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[49]) |
37 | 104.2 | - | - | - | - | - | - | - |
38 | 112.5 | - | - | - | - | - | - | - |
39 | 122.4 | - | - | - | - | - | - | - |
40 | 113.3 | - | - | - | - | - | - | - |
41 | 100 | - | - | - | - | - | - | - |
42 | 110.7 | - | - | - | - | - | - | - |
43 | 112.8 | - | - | - | - | - | - | - |
44 | 109.8 | - | - | - | - | - | - | - |
45 | 117.3 | - | - | - | - | - | - | - |
46 | 109.1 | - | - | - | - | - | - | - |
47 | 115.9 | - | - | - | - | - | - | - |
48 | 96 | - | - | - | - | - | - | - |
49 | 99.8 | - | - | - | - | - | - | - |
50 | 116.8 | 115.2566 | 105.9707 | 124.5425 | 0.3723 | 0.9994 | 0.7197 | 0.9994 |
51 | 115.7 | 125.1566 | 115.8707 | 134.4425 | 0.023 | 0.9611 | 0.7197 | 1 |
52 | 99.4 | 116.0566 | 106.7707 | 125.3425 | 2e-04 | 0.53 | 0.7197 | 0.9997 |
53 | 94.3 | 102.7566 | 93.4707 | 112.0425 | 0.0371 | 0.7607 | 0.7197 | 0.7337 |
54 | 91 | 113.4566 | 104.1707 | 122.7425 | 0 | 1 | 0.7197 | 0.998 |
55 | 93.2 | 115.5566 | 106.2707 | 124.8425 | 0 | 1 | 0.7197 | 0.9996 |
56 | 103.1 | 112.5566 | 103.2707 | 121.8425 | 0.023 | 1 | 0.7197 | 0.9965 |
57 | 94.1 | 120.0566 | 110.7707 | 129.3425 | 0 | 0.9998 | 0.7197 | 1 |
58 | 91.8 | 111.8566 | 102.5707 | 121.1426 | 0 | 0.9999 | 0.7197 | 0.9945 |
59 | 102.7 | 118.6566 | 109.3707 | 127.9426 | 4e-04 | 1 | 0.7197 | 1 |
60 | 82.6 | 98.7566 | 89.4707 | 108.0426 | 3e-04 | 0.2026 | 0.7197 | 0.4128 |
61 | 89.1 | 102.5566 | 93.2707 | 111.8426 | 0.0023 | 1 | 0.7197 | 0.7197 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0411 | 0.0134 | 0 | 2.382 | 0 | 0 |
51 | 0.0379 | -0.0756 | 0.0445 | 89.4277 | 45.9049 | 6.7753 |
52 | 0.0408 | -0.1435 | 0.0775 | 277.4431 | 123.0843 | 11.0943 |
53 | 0.0461 | -0.0823 | 0.0787 | 71.5145 | 110.1918 | 10.4972 |
54 | 0.0418 | -0.1979 | 0.1025 | 504.3 | 189.0135 | 13.7482 |
55 | 0.041 | -0.1935 | 0.1177 | 499.8186 | 240.8143 | 15.5182 |
56 | 0.0421 | -0.084 | 0.1129 | 89.4277 | 219.1877 | 14.805 |
57 | 0.0395 | -0.2162 | 0.1258 | 673.7463 | 276.0075 | 16.6135 |
58 | 0.0424 | -0.1793 | 0.1317 | 402.2682 | 290.0365 | 17.0305 |
59 | 0.0399 | -0.1345 | 0.132 | 254.6138 | 286.4942 | 16.9261 |
60 | 0.048 | -0.1636 | 0.1349 | 261.0365 | 284.1799 | 16.8576 |
61 | 0.0462 | -0.1312 | 0.1346 | 181.0807 | 275.5883 | 16.6009 |