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 | 351.6 | - | - | - | - | - | - | - |
38 | 252 | - | - | - | - | - | - | - |
39 | 188 | - | - | - | - | - | - | - |
40 | 146.5 | - | - | - | - | - | - | - |
41 | 152.9 | - | - | - | - | - | - | - |
42 | 148.1 | - | - | - | - | - | - | - |
43 | 165.1 | - | - | - | - | - | - | - |
44 | 177 | - | - | - | - | - | - | - |
45 | 206.1 | - | - | - | - | - | - | - |
46 | 244.9 | - | - | - | - | - | - | - |
47 | 228.6 | - | - | - | - | - | - | - |
48 | 253.4 | - | - | - | - | - | - | - |
49 | 241.1 | - | - | - | - | - | - | - |
50 | 261.4 | 249.6232 | 206.172 | 293.0743 | 0.2976 | 0.6497 | 0.4573 | 0.6497 |
51 | 273.7 | 239.6506 | 159.8823 | 319.4189 | 0.2014 | 0.2965 | 0.8978 | 0.4858 |
52 | 263.7 | 244.6518 | 123.9964 | 365.3072 | 0.3785 | 0.3185 | 0.9446 | 0.523 |
53 | 272.5 | 239.0258 | 85.6247 | 392.4268 | 0.3344 | 0.3763 | 0.8644 | 0.4894 |
54 | 263.2 | 242.6671 | 59.3401 | 425.9941 | 0.4131 | 0.3749 | 0.844 | 0.5067 |
55 | 279.8 | 239.5933 | 31.9221 | 447.2644 | 0.3522 | 0.4118 | 0.759 | 0.4943 |
56 | 298.1 | 242.0321 | 12.156 | 471.9082 | 0.3163 | 0.3737 | 0.7104 | 0.5032 |
57 | 267.6 | 240.2134 | -8.9492 | 489.376 | 0.4147 | 0.3244 | 0.6058 | 0.4972 |
58 | 264.3 | 241.7219 | -25.5885 | 509.0323 | 0.4343 | 0.4248 | 0.4907 | 0.5018 |
59 | 264.3 | 240.5887 | -43.3022 | 524.4797 | 0.435 | 0.435 | 0.533 | 0.4986 |
60 | 268.7 | 241.5004 | -58.2741 | 541.2749 | 0.4294 | 0.4407 | 0.469 | 0.501 |
61 | 269.1 | 240.792 | -73.8864 | 555.4704 | 0.43 | 0.431 | 0.4992 | 0.4992 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0888 | 0.0472 | 0 | 138.6934 | 0 | 0 |
51 | 0.1698 | 0.1421 | 0.0946 | 1159.3628 | 649.0281 | 25.476 |
52 | 0.2516 | 0.0779 | 0.089 | 362.8343 | 553.6302 | 23.5293 |
53 | 0.3274 | 0.14 | 0.1018 | 1120.5229 | 695.3534 | 26.3696 |
54 | 0.3854 | 0.0846 | 0.0984 | 421.6014 | 640.603 | 25.3101 |
55 | 0.4422 | 0.1678 | 0.1099 | 1616.5795 | 803.2657 | 28.3419 |
56 | 0.4846 | 0.2317 | 0.1273 | 3143.6096 | 1137.6006 | 33.7283 |
57 | 0.5292 | 0.114 | 0.1257 | 750.0262 | 1089.1538 | 33.0023 |
58 | 0.5642 | 0.0934 | 0.1221 | 509.7714 | 1024.7779 | 32.0122 |
59 | 0.602 | 0.0986 | 0.1197 | 562.2235 | 978.5225 | 31.2813 |
60 | 0.6333 | 0.1126 | 0.1191 | 739.8197 | 956.8222 | 30.9325 |
61 | 0.6668 | 0.1176 | 0.119 | 801.3435 | 943.8657 | 30.7224 |