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 | 274.352 | - | - | - | - | - | - | - |
21 | 271.311 | - | - | - | - | - | - | - |
22 | 289.802 | - | - | - | - | - | - | - |
23 | 290.726 | - | - | - | - | - | - | - |
24 | 292.3 | - | - | - | - | - | - | - |
25 | 278.506 | - | - | - | - | - | - | - |
26 | 269.826 | - | - | - | - | - | - | - |
27 | 265.861 | - | - | - | - | - | - | - |
28 | 269.034 | - | - | - | - | - | - | - |
29 | 264.176 | - | - | - | - | - | - | - |
30 | 255.198 | - | - | - | - | - | - | - |
31 | 253.353 | - | - | - | - | - | - | - |
32 | 246.057 | - | - | - | - | - | - | - |
33 | 235.372 | 246.7359 | 237.7785 | 255.6932 | 0.0064 | 0.559 | 0 | 0.559 |
34 | 258.556 | 251.6154 | 238.0024 | 265.2284 | 0.1588 | 0.9903 | 0 | 0.7882 |
35 | 260.993 | 250.3438 | 231.6096 | 269.0781 | 0.1326 | 0.1951 | 0 | 0.6731 |
36 | 254.663 | 250.8064 | 229.0481 | 272.5647 | 0.3641 | 0.1794 | 1e-04 | 0.6656 |
37 | 250.643 | 243.7391 | 220.197 | 267.2811 | 0.2827 | 0.1816 | 0.0019 | 0.4235 |
38 | 243.422 | 238.8688 | 213.4106 | 264.327 | 0.363 | 0.1823 | 0.0086 | 0.29 |
39 | 247.105 | 235.468 | 207.7116 | 263.2243 | 0.2056 | 0.2872 | 0.0159 | 0.2273 |
40 | 248.541 | 238.9722 | 209.2587 | 268.6858 | 0.264 | 0.2958 | 0.0237 | 0.3201 |
41 | 245.039 | 235.2796 | 204.0326 | 266.5265 | 0.2702 | 0.2028 | 0.0349 | 0.2495 |
42 | 237.08 | 229.7259 | 196.9677 | 262.4842 | 0.33 | 0.1798 | 0.0637 | 0.1643 |
43 | 237.085 | 227.9293 | 193.5448 | 262.3138 | 0.3009 | 0.301 | 0.0736 | 0.1507 |
44 | 225.554 | 222.2635 | 186.3277 | 258.1993 | 0.4288 | 0.2094 | 0.0972 | 0.0972 |
45 | 226.839 | 223.703 | 184.0096 | 263.3964 | 0.4385 | 0.4636 | 0.2822 | 0.1348 |
46 | 247.934 | 223.4796 | 179.9527 | 267.0065 | 0.1354 | 0.4399 | 0.0571 | 0.1547 |
47 | 248.333 | 223.1418 | 175.199 | 271.0847 | 0.1515 | 0.1554 | 0.0609 | 0.1744 |
48 | 246.969 | 223.2989 | 171.8285 | 274.7693 | 0.1837 | 0.1702 | 0.1162 | 0.1931 |
49 | 245.098 | 223.5413 | 169.3257 | 277.7569 | 0.2179 | 0.1985 | 0.1636 | 0.2078 |
50 | 246.263 | 223.4649 | 166.4188 | 280.5111 | 0.2167 | 0.2287 | 0.2465 | 0.2188 |
51 | 255.765 | 223.2976 | 163.1916 | 283.4035 | 0.1449 | 0.227 | 0.2188 | 0.229 |
52 | 264.319 | 223.3294 | 160.4124 | 286.2464 | 0.1008 | 0.1561 | 0.2161 | 0.2395 |
53 | 268.347 | 223.4427 | 158.0615 | 288.8238 | 0.0891 | 0.1102 | 0.2587 | 0.2489 |
