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 | 123.492 | 108.7984 | 138.1857 | 0.4898 | 0 | 0.9596 | 0 |
50 | 104.5 | 109.3968 | 94.6936 | 124.1 | 0.257 | 0.0319 | 0.913 | 0 |
51 | 139.8 | 138.4013 | 122.9044 | 153.8982 | 0.4298 | 1 | 0.8412 | 0.0107 |
52 | 136.5 | 146.4782 | 129.7536 | 163.2028 | 0.1211 | 0.7831 | 0.8858 | 0.1178 |
53 | 112.1 | 139.8621 | 122.4449 | 157.2793 | 9e-04 | 0.6474 | 0.8736 | 0.0298 |
54 | 118.5 | 137.1873 | 119.3187 | 155.056 | 0.0202 | 0.997 | 0.8432 | 0.0166 |
55 | 94.4 | 131.2797 | 112.5697 | 149.9897 | 1e-04 | 0.9097 | 0.8447 | 0.004 |
56 | 102.3 | 145.6853 | 126.3421 | 165.0285 | 0 | 1 | 0.8417 | 0.1344 |
57 | 111.4 | 153.3713 | 133.4667 | 173.276 | 0 | 1 | 0.827 | 0.3753 |
58 | 99.2 | 157.1277 | 136.611 | 177.6444 | 0 | 1 | 0.8211 | 0.5201 |
59 | 87.8 | 145.9386 | 124.8223 | 167.0549 | 0 | 1 | 0.817 | 0.1612 |
60 | 115.8 | 166.2632 | 144.6015 | 187.9249 | 0 | 1 | 0.809 | 0.809 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0607 | -0.0016 | 1e-04 | 0.0369 | 0.0031 | 0.0554 |
50 | 0.0686 | -0.0448 | 0.0037 | 23.9789 | 1.9982 | 1.4136 |
51 | 0.0571 | 0.0101 | 8e-04 | 1.9564 | 0.163 | 0.4038 |
52 | 0.0583 | -0.0681 | 0.0057 | 99.5648 | 8.2971 | 2.8805 |
53 | 0.0635 | -0.1985 | 0.0165 | 770.7344 | 64.2279 | 8.0142 |
54 | 0.0665 | -0.1362 | 0.0114 | 349.2155 | 29.1013 | 5.3946 |
55 | 0.0727 | -0.2809 | 0.0234 | 1360.1142 | 113.3429 | 10.6463 |
56 | 0.0677 | -0.2978 | 0.0248 | 1882.2839 | 156.857 | 12.5243 |
57 | 0.0662 | -0.2737 | 0.0228 | 1761.5916 | 146.7993 | 12.1161 |
58 | 0.0666 | -0.3687 | 0.0307 | 3355.6183 | 279.6349 | 16.7223 |
59 | 0.0738 | -0.3984 | 0.0332 | 3380.0925 | 281.6744 | 16.7832 |
60 | 0.0665 | -0.3035 | 0.0253 | 2546.5306 | 212.2109 | 14.5675 |