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[22]) |
10 | 118.7 | - | - | - | - | - | - | - |
11 | 120.36 | - | - | - | - | - | - | - |
12 | 118.27 | - | - | - | - | - | - | - |
13 | 118.34 | - | - | - | - | - | - | - |
14 | 117.82 | - | - | - | - | - | - | - |
15 | 117.65 | - | - | - | - | - | - | - |
16 | 118.18 | - | - | - | - | - | - | - |
17 | 121.02 | - | - | - | - | - | - | - |
18 | 124.78 | - | - | - | - | - | - | - |
19 | 131.16 | - | - | - | - | - | - | - |
20 | 130.14 | - | - | - | - | - | - | - |
21 | 131.75 | - | - | - | - | - | - | - |
22 | 134.73 | - | - | - | - | - | - | - |
23 | 135.35 | 136.1297 | 131.4926 | 140.7667 | 0.3709 | 0.7229 | 1 | 0.7229 |
24 | 140.32 | 138.478 | 130.0959 | 146.8602 | 0.3333 | 0.7677 | 1 | 0.8096 |
25 | 136.35 | 137.4139 | 125.849 | 148.9789 | 0.4285 | 0.3112 | 0.9994 | 0.6754 |
26 | 131.6 | 135.8198 | 121.8706 | 149.769 | 0.2766 | 0.4703 | 0.9943 | 0.5608 |
27 | 128.9 | 135.5665 | 120.3442 | 150.7889 | 0.1953 | 0.6952 | 0.9895 | 0.5429 |
28 | 133.89 | 137.0117 | 120.5858 | 153.4376 | 0.3548 | 0.8335 | 0.9877 | 0.6073 |
29 | 138.25 | 137.5551 | 119.6669 | 155.4433 | 0.4697 | 0.656 | 0.965 | 0.6215 |
30 | 146.23 | 136.8082 | 117.337 | 156.2795 | 0.1715 | 0.4423 | 0.887 | 0.5829 |
31 | 144.76 | 135.9862 | 115.2921 | 156.6802 | 0.203 | 0.166 | 0.6762 | 0.5474 |
32 | 149.3 | 136.3156 | 114.6471 | 157.9842 | 0.1201 | 0.2225 | 0.7118 | 0.557 |
33 | 156.8 | 137.0262 | 114.3707 | 159.6818 | 0.0436 | 0.1442 | 0.676 | 0.5787 |
34 | 159.08 | 137.0891 | 113.3125 | 160.8657 | 0.0349 | 0.0521 | 0.5771 | 0.5771 |
35 | 165.12 | 136.5389 | 111.6809 | 161.3969 | 0.0121 | 0.0378 | 0.5373 | 0.5567 |
36 | 163.14 | 136.2924 | 110.5105 | 162.0744 | 0.0206 | 0.0142 | 0.3797 | 0.5473 |
37 | 153.43 | 136.6072 | 109.9879 | 163.2264 | 0.1077 | 0.0254 | 0.5076 | 0.555 |
38 | 151.01 | 136.9304 | 109.4378 | 164.423 | 0.1577 | 0.1197 | 0.648 | 0.5623 |
39 | 154.72 | 136.8082 | 108.4066 | 165.2097 | 0.1082 | 0.1635 | 0.7074 | 0.557 |
40 | 154.58 | 136.5151 | 107.2534 | 165.7768 | 0.1131 | 0.1113 | 0.5698 | 0.5476 |
41 | 155.63 | 136.491 | 106.4479 | 166.5341 | 0.1059 | 0.119 | 0.4543 | 0.5457 |
42 | 161.67 | 136.7099 | 105.9102 | 167.5097 | 0.0561 | 0.1143 | 0.2723 | 0.5501 |
43 | 163.51 | 136.8131 | 105.238 | 168.3883 | 0.0487 | 0.0614 | 0.3109 | 0.5514 |
