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 | 105.3216 | 91.6406 | 123.1761 | 0.4128 | 0.5494 | 0 | 0.5494 |
51 | 114.07 | 106.1874 | 87.488 | 133.5572 | 0.2862 | 0.4674 | 0.0022 | 0.5569 |
52 | 107.92 | 111.8342 | 87.7634 | 151.1045 | 0.4226 | 0.4556 | 0.0137 | 0.6486 |
53 | 103.53 | 106.678 | 81.6977 | 149.8212 | 0.4431 | 0.4775 | 0.0344 | 0.545 |
54 | 117.3 | 112.0757 | 82.5837 | 168.0252 | 0.4274 | 0.6177 | 0.06 | 0.6088 |
55 | 112.09 | 109.7807 | 79.2264 | 170.8915 | 0.4705 | 0.4047 | 0.0864 | 0.5712 |
56 | 95.08 | 92.5816 | 67.9342 | 139.8344 | 0.4587 | 0.2092 | 0.1068 | 0.3151 |
57 | 123.28 | 111.0528 | 76.4952 | 189.3527 | 0.3798 | 0.6554 | 0.1379 | 0.5682 |
58 | 121.98 | 108.3275 | 73.672 | 189.7164 | 0.3712 | 0.3594 | 0.1597 | 0.5397 |
59 | 121.74 | 90.2691 | 63.2527 | 148.6764 | 0.1455 | 0.1436 | 0.1696 | 0.3202 |
60 | 119.93 | 84.3674 | 59.2349 | 138.4113 | 0.0986 | 0.0876 | 0.1837 | 0.2361 |
61 | 115.11 | 81.1823 | 56.7747 | 134.2287 | 0.105 | 0.0761 | 0.1976 | 0.1976 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0865 | 0.0191 | 0 | 4.0337 | 0 | 0 |
51 | 0.1315 | 0.0742 | 0.0467 | 62.1358 | 33.0847 | 5.7519 |
52 | 0.1792 | -0.035 | 0.0428 | 15.3207 | 27.1634 | 5.2119 |
53 | 0.2063 | -0.0295 | 0.0395 | 9.9102 | 22.8501 | 4.7802 |
54 | 0.2547 | 0.0466 | 0.0409 | 27.2934 | 23.7388 | 4.8722 |
55 | 0.284 | 0.021 | 0.0376 | 5.3329 | 20.6711 | 4.5466 |
56 | 0.2604 | 0.027 | 0.0361 | 6.2418 | 18.6098 | 4.3139 |
57 | 0.3597 | 0.1101 | 0.0453 | 149.5055 | 34.9718 | 5.9137 |
58 | 0.3833 | 0.126 | 0.0543 | 186.3911 | 51.7961 | 7.197 |
59 | 0.3301 | 0.3486 | 0.0837 | 990.4199 | 145.6585 | 12.0689 |
60 | 0.3268 | 0.4215 | 0.1144 | 1264.7011 | 247.3897 | 15.7286 |
61 | 0.3334 | 0.4179 | 0.1397 | 1151.0897 | 322.698 | 17.9638 |