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 | 142.35 | - | - | - | - | - | - | - |
38 | 144.34 | - | - | - | - | - | - | - |
39 | 145.87 | - | - | - | - | - | - | - |
40 | 156.01 | - | - | - | - | - | - | - |
41 | 146.74 | - | - | - | - | - | - | - |
42 | 156.45 | - | - | - | - | - | - | - |
43 | 152.29 | - | - | - | - | - | - | - |
44 | 122.56 | - | - | - | - | - | - | - |
45 | 154.59 | - | - | - | - | - | - | - |
46 | 149.68 | - | - | - | - | - | - | - |
47 | 118.75 | - | - | - | - | - | - | - |
48 | 109.22 | - | - | - | - | - | - | - |
49 | 104.19 | - | - | - | - | - | - | - |
50 | 107.33 | 105.6465 | 88.3738 | 126.2953 | 0.4365 | 0.555 | 1e-04 | 0.555 |
51 | 114.07 | 106.7664 | 82.9446 | 137.4299 | 0.3203 | 0.4856 | 0.0062 | 0.5654 |
52 | 107.92 | 114.1881 | 83.817 | 155.5644 | 0.3833 | 0.5022 | 0.0238 | 0.6821 |
53 | 103.53 | 107.4032 | 75.1542 | 153.4902 | 0.4346 | 0.4912 | 0.0472 | 0.5543 |
54 | 117.3 | 114.5102 | 76.8206 | 170.691 | 0.4612 | 0.6492 | 0.0717 | 0.6406 |
55 | 112.09 | 111.4654 | 71.9824 | 172.605 | 0.492 | 0.4258 | 0.0953 | 0.5922 |
56 | 95.08 | 89.7051 | 55.9355 | 143.8624 | 0.4229 | 0.2089 | 0.1172 | 0.3001 |
57 | 123.28 | 113.1488 | 68.2899 | 187.4749 | 0.3947 | 0.6831 | 0.1372 | 0.5934 |
58 | 121.98 | 109.555 | 64.1264 | 187.1664 | 0.3768 | 0.3644 | 0.1555 | 0.5539 |
59 | 121.74 | 86.9165 | 49.4225 | 152.8549 | 0.1503 | 0.1486 | 0.172 | 0.3038 |
60 | 119.93 | 79.9412 | 44.2208 | 144.5156 | 0.1124 | 0.1023 | 0.1871 | 0.2309 |
61 | 115.11 | 76.2596 | 41.0881 | 141.5379 | 0.1217 | 0.0949 | 0.2008 | 0.2008 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0997 | 0.0159 | 0 | 2.834 | 0 | 0 |
51 | 0.1465 | 0.0684 | 0.0422 | 53.3428 | 28.0884 | 5.2998 |
52 | 0.1849 | -0.0549 | 0.0464 | 39.2896 | 31.8221 | 5.6411 |
53 | 0.2189 | -0.0361 | 0.0438 | 15.0014 | 27.617 | 5.2552 |
54 | 0.2503 | 0.0244 | 0.0399 | 7.783 | 23.6502 | 4.8631 |
55 | 0.2799 | 0.0056 | 0.0342 | 0.3902 | 19.7735 | 4.4467 |
56 | 0.308 | 0.0599 | 0.0379 | 28.8891 | 21.0757 | 4.5908 |
57 | 0.3351 | 0.0895 | 0.0443 | 102.6412 | 31.2714 | 5.5921 |
58 | 0.3614 | 0.1134 | 0.052 | 154.3798 | 44.9501 | 6.7045 |
59 | 0.3871 | 0.4007 | 0.0869 | 1212.6768 | 161.7228 | 12.717 |
60 | 0.4121 | 0.5002 | 0.1245 | 1599.103 | 292.3937 | 17.0995 |
61 | 0.4367 | 0.5094 | 0.1565 | 1509.3525 | 393.8069 | 19.8446 |