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[37]) |
25 | 117 | - | - | - | - | - | - | - |
26 | 111 | - | - | - | - | - | - | - |
27 | 105 | - | - | - | - | - | - | - |
28 | 102 | - | - | - | - | - | - | - |
29 | 95 | - | - | - | - | - | - | - |
30 | 93 | - | - | - | - | - | - | - |
31 | 124 | - | - | - | - | - | - | - |
32 | 130 | - | - | - | - | - | - | - |
33 | 124 | - | - | - | - | - | - | - |
34 | 115 | - | - | - | - | - | - | - |
35 | 106 | - | - | - | - | - | - | - |
36 | 105 | - | - | - | - | - | - | - |
37 | 105 | - | - | - | - | - | - | - |
38 | 101 | 99.1708 | 93.0135 | 105.4057 | 0.2826 | 0.0334 | 1e-04 | 0.0334 |
39 | 95 | 93.3077 | 85.0611 | 101.7028 | 0.3464 | 0.0363 | 0.0032 | 0.0032 |
40 | 93 | 90.3785 | 80.5033 | 100.4747 | 0.3054 | 0.1848 | 0.012 | 0.0023 |
41 | 84 | 83.5508 | 72.4338 | 94.9724 | 0.4693 | 0.0525 | 0.0247 | 1e-04 |
42 | 87 | 81.602 | 69.3085 | 94.2784 | 0.202 | 0.3554 | 0.039 | 1e-04 |
43 | 116 | 111.8942 | 97.5553 | 126.6111 | 0.2923 | 0.9995 | 0.0535 | 0.8207 |
44 | 120 | 117.7746 | 102.1672 | 133.8078 | 0.3928 | 0.5859 | 0.0675 | 0.9408 |
45 | 117 | 111.8942 | 95.4318 | 128.8572 | 0.2776 | 0.1745 | 0.0809 | 0.7872 |
46 | 109 | 103.083 | 85.9635 | 120.7928 | 0.2563 | 0.0618 | 0.0936 | 0.416 |
47 | 105 | 94.2844 | 76.6183 | 112.6414 | 0.1263 | 0.0581 | 0.1055 | 0.1263 |
48 | 107 | 93.3077 | 74.8549 | 112.5242 | 0.0813 | 0.1165 | 0.1165 | 0.1165 |
49 | 109 | 93.3077 | 74.0662 | 113.3814 | 0.0627 | 0.0906 | 0.1268 | 0.1268 |
50 | 109 | 87.6178 | 65.6009 | 110.8097 | 0.0354 | 0.0354 | 0.129 | 0.0709 |
51 | 108 | 81.9017 | 57.8222 | 107.5036 | 0.0229 | 0.019 | 0.158 | 0.0385 |
52 | 107 | 79.0489 | 53.0321 | 106.9273 | 0.0247 | 0.0209 | 0.1633 | 0.034 |
53 | 99 | 72.4077 | 45.0195 | 102.0847 | 0.0395 | 0.0112 | 0.222 | 0.0157 |
54 | 103 | 70.5144 | 41.5559 | 102.1303 | 0.022 | 0.0387 | 0.1534 | 0.0163 |
55 | 131 | 100.0452 | 66.7793 | 135.7184 | 0.0445 | 0.4355 | 0.1903 | 0.3927 |
56 | 137 | 105.7981 | 70.375 | 143.8044 | 0.0538 | 0.0969 | 0.232 | 0.5164 |
57 | 135 | 100.0452 | 63.4788 | 139.5517 | 0.0414 | 0.0334 | 0.2001 | 0.4029 |
58 | 124 | 91.4357 | 54.1626 | 132.1003 | 0.0583 | 0.0179 | 0.1986 | 0.2566 |
59 | 118 | 82.8534 | 45.0981 | 124.5179 | 0.0491 | 0.0265 | 0.1487 | 0.1487 |
60 | 121 | 81.9017 | 42.9444 | 125.1024 | 0.038 | 0.0507 | 0.1274 | 0.1473 |
61 | 121 | 81.9017 | 41.6859 | 126.6675 | 0.0435 | 0.0435 | 0.1177 | 0.1559 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
38 | 0.0321 | 0.0184 | 0 | 3.3458 | 0 | 0 |
39 | 0.0459 | 0.0181 | 0.0183 | 2.864 | 3.1049 | 1.7621 |
40 | 0.057 | 0.029 | 0.0219 | 6.8723 | 4.3607 | 2.0882 |
41 | 0.0697 | 0.0054 | 0.0177 | 0.2018 | 3.321 | 1.8224 |
42 | 0.0793 | 0.0662 | 0.0274 | 29.1388 | 8.4845 | 2.9128 |
43 | 0.0671 | 0.0367 | 0.029 | 16.8573 | 9.88 | 3.1432 |
44 | 0.0695 | 0.0189 | 0.0275 | 4.9524 | 9.1761 | 3.0292 |
45 | 0.0773 | 0.0456 | 0.0298 | 26.0688 | 11.2876 | 3.3597 |
46 | 0.0877 | 0.0574 | 0.0329 | 35.0108 | 13.9236 | 3.7314 |
47 | 0.0993 | 0.1137 | 0.0409 | 114.8239 | 24.0136 | 4.9004 |
48 | 0.1051 | 0.1467 | 0.0506 | 187.4804 | 38.8742 | 6.2349 |
49 | 0.1098 | 0.1682 | 0.0604 | 246.2498 | 56.1555 | 7.4937 |
50 | 0.135 | 0.244 | 0.0745 | 457.2001 | 87.0051 | 9.3277 |
51 | 0.1595 | 0.3187 | 0.0919 | 681.1221 | 129.442 | 11.3773 |
52 | 0.1799 | 0.3536 | 0.1094 | 781.2621 | 172.8967 | 13.149 |
53 | 0.2091 | 0.3673 | 0.1255 | 707.1522 | 206.2877 | 14.3627 |
54 | 0.2288 | 0.4607 | 0.1452 | 1055.3158 | 256.2305 | 16.0072 |
55 | 0.1819 | 0.3094 | 0.1543 | 958.1982 | 295.2287 | 17.1822 |
56 | 0.1833 | 0.2949 | 0.1617 | 973.5561 | 330.9301 | 18.1915 |
57 | 0.2015 | 0.3494 | 0.1711 | 1221.8364 | 375.4755 | 19.3772 |
58 | 0.2269 | 0.3561 | 0.1799 | 1060.4316 | 408.0924 | 20.2013 |
59 | 0.2566 | 0.4242 | 0.191 | 1235.2829 | 445.692 | 21.1114 |
60 | 0.2691 | 0.4774 | 0.2035 | 1528.6782 | 492.7783 | 22.1986 |
61 | 0.2789 | 0.4774 | 0.2149 | 1528.6782 | 535.9408 | 23.1504 |