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[109]) |
97 | 48 | - | - | - | - | - | - | - |
98 | 48 | - | - | - | - | - | - | - |
99 | 40 | - | - | - | - | - | - | - |
100 | 43 | - | - | - | - | - | - | - |
101 | 40 | - | - | - | - | - | - | - |
102 | 39 | - | - | - | - | - | - | - |
103 | 39 | - | - | - | - | - | - | - |
104 | 36 | - | - | - | - | - | - | - |
105 | 41 | - | - | - | - | - | - | - |
106 | 39 | - | - | - | - | - | - | - |
107 | 40 | - | - | - | - | - | - | - |
108 | 39 | - | - | - | - | - | - | - |
109 | 46 | - | - | - | - | - | - | - |
110 | 40 | 42.1816 | 36.1971 | 48.1661 | 0.2375 | 0.1055 | 0.0284 | 0.1055 |
111 | 37 | 43.3629 | 36.6574 | 50.0685 | 0.0315 | 0.8372 | 0.8372 | 0.2204 |
112 | 37 | 44.293 | 36.5962 | 51.9897 | 0.0316 | 0.9684 | 0.629 | 0.3319 |
113 | 44 | 45.1609 | 36.8717 | 53.45 | 0.3919 | 0.9732 | 0.8888 | 0.4214 |
114 | 41 | 43.7146 | 34.79 | 52.6391 | 0.2755 | 0.475 | 0.8498 | 0.3079 |
115 | 40 | 43.9667 | 34.3907 | 53.5427 | 0.2084 | 0.7282 | 0.8453 | 0.3386 |
116 | 36 | 43.3968 | 33.0708 | 53.7229 | 0.0802 | 0.7405 | 0.9198 | 0.3106 |
117 | 38 | 43.1717 | 32.0502 | 54.2932 | 0.181 | 0.8969 | 0.649 | 0.3091 |
118 | 43 | 43.4969 | 31.6025 | 55.3913 | 0.4674 | 0.8175 | 0.7707 | 0.34 |
119 | 42 | 44.6529 | 32.0859 | 57.2199 | 0.3395 | 0.6017 | 0.766 | 0.4168 |
120 | 45 | 44.4 | 31.2845 | 57.5154 | 0.4643 | 0.6401 | 0.7902 | 0.4055 |
121 | 46 | 47.4033 | 33.8474 | 60.9592 | 0.4196 | 0.6359 | 0.5804 | 0.5804 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
110 | 0.0724 | -0.0517 | 0.0043 | 4.7594 | 0.3966 | 0.6298 |
111 | 0.0789 | -0.1467 | 0.0122 | 40.4871 | 3.3739 | 1.8368 |
112 | 0.0887 | -0.1647 | 0.0137 | 53.1872 | 4.4323 | 2.1053 |
113 | 0.0936 | -0.0257 | 0.0021 | 1.3476 | 0.1123 | 0.3351 |
114 | 0.1042 | -0.0621 | 0.0052 | 7.3688 | 0.6141 | 0.7836 |
115 | 0.1111 | -0.0902 | 0.0075 | 15.735 | 1.3113 | 1.1451 |
116 | 0.1214 | -0.1704 | 0.0142 | 54.7131 | 4.5594 | 2.1353 |
117 | 0.1314 | -0.1198 | 0.01 | 26.7464 | 2.2289 | 1.4929 |
118 | 0.1395 | -0.0114 | 0.001 | 0.2469 | 0.0206 | 0.1434 |
119 | 0.1436 | -0.0594 | 0.005 | 7.038 | 0.5865 | 0.7658 |
120 | 0.1507 | 0.0135 | 0.0011 | 0.36 | 0.03 | 0.1732 |
121 | 0.1459 | -0.0296 | 0.0025 | 1.9691 | 0.1641 | 0.4051 |