54 | 273.046 | 223.4342 | 155.6436 | 291.2247 | 0.0757 | 0.097 | 0.3466 | 0.2565 |
55 | 273.963 | 223.3589 | 153.0993 | 293.6186 | 0.079 | 0.0829 | 0.3509 | 0.2633 |
56 | 267.43 | 223.3563 | 150.7181 | 295.9944 | 0.1172 | 0.086 | 0.4764 | 0.2701 |
57 | 271.993 | 223.4054 | 148.5528 | 298.2579 | 0.1016 | 0.1245 | 0.4642 | 0.2765 |
58 | 292.71 | 223.4125 | 146.4144 | 300.4105 | 0.0389 | 0.1081 | 0.2662 | 0.2822 |
59 | 295.881 | 223.381 | 144.2414 | 302.5207 | 0.0363 | 0.043 | 0.2683 | 0.2872 |
60 | 293.299 | 223.3729 | 142.139 | 304.6068 | 0.0458 | 0.0401 | 0.2846 | 0.2921 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.0185 | -0.0461 | 0 | 129.1372 | 0 | 0 |
34 | 0.0276 | 0.0276 | 0.0368 | 48.1723 | 88.6547 | 9.4157 |
35 | 0.0382 | 0.0425 | 0.0387 | 113.4049 | 96.9048 | 9.844 |
36 | 0.0443 | 0.0154 | 0.0329 | 14.8733 | 76.3969 | 8.7405 |
37 | 0.0493 | 0.0283 | 0.032 | 47.664 | 70.6503 | 8.4054 |
38 | 0.0544 | 0.0191 | 0.0298 | 20.7316 | 62.3306 | 7.895 |
39 | 0.0601 | 0.0494 | 0.0326 | 135.4208 | 72.772 | 8.5307 |
40 | 0.0634 | 0.04 | 0.0336 | 91.5615 | 75.1207 | 8.6672 |
41 | 0.0678 | 0.0415 | 0.0344 | 95.2461 | 77.3569 | 8.7953 |
42 | 0.0728 | 0.032 | 0.0342 | 54.0821 | 75.0294 | 8.662 |
43 | 0.077 | 0.0402 | 0.0347 | 83.8265 | 75.8291 | 8.708 |
44 | 0.0825 | 0.0148 | 0.0331 | 10.8272 | 70.4123 | 8.3912 |
45 | 0.0905 | 0.014 | 0.0316 | 9.8345 | 65.7525 | 8.1088 |
46 | 0.0994 | 0.1094 | 0.0372 | 598.0177 | 103.7714 | 10.1868 |
47 | 0.1096 | 0.1129 | 0.0422 | 634.5958 | 139.1597 | 11.7966 |
48 | 0.1176 | 0.106 | 0.0462 | 560.2732 | 165.4793 | 12.8639 |
49 | 0.1237 | 0.0964 | 0.0492 | 464.6927 | 183.0801 | 13.5307 |
50 | 0.1302 | 0.102 | 0.0521 | 519.7521 | 201.7841 | 14.2051 |
51 | 0.1373 | 0.1454 | 0.057 | 1054.133 | 246.6446 | 15.7049 |
52 | 0.1437 | 0.1835 | 0.0633 | 1680.1473 | 318.3197 | 17.8415 |
53 | 0.1493 | 0.201 | 0.0699 | 2016.3982 | 399.1806 | 19.9795 |
54 | 0.1548 | 0.222 | 0.0768 | 2461.3331 | 492.9148 | 22.2017 |
55 | 0.1605 | 0.2266 | 0.0833 | 2560.773 | 582.8217 | 24.1417 |
56 | 0.1659 | 0.1973 | 0.0881 | 1942.493 | 639.4746 | 25.2878 |
57 | 0.1709 | 0.2175 | 0.0932 | 2360.7579 | 708.326 | 26.6144 |
58 | 0.1758 | 0.3102 | 0.1016 | 4802.1484 | 865.7807 | 29.4242 |
59 | 0.1808 | 0.3246 | 0.1098 | 5256.246 | 1028.3905 | 32.0685 |
60 | 0.1855 | 0.313 | 0.1171 | 4889.6541 | 1166.2928 | 34.151 |