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[60]) |
48 | 54 | - | - | - | - | - | - | - |
49 | 56.3 | - | - | - | - | - | - | - |
50 | 54.2 | - | - | - | - | - | - | - |
51 | 59.3 | - | - | - | - | - | - | - |
52 | 63.4 | - | - | - | - | - | - | - |
53 | 73.3 | - | - | - | - | - | - | - |
54 | 86.7 | - | - | - | - | - | - | - |
55 | 81.3 | - | - | - | - | - | - | - |
56 | 89.6 | - | - | - | - | - | - | - |
57 | 85.3 | - | - | - | - | - | - | - |
58 | 92.4 | - | - | - | - | - | - | - |
59 | 96.8 | - | - | - | - | - | - | - |
60 | 93.6 | - | - | - | - | - | - | - |
61 | 97.6 | 92.6883 | 78.5129 | 106.8637 | 0.2485 | 0.4498 | 1 | 0.4498 |
62 | 94.2 | 90.7379 | 66.5901 | 114.8857 | 0.3894 | 0.2888 | 0.9985 | 0.4081 |
63 | 99.9 | 89.298 | 55.0114 | 123.5846 | 0.2722 | 0.3897 | 0.9568 | 0.4029 |
64 | 106.4 | 88.0068 | 45.2014 | 130.8121 | 0.1998 | 0.293 | 0.8701 | 0.3989 |
65 | 96 | 87.1266 | 37.5345 | 136.7187 | 0.3629 | 0.2231 | 0.7076 | 0.399 |
66 | 94.9 | 86.6028 | 32.0427 | 141.163 | 0.3828 | 0.3678 | 0.4986 | 0.4008 |
67 | 94.8 | 86.431 | 28.4757 | 144.3862 | 0.3886 | 0.3873 | 0.5689 | 0.4042 |
68 | 95.9 | 86.5385 | 26.4238 | 146.6531 | 0.3801 | 0.3938 | 0.4602 | 0.409 |
69 | 96.2 | 86.8492 | 25.4426 | 148.2558 | 0.3827 | 0.3863 | 0.5197 | 0.4147 |
70 | 103.1 | 87.2781 | 25.1282 | 149.4281 | 0.3089 | 0.3892 | 0.4358 | 0.421 |
71 | 106.9 | 87.7486 | 25.1658 | 150.3314 | 0.2743 | 0.3153 | 0.3884 | 0.4273 |
72 | 114.2 | 88.1969 | 25.3359 | 151.0579 | 0.2087 | 0.2799 | 0.4331 | 0.4331 |
73 | 118.2 | 88.5774 | 25.4988 | 151.656 | 0.1787 | 0.213 | 0.3896 | 0.438 |
74 | 123.9 | 88.863 | 25.5684 | 152.1577 | 0.139 | 0.1818 | 0.4344 | 0.4417 |
75 | 137.1 | 89.044 | 25.4915 | 152.5964 | 0.0692 | 0.1412 | 0.3689 | 0.4441 |
76 | 146.2 | 89.1246 | 25.2366 | 153.0127 | 0.04 | 0.0705 | 0.2981 | 0.4454 |
77 | 136.4 | 89.1199 | 24.7912 | 153.4486 | 0.0749 | 0.041 | 0.417 | 0.4457 |
78 | 133.2 | 89.0506 | 24.1627 | 153.9386 | 0.0912 | 0.0763 | 0.4299 | 0.4454 |
79 | 135.9 | 88.9402 | 23.378 | 154.5025 | 0.0802 | 0.0929 | 0.4305 | 0.4446 |
80 | 127.1 | 88.8111 | 22.4792 | 155.143 | 0.1289 | 0.0821 | 0.417 | 0.4437 |
81 | 128.5 | 88.6824 | 21.5159 | 155.8488 | 0.1226 | 0.1311 | 0.4132 | 0.4429 |
82 | 126.6 | 88.5686 | 20.5369 | 156.6003 | 0.1366 | 0.125 | 0.3377 | 0.4424 |
83 | 132.6 | 88.4792 | 19.5832 | 157.3753 | 0.1047 | 0.1391 | 0.3001 | 0.4421 |
84 | 130.9 | 88.4185 | 18.6833 | 158.1537 | 0.1162 | 0.1072 | 0.2343 | 0.4421 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.078 | 0.053 | 0 | 24.1246 | 0 | 0 |
62 | 0.1358 | 0.0382 | 0.0456 | 11.9864 | 18.0555 | 4.2492 |
63 | 0.1959 | 0.1187 | 0.07 | 112.402 | 49.5043 | 7.0359 |
64 | 0.2482 | 0.209 | 0.1047 | 338.3104 | 121.7059 | 11.032 |
65 | 0.2904 | 0.1018 | 0.1041 | 78.7368 | 113.112 | 10.6354 |
66 | 0.3214 | 0.0958 | 0.1028 | 68.8427 | 105.7338 | 10.2827 |
67 | 0.3421 | 0.0968 | 0.1019 | 70.0407 | 100.6348 | 10.0317 |
68 | 0.3544 | 0.1082 | 0.1027 | 87.6385 | 99.0103 | 9.9504 |
69 | 0.3607 | 0.1077 | 0.1032 | 87.4373 | 97.7244 | 9.8856 |
70 | 0.3633 | 0.1813 | 0.111 | 250.3315 | 112.9851 | 10.6294 |
71 | 0.3639 | 0.2183 | 0.1208 | 366.7776 | 136.0571 | 11.6644 |
72 | 0.3636 | 0.2948 | 0.1353 | 676.1625 | 181.0659 | 13.4561 |
73 | 0.3633 | 0.3344 | 0.1506 | 877.4984 | 234.6377 | 15.3179 |
74 | 0.3634 | 0.3943 | 0.168 | 1227.5895 | 305.5628 | 17.4804 |
75 | 0.3641 | 0.5397 | 0.1928 | 2309.3833 | 439.1508 | 20.9559 |
76 | 0.3657 | 0.6404 | 0.2208 | 3257.5967 | 615.3037 | 24.8053 |
77 | 0.3683 | 0.5305 | 0.239 | 2235.4101 | 710.6041 | 26.6572 |
78 | 0.3718 | 0.4958 | 0.2533 | 1949.1654 | 779.413 | 27.918 |
79 | 0.3761 | 0.528 | 0.2677 | 2205.2182 | 854.4554 | 29.2311 |
80 | 0.3811 | 0.4311 | 0.2759 | 1466.0401 | 885.0346 | 29.7495 |
81 | 0.3864 | 0.449 | 0.2841 | 1585.4434 | 918.3874 | 30.3049 |
82 | 0.3919 | 0.4294 | 0.2907 | 1446.3854 | 942.3873 | 30.6983 |
83 | 0.3973 | 0.4987 | 0.2998 | 1946.6435 | 986.0507 | 31.4014 |
84 | 0.4024 | 0.4805 | 0.3073 | 1804.6779 | 1020.1601 | 31.9399 |