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 | 104.5181 | 99.1646 | 110.2535 | 0.0628 | 0.0628 | 0.8854 | 0.0628 |
51 | 108 | 98.2475 | 91.7383 | 105.3701 | 0.0036 | 0.0015 | 0.8142 | 0.0015 |
52 | 107 | 96.1585 | 88.6364 | 104.5319 | 0.0056 | 0.0028 | 0.7701 | 0.0013 |
53 | 99 | 86.7652 | 79.2928 | 95.1795 | 0.0022 | 0 | 0.7402 | 0 |
54 | 103 | 89.8949 | 81.2672 | 99.7523 | 0.0046 | 0.0351 | 0.7176 | 1e-04 |
55 | 131 | 120.2159 | 106.6541 | 136.1079 | 0.0918 | 0.9831 | 0.6985 | 0.9167 |
56 | 137 | 124.407 | 109.2426 | 142.4257 | 0.0854 | 0.2366 | 0.6842 | 0.9531 |
57 | 135 | 121.2635 | 105.6962 | 139.9479 | 0.0748 | 0.0494 | 0.6727 | 0.9009 |
58 | 124 | 112.8866 | 97.9184 | 130.9708 | 0.1142 | 0.0083 | 0.6632 | 0.6632 |
59 | 118 | 108.7012 | 93.7574 | 126.8954 | 0.1582 | 0.0497 | 0.655 | 0.4872 |
60 | 121 | 110.7936 | 94.8269 | 130.4393 | 0.1543 | 0.2361 | 0.6475 | 0.571 |
61 | 121 | 112.8866 | 95.8989 | 134.0033 | 0.2257 | 0.2257 | 0.6409 | 0.6409 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.028 | 0.0429 | 0 | 20.0878 | 0 | 0 |
51 | 0.037 | 0.0993 | 0.0711 | 95.1113 | 57.5995 | 7.5894 |
52 | 0.0444 | 0.1127 | 0.085 | 117.539 | 77.5794 | 8.8079 |
53 | 0.0495 | 0.141 | 0.099 | 149.6907 | 95.6072 | 9.7779 |
54 | 0.0559 | 0.1458 | 0.1083 | 171.7436 | 110.8345 | 10.5278 |
55 | 0.0674 | 0.0897 | 0.1052 | 116.2958 | 111.7447 | 10.5709 |
56 | 0.0739 | 0.1012 | 0.1047 | 158.5846 | 118.4361 | 10.8828 |
57 | 0.0786 | 0.1133 | 0.1057 | 188.6911 | 127.218 | 11.2791 |
58 | 0.0817 | 0.0984 | 0.1049 | 123.5084 | 126.8058 | 11.2608 |
59 | 0.0854 | 0.0855 | 0.103 | 86.4671 | 122.7719 | 11.0802 |
60 | 0.0905 | 0.0921 | 0.102 | 104.17 | 121.0808 | 11.0037 |
61 | 0.0954 | 0.0719 | 0.0995 | 65.8278 | 116.4764 | 10.7924 |