44 | 162.91 | 136.6858 | 104.3351 | 169.0365 | 0.0561 | 0.0521 | 0.2224 | 0.5472 |
45 | 164.8 | 136.5553 | 103.4681 | 169.6425 | 0.0471 | 0.0592 | 0.1152 | 0.5431 |
46 | 164.98 | 136.6028 | 102.8163 | 170.3892 | 0.0499 | 0.0509 | 0.0961 | 0.5433 |
47 | 154.54 | 136.7218 | 102.2435 | 171.2001 | 0.1556 | 0.0541 | 0.0532 | 0.5451 |
48 | 148.6 | 136.7323 | 101.5571 | 171.9075 | 0.2542 | 0.1605 | 0.0706 | 0.5444 |
49 | 149.19 | 136.6443 | 100.7838 | 172.5048 | 0.2465 | 0.2567 | 0.1795 | 0.5417 |
50 | 150.61 | 136.6018 | 100.0818 | 173.1217 | 0.2261 | 0.2496 | 0.2197 | 0.54 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
23 | 0.0174 | -0.0057 | 0 | 0.6079 | 0 | 0 |
24 | 0.0309 | 0.0133 | 0.0095 | 3.3928 | 2.0003 | 1.4143 |
25 | 0.0429 | -0.0077 | 0.0089 | 1.1319 | 1.7109 | 1.308 |
26 | 0.0524 | -0.0311 | 0.0145 | 17.8065 | 5.7348 | 2.3947 |
27 | 0.0573 | -0.0492 | 0.0214 | 44.4428 | 13.4764 | 3.671 |
28 | 0.0612 | -0.0228 | 0.0216 | 9.745 | 12.8545 | 3.5853 |
29 | 0.0663 | 0.0051 | 0.0193 | 0.4829 | 11.0871 | 3.3297 |
30 | 0.0726 | 0.0689 | 0.0255 | 88.7694 | 20.7974 | 4.5604 |
31 | 0.0776 | 0.0645 | 0.0298 | 76.98 | 27.0399 | 5.2 |
32 | 0.0811 | 0.0953 | 0.0363 | 168.5934 | 41.1953 | 6.4184 |
33 | 0.0844 | 0.1443 | 0.0462 | 391.0026 | 72.9959 | 8.5438 |
34 | 0.0885 | 0.1604 | 0.0557 | 483.5995 | 107.2129 | 10.3544 |
35 | 0.0929 | 0.2093 | 0.0675 | 816.8798 | 161.8026 | 12.7202 |
36 | 0.0965 | 0.197 | 0.0768 | 720.791 | 201.7304 | 14.2032 |
37 | 0.0994 | 0.1231 | 0.0798 | 283.0073 | 207.1488 | 14.3927 |
38 | 0.1024 | 0.1028 | 0.0813 | 198.2354 | 206.5918 | 14.3733 |
39 | 0.1059 | 0.1309 | 0.0842 | 320.8335 | 213.3119 | 14.6052 |
40 | 0.1094 | 0.1323 | 0.0869 | 326.3403 | 219.5912 | 14.8186 |
41 | 0.1123 | 0.1402 | 0.0897 | 366.302 | 227.3128 | 15.0769 |
42 | 0.1149 | 0.1826 | 0.0943 | 623.0045 | 247.0974 | 15.7193 |
43 | 0.1178 | 0.1951 | 0.0991 | 712.722 | 269.27 | 16.4094 |
44 | 0.1208 | 0.1919 | 0.1033 | 687.7073 | 288.2899 | 16.9791 |
45 | 0.1236 | 0.2068 | 0.1078 | 797.7632 | 310.4409 | 17.6193 |
46 | 0.1262 | 0.2077 | 0.112 | 805.2673 | 331.0587 | 18.195 |
47 | 0.1287 | 0.1303 | 0.1127 | 317.4874 | 330.5158 | 18.1801 |
48 | 0.1313 | 0.0868 | 0.1117 | 140.8427 | 323.2207 | 17.9783 |
49 | 0.1339 | 0.0918 | 0.111 | 157.3943 | 317.079 | 17.8067 |
50 | 0.1364 | 0.1025 | 0.1107 | 196.2309 | 312.763 | 17.6851 |