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[32]) |
20 | 117.9 | - | - | - | - | - | - | - |
21 | 106.3 | - | - | - | - | - | - | - |
22 | 122.3 | - | - | - | - | - | - | - |
23 | 125.5 | - | - | - | - | - | - | - |
24 | 148.4 | - | - | - | - | - | - | - |
25 | 126.3 | - | - | - | - | - | - | - |
26 | 99.6 | - | - | - | - | - | - | - |
27 | 140.4 | - | - | - | - | - | - | - |
28 | 80.3 | - | - | - | - | - | - | - |
29 | 92.6 | - | - | - | - | - | - | - |
30 | 138.5 | - | - | - | - | - | - | - |
31 | 110.9 | - | - | - | - | - | - | - |
32 | 119.6 | - | - | - | - | - | - | - |
33 | 105 | 106.9199 | 84.653 | 131.7838 | 0.4399 | 0.1588 | 0.5195 | 0.1588 |
34 | 109 | 122.4648 | 97.7729 | 149.9338 | 0.1683 | 0.8936 | 0.5047 | 0.581 |
35 | 129.4 | 117.0478 | 90.6593 | 146.8026 | 0.2079 | 0.702 | 0.2888 | 0.4332 |
36 | 148.6 | 151.1618 | 120.683 | 185.0686 | 0.4411 | 0.8958 | 0.5634 | 0.966 |
37 | 101.4 | 126.4501 | 97.0756 | 159.7016 | 0.0699 | 0.0958 | 0.5035 | 0.6568 |
38 | 134.8 | 103.7793 | 77.2959 | 134.1568 | 0.0227 | 0.561 | 0.6063 | 0.1537 |
39 | 143.7 | 141.3307 | 109.9218 | 176.6815 | 0.4477 | 0.6414 | 0.5206 | 0.8859 |
40 | 81.6 | 80.9184 | 57.2664 | 108.6489 | 0.4808 | 0 | 0.5174 | 0.0031 |
41 | 90.3 | 87.4714 | 62.7533 | 116.2846 | 0.4237 | 0.6552 | 0.3636 | 0.0144 |
42 | 141.5 | 135.2346 | 103.6988 | 170.9509 | 0.3655 | 0.9932 | 0.4289 | 0.8045 |
43 | 140.7 | 118.8113 | 89.2396 | 152.6077 | 0.1021 | 0.0941 | 0.6768 | 0.4818 |
44 | 140.2 | 121.1038 | 91.1051 | 155.3646 | 0.1373 | 0.1311 | 0.5343 | 0.5343 |
45 | 100.2 | 110.1666 | 78.1435 | 147.6754 | 0.3013 | 0.0583 | 0.6064 | 0.311 |
46 | 125.7 | 120.8572 | 86.7247 | 160.6404 | 0.4057 | 0.8456 | 0.7204 | 0.5247 |
47 | 119.6 | 119.4137 | 84.5069 | 160.3403 | 0.4964 | 0.3817 | 0.3162 | 0.4964 |
48 | 134.7 | 151.6663 | 111.9571 | 197.3911 | 0.2335 | 0.9154 | 0.5523 | 0.9154 |
49 | 109 | 126.9169 | 90.1369 | 169.9746 | 0.2074 | 0.3616 | 0.8773 | 0.6305 |
50 | 116.3 | 105.0556 | 71.735 | 144.7131 | 0.2892 | 0.4227 | 0.0708 | 0.2361 |
51 | 146.9 | 141.6168 | 102.2083 | 187.437 | 0.4106 | 0.8606 | 0.4645 | 0.8268 |
52 | 97.4 | 81.6957 | 52.2856 | 117.6411 | 0.1959 | 2e-04 | 0.5021 | 0.0194 |
53 | 89.4 | 88.0551 | 57.2977 | 125.3954 | 0.4719 | 0.3119 | 0.4531 | 0.0489 |
