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 | 190.8 | - | - | - | - | - | - | - |
38 | 195.8 | - | - | - | - | - | - | - |
39 | 211.9 | - | - | - | - | - | - | - |
40 | 227.1 | - | - | - | - | - | - | - |
41 | 251.3 | - | - | - | - | - | - | - |
42 | 256.7 | - | - | - | - | - | - | - |
43 | 251.9 | - | - | - | - | - | - | - |
44 | 251.2 | - | - | - | - | - | - | - |
45 | 270.3 | - | - | - | - | - | - | - |
46 | 267.2 | - | - | - | - | - | - | - |
47 | 243 | - | - | - | - | - | - | - |
48 | 229.9 | - | - | - | - | - | - | - |
49 | 187.2 | - | - | - | - | - | - | - |
50 | 178.2 | 174.7684 | 159.1565 | 193.7762 | 0.3617 | 0.0999 | 0.0151 | 0.0999 |
51 | 175.2 | 170.4338 | 146.5146 | 203.6866 | 0.3894 | 0.3236 | 0.0073 | 0.1615 |
52 | 192.4 | 168.8301 | 138.7071 | 215.6663 | 0.162 | 0.3949 | 0.0074 | 0.221 |
53 | 187 | 168.2239 | 133.1789 | 228.299 | 0.2701 | 0.2151 | 0.0034 | 0.2679 |
54 | 184 | 167.9929 | 128.893 | 241.1444 | 0.334 | 0.3053 | 0.0087 | 0.3034 |
55 | 194.1 | 167.9046 | 125.37 | 254.1206 | 0.2757 | 0.3572 | 0.0281 | 0.3305 |
56 | 212.7 | 167.8708 | 122.3624 | 267.2739 | 0.1884 | 0.3025 | 0.0502 | 0.3516 |
57 | 217.5 | 167.8579 | 119.7287 | 280.6916 | 0.1943 | 0.218 | 0.0376 | 0.3684 |
58 | 200.5 | 167.8529 | 117.3809 | 294.4707 | 0.3067 | 0.2211 | 0.062 | 0.3823 |
59 | 205.9 | 167.851 | 115.2601 | 308.7086 | 0.2982 | 0.3248 | 0.1479 | 0.3939 |
60 | 196.5 | 167.8503 | 113.3247 | 323.5013 | 0.3591 | 0.3159 | 0.2173 | 0.4037 |
61 | 206.3 | 167.85 | 111.5439 | 338.9459 | 0.3298 | 0.3714 | 0.4123 | 0.4123 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0555 | 0.0196 | 0 | 11.7759 | 0 | 0 |
51 | 0.0995 | 0.028 | 0.0238 | 22.7169 | 17.2464 | 4.1529 |
52 | 0.1415 | 0.1396 | 0.0624 | 555.5397 | 196.6775 | 14.0242 |
53 | 0.1822 | 0.1116 | 0.0747 | 352.5418 | 235.6436 | 15.3507 |
54 | 0.2222 | 0.0953 | 0.0788 | 256.2276 | 239.7604 | 15.4842 |
55 | 0.262 | 0.156 | 0.0917 | 686.1998 | 314.167 | 17.7248 |
56 | 0.3021 | 0.267 | 0.1167 | 2009.6582 | 556.38 | 23.5877 |
57 | 0.343 | 0.2957 | 0.1391 | 2464.343 | 794.8754 | 28.1935 |
58 | 0.3849 | 0.1945 | 0.1453 | 1065.8334 | 824.9818 | 28.7225 |
59 | 0.4282 | 0.2267 | 0.1534 | 1447.7266 | 887.2563 | 29.7868 |
60 | 0.4731 | 0.1707 | 0.155 | 820.807 | 881.2155 | 29.6853 |
61 | 0.5201 | 0.2291 | 0.1612 | 1478.4031 | 930.9811 | 30.512 |