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[48]) |
36 | 151.6 | - | - | - | - | - | - | - |
37 | 110.4 | - | - | - | - | - | - | - |
38 | 99.2 | - | - | - | - | - | - | - |
39 | 130.5 | - | - | - | - | - | - | - |
40 | 136.2 | - | - | - | - | - | - | - |
41 | 129.7 | - | - | - | - | - | - | - |
42 | 128 | - | - | - | - | - | - | - |
43 | 121.6 | - | - | - | - | - | - | - |
44 | 135.8 | - | - | - | - | - | - | - |
45 | 143.8 | - | - | - | - | - | - | - |
46 | 147.5 | - | - | - | - | - | - | - |
47 | 136.2 | - | - | - | - | - | - | - |
48 | 156.6 | - | - | - | - | - | - | - |
49 | 123.3 | 115.6761 | 103.8609 | 127.4913 | 0.103 | 0 | 0.8093 | 0 |
50 | 104.5 | 112.5743 | 100.6065 | 124.5421 | 0.093 | 0.0395 | 0.9858 | 0 |
51 | 139.8 | 142.4471 | 130.3084 | 154.5859 | 0.3345 | 1 | 0.9731 | 0.0112 |
52 | 136.5 | 141.7377 | 129.3395 | 154.1359 | 0.2038 | 0.6203 | 0.8093 | 0.0094 |
53 | 112.1 | 139.8696 | 127.1865 | 152.5527 | 0 | 0.6987 | 0.942 | 0.0049 |
54 | 118.5 | 139.5939 | 126.759 | 152.4288 | 6e-04 | 1 | 0.9617 | 0.0047 |
55 | 94.4 | 132.6937 | 119.6628 | 145.7246 | 0 | 0.9836 | 0.9524 | 2e-04 |
56 | 102.3 | 141.2834 | 128.0539 | 154.5129 | 0 | 1 | 0.7917 | 0.0116 |
57 | 111.4 | 159.2376 | 145.8146 | 172.6606 | 0 | 1 | 0.9879 | 0.6499 |
58 | 99.2 | 145.864 | 132.255 | 159.4729 | 0 | 1 | 0.4069 | 0.061 |
59 | 87.8 | 146.7715 | 132.9772 | 160.5657 | 0 | 1 | 0.9335 | 0.0813 |
60 | 115.8 | 166.6564 | 152.7003 | 180.6125 | 0 | 1 | 0.9211 | 0.9211 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0521 | 0.0659 | 0.0055 | 58.1245 | 4.8437 | 2.2008 |
50 | 0.0542 | -0.0717 | 0.006 | 65.1939 | 5.4328 | 2.3308 |
51 | 0.0435 | -0.0186 | 0.0015 | 7.0074 | 0.5839 | 0.7642 |
52 | 0.0446 | -0.037 | 0.0031 | 27.4336 | 2.2861 | 1.512 |
53 | 0.0463 | -0.1985 | 0.0165 | 771.1506 | 64.2626 | 8.0164 |
54 | 0.0469 | -0.1511 | 0.0126 | 444.9517 | 37.0793 | 6.0893 |
55 | 0.0501 | -0.2886 | 0.024 | 1466.405 | 122.2004 | 11.0544 |
56 | 0.0478 | -0.2759 | 0.023 | 1519.7051 | 126.6421 | 11.2535 |
57 | 0.043 | -0.3004 | 0.025 | 2288.4342 | 190.7028 | 13.8095 |
58 | 0.0476 | -0.3199 | 0.0267 | 2177.5275 | 181.4606 | 13.4707 |
59 | 0.048 | -0.4018 | 0.0335 | 3477.6328 | 289.8027 | 17.0236 |
60 | 0.0427 | -0.3052 | 0.0254 | 2586.3711 | 215.5309 | 14.681 |