54 | 132.1 | 135.8179 | 96.5853 | 181.7213 | 0.4369 | 0.9763 | 0.4042 | 0.7557 |
55 | 139.8 | 119.5731 | 82.8117 | 163.0678 | 0.181 | 0.2862 | 0.1705 | 0.4995 |
56 | 129 | 121.633 | 84.3906 | 165.6634 | 0.3715 | 0.2093 | 0.2043 | 0.5361 |
57 | 112.5 | 110.7576 | 72.5474 | 157.0212 | 0.4706 | 0.2198 | 0.6727 | 0.354 |
58 | 121.9 | 121.4375 | 80.7946 | 170.3328 | 0.4926 | 0.6399 | 0.4322 | 0.5294 |
59 | 121.7 | 119.9274 | 78.699 | 169.8077 | 0.4722 | 0.4691 | 0.5051 | 0.5051 |
60 | 123.1 | 152.2827 | 105.2778 | 207.9386 | 0.152 | 0.8593 | 0.7321 | 0.8751 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.1186 | -0.018 | 0 | 3.6861 | 0 | 0 |
34 | 0.1144 | -0.1099 | 0.064 | 181.302 | 92.4941 | 9.6174 |
35 | 0.1297 | 0.1055 | 0.0778 | 152.5763 | 112.5215 | 10.6076 |
36 | 0.1144 | -0.0169 | 0.0626 | 6.5627 | 86.0318 | 9.2753 |
37 | 0.1342 | -0.1981 | 0.0897 | 627.5081 | 194.327 | 13.9401 |
38 | 0.1493 | 0.2989 | 0.1246 | 962.2867 | 322.3203 | 17.9533 |
39 | 0.1276 | 0.0168 | 0.1092 | 5.6135 | 277.0765 | 16.6456 |
40 | 0.1748 | 0.0084 | 0.0966 | 0.4645 | 242.5 | 15.5724 |
41 | 0.1681 | 0.0323 | 0.0894 | 8.0008 | 216.4445 | 14.7121 |
42 | 0.1347 | 0.0463 | 0.0851 | 39.2557 | 198.7257 | 14.097 |
43 | 0.1451 | 0.1842 | 0.0941 | 479.1153 | 224.2156 | 14.9738 |
44 | 0.1443 | 0.1577 | 0.0994 | 364.6662 | 235.9198 | 15.3597 |
45 | 0.1737 | -0.0905 | 0.0987 | 99.3329 | 225.4132 | 15.0138 |
46 | 0.1679 | 0.0401 | 0.0946 | 23.453 | 210.9874 | 14.5254 |
47 | 0.1749 | 0.0016 | 0.0884 | 0.0347 | 196.9239 | 14.033 |
48 | 0.1538 | -0.1119 | 0.0898 | 287.8544 | 202.6071 | 14.234 |
49 | 0.1731 | -0.1412 | 0.0928 | 321.0137 | 209.5722 | 14.4766 |
50 | 0.1926 | 0.107 | 0.0936 | 126.4363 | 204.9535 | 14.3162 |
51 | 0.1651 | 0.0373 | 0.0907 | 27.9121 | 195.6355 | 13.987 |
52 | 0.2245 | 0.1922 | 0.0957 | 246.6264 | 198.1851 | 14.0778 |
53 | 0.2164 | 0.0153 | 0.0919 | 1.8088 | 188.8338 | 13.7417 |
54 | 0.1724 | -0.0274 | 0.089 | 13.8227 | 180.8788 | 13.4491 |
55 | 0.1856 | 0.1692 | 0.0925 | 409.127 | 190.8026 | 13.8131 |
56 | 0.1847 | 0.0606 | 0.0911 | 54.2731 | 185.1139 | 13.6057 |
57 | 0.2131 | 0.0157 | 0.0881 | 3.0361 | 177.8308 | 13.3353 |
58 | 0.2054 | 0.0038 | 0.0849 | 0.2139 | 170.9994 | 13.0767 |
59 | 0.2122 | 0.0148 | 0.0823 | 3.1421 | 164.7824 | 12.8368 |
60 | 0.1865 | -0.1916 | 0.0862 | 851.629 | 189.3127 | 13.7591 |