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 | 120.6 | - | - | - | - | - | - | - |
38 | 117.5 | - | - | - | - | - | - | - |
39 | 120.3 | - | - | - | - | - | - | - |
40 | 119.8 | - | - | - | - | - | - | - |
41 | 108 | - | - | - | - | - | - | - |
42 | 98.8 | - | - | - | - | - | - | - |
43 | 94.6 | - | - | - | - | - | - | - |
44 | 84.6 | - | - | - | - | - | - | - |
45 | 84.4 | - | - | - | - | - | - | - |
46 | 79.1 | - | - | - | - | - | - | - |
47 | 73.3 | - | - | - | - | - | - | - |
48 | 74.3 | - | - | - | - | - | - | - |
49 | 67.8 | - | - | - | - | - | - | - |
50 | 64.8 | 66.9062 | 59.5648 | 74.6741 | 0.2976 | 0.4108 | 0 | 0.4108 |
51 | 66.5 | 67.7137 | 57.3921 | 78.8885 | 0.4157 | 0.6953 | 0 | 0.494 |
52 | 57.7 | 67.5699 | 55.0598 | 81.3595 | 0.0803 | 0.5604 | 0 | 0.487 |
53 | 53.8 | 64.1297 | 50.1902 | 79.7752 | 0.0978 | 0.7897 | 0 | 0.3228 |
54 | 51.8 | 61.3817 | 46.2677 | 78.6283 | 0.1381 | 0.8056 | 0 | 0.2329 |
55 | 50.9 | 60.1057 | 43.8458 | 78.9246 | 0.1688 | 0.8065 | 2e-04 | 0.2115 |
56 | 49 | 57.0058 | 40.0489 | 76.9484 | 0.2157 | 0.7258 | 0.0033 | 0.1444 |
57 | 48.1 | 56.9429 | 38.9362 | 78.3617 | 0.2092 | 0.7663 | 0.006 | 0.1602 |
58 | 42.6 | 55.2597 | 36.5818 | 77.7762 | 0.1352 | 0.7334 | 0.019 | 0.1375 |
59 | 40.9 | 53.3822 | 34.1755 | 76.8541 | 0.1486 | 0.816 | 0.0481 | 0.1143 |
60 | 43.3 | 53.7087 | 33.6054 | 78.5038 | 0.2053 | 0.8444 | 0.0518 | 0.1327 |
61 | 43.7 | 51.5637 | 31.1483 | 77.0972 | 0.273 | 0.7371 | 0.1063 | 0.1063 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0592 | -0.0315 | 0 | 4.4359 | 0 | 0 |
51 | 0.0842 | -0.0179 | 0.0247 | 1.4732 | 2.9546 | 1.7189 |
52 | 0.1041 | -0.1461 | 0.0652 | 97.4145 | 34.4412 | 5.8687 |
53 | 0.1245 | -0.1611 | 0.0891 | 106.7028 | 52.5066 | 7.2461 |
54 | 0.1434 | -0.1561 | 0.1025 | 91.8099 | 60.3673 | 7.7696 |
55 | 0.1597 | -0.1532 | 0.111 | 84.7442 | 64.4301 | 8.0268 |
56 | 0.1785 | -0.1404 | 0.1152 | 64.0935 | 64.382 | 8.0238 |
57 | 0.1919 | -0.1553 | 0.1202 | 78.1967 | 66.1088 | 8.1307 |
58 | 0.2079 | -0.2291 | 0.1323 | 160.2675 | 76.5709 | 8.7505 |
59 | 0.2243 | -0.2338 | 0.1424 | 155.8058 | 84.4944 | 9.1921 |
60 | 0.2355 | -0.1938 | 0.1471 | 108.3419 | 86.6623 | 9.3093 |
61 | 0.2526 | -0.1525 | 0.1476 | 61.8375 | 84.5936 | 9.1975 |