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 | 105 | - | - | - | - | - | - | - |
38 | 101 | - | - | - | - | - | - | - |
39 | 95 | - | - | - | - | - | - | - |
40 | 93 | - | - | - | - | - | - | - |
41 | 84 | - | - | - | - | - | - | - |
42 | 87 | - | - | - | - | - | - | - |
43 | 116 | - | - | - | - | - | - | - |
44 | 120 | - | - | - | - | - | - | - |
45 | 117 | - | - | - | - | - | - | - |
46 | 109 | - | - | - | - | - | - | - |
47 | 105 | - | - | - | - | - | - | - |
48 | 107 | - | - | - | - | - | - | - |
49 | 109 | - | - | - | - | - | - | - |
50 | 109 | 104.8589 | 98.9201 | 110.8658 | 0.0883 | 0.0883 | 0.896 | 0.0883 |
51 | 108 | 98.8127 | 90.7444 | 107.015 | 0.0141 | 0.0075 | 0.8189 | 0.0075 |
52 | 107 | 96.7967 | 87.0622 | 106.7313 | 0.0221 | 0.0135 | 0.7731 | 0.008 |
53 | 99 | 87.7215 | 76.7783 | 98.9453 | 0.0244 | 4e-04 | 0.7421 | 1e-04 |
54 | 103 | 90.7473 | 78.4766 | 103.3598 | 0.0284 | 0.0998 | 0.7198 | 0.0023 |
55 | 131 | 119.9658 | 105.7518 | 134.5253 | 0.0687 | 0.9888 | 0.7033 | 0.9301 |
56 | 137 | 123.9924 | 108.568 | 139.8111 | 0.0535 | 0.1926 | 0.6896 | 0.9684 |
57 | 135 | 120.9725 | 104.6 | 137.8015 | 0.0512 | 0.031 | 0.6782 | 0.9184 |
58 | 124 | 112.9174 | 95.8328 | 130.5366 | 0.1088 | 0.007 | 0.6685 | 0.6685 |
59 | 118 | 108.8886 | 91.0464 | 127.3374 | 0.1665 | 0.0542 | 0.6602 | 0.4953 |
60 | 121 | 110.9031 | 92.142 | 130.3236 | 0.1541 | 0.2369 | 0.6532 | 0.5762 |
61 | 121 | 112.9174 | 93.2704 | 133.2755 | 0.2182 | 0.2182 | 0.647 | 0.647 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0292 | 0.0395 | 0 | 17.1484 | 0 | 0 |
51 | 0.0424 | 0.093 | 0.0662 | 84.4069 | 50.7776 | 7.1258 |
52 | 0.0524 | 0.1054 | 0.0793 | 104.1064 | 68.5539 | 8.2797 |
53 | 0.0653 | 0.1286 | 0.0916 | 127.2047 | 83.2166 | 9.1223 |
54 | 0.0709 | 0.135 | 0.1003 | 150.1297 | 96.5992 | 9.8285 |
55 | 0.0619 | 0.092 | 0.0989 | 121.7547 | 100.7918 | 10.0395 |
56 | 0.0651 | 0.1049 | 0.0998 | 169.1984 | 110.5642 | 10.5149 |
57 | 0.071 | 0.116 | 0.1018 | 196.7715 | 121.3401 | 11.0154 |
58 | 0.0796 | 0.0981 | 0.1014 | 122.8249 | 121.5051 | 11.0229 |
59 | 0.0864 | 0.0837 | 0.0996 | 83.0178 | 117.6563 | 10.847 |
60 | 0.0893 | 0.091 | 0.0988 | 101.9478 | 116.2283 | 10.7809 |
61 | 0.092 | 0.0716 | 0.0966 | 65.3291 | 111.9867 | 10.5824 |