.123 | 0.0032 | 0.3382 | 0.5971 |
65 | 97.5 | 88.3519 | 72.6716 | 104.0322 | 0.1264 | 0.078 | 0.3332 | 0.4627 |
66 | 111.7 | 97.3764 | 80.9413 | 113.8116 | 0.0438 | 0.4941 | 0.2628 | 0.8382 |
67 | 86.2 | 77.067 | 60.0124 | 94.1216 | 0.1469 | 0 | 0.2624 | 0.0833 |
68 | 95.4 | 83.7508 | 65.9373 | 101.5643 | 0.1 | 0.3938 | 0.2781 | 0.2781 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
57 | 0.0443 | 0.0134 | 0 | 1.8977 | 0 | 0 |
58 | 0.0439 | -0.0012 | 0.0073 | 0.0159 | 0.9568 | 0.9782 |
59 | 0.0539 | 0.0167 | 0.0104 | 2.4406 | 1.4514 | 1.2047 |
60 | 0.0699 | 0.0281 | 0.0148 | 5.874 | 2.557 | 1.5991 |
61 | 0.071 | -0.0131 | 0.0145 | 1.3222 | 2.3101 | 1.5199 |
62 | 0.0757 | 0.0319 | 0.0174 | 8.0292 | 3.2633 | 1.8065 |
63 | 0.0755 | 0.1602 | 0.0378 | 237.0617 | 36.663 | 6.055 |
64 | 0.0829 | 0.0962 | 0.0451 | 76.5175 | 41.6449 | 6.4533 |
65 | 0.0905 | 0.1035 | 0.0516 | 83.6886 | 46.3164 | 6.8056 |
66 | 0.0861 | 0.1471 | 0.0611 | 205.1652 | 62.2013 | 7.8868 |
67 | 0.1129 | 0.1185 | 0.0664 | 83.4117 | 64.1295 | 8.0081 |
68 | 0.1085 | 0.1391 | 0.0724 | 135.7041 | 70.094 | 8.3722 |