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 | 130 | - | - | - | - | - | - | - |
37 | 124 | - | - | - | - | - | - | - |
38 | 115 | - | - | - | - | - | - | - |
39 | 106 | - | - | - | - | - | - | - |
40 | 105 | - | - | - | - | - | - | - |
41 | 105 | - | - | - | - | - | - | - |
42 | 101 | - | - | - | - | - | - | - |
43 | 95 | - | - | - | - | - | - | - |
44 | 93 | - | - | - | - | - | - | - |
45 | 84 | - | - | - | - | - | - | - |
46 | 87 | - | - | - | - | - | - | - |
47 | 116 | - | - | - | - | - | - | - |
48 | 120 | - | - | - | - | - | - | - |
49 | 117 | 114 | 108.0735 | 119.9265 | 0.1606 | 0.0236 | 5e-04 | 0.0236 |
50 | 109 | 105 | 96.6187 | 113.3813 | 0.1748 | 0.0025 | 0.0097 | 2e-04 |
51 | 105 | 96 | 85.735 | 106.265 | 0.0429 | 0.0065 | 0.0281 | 0 |
52 | 107 | 95 | 83.147 | 106.853 | 0.0236 | 0.0491 | 0.0491 | 0 |
53 | 109 | 95 | 81.748 | 108.252 | 0.0192 | 0.038 | 0.0696 | 1e-04 |
54 | 109 | 91 | 76.4831 | 105.5169 | 0.0075 | 0.0075 | 0.0885 | 0 |
55 | 108 | 85 | 69.32 | 100.68 | 0.002 | 0.0013 | 0.1056 | 0 |
56 | 107 | 83 | 66.2374 | 99.7626 | 0.0025 | 0.0017 | 0.1211 | 0 |
57 | 99 | 74 | 56.2206 | 91.7794 | 0.0029 | 1e-04 | 0.1351 | 0 |
58 | 103 | 77 | 58.2588 | 95.7412 | 0.0033 | 0.0107 | 0.1478 | 0 |
59 | 131 | 106 | 86.3441 | 125.6559 | 0.0063 | 0.6176 | 0.1593 | 0.0814 |
60 | 137 | 110 | 89.4701 | 130.5299 | 0.005 | 0.0225 | 0.1699 | 0.1699 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0265 | 0.0263 | 0 | 9 | 0 | 0 |
50 | 0.0407 | 0.0381 | 0.0322 | 16 | 12.5 | 3.5355 |
51 | 0.0546 | 0.0938 | 0.0527 | 81 | 35.3333 | 5.9442 |
52 | 0.0637 | 0.1263 | 0.0711 | 144 | 62.5 | 7.9057 |
53 | 0.0712 | 0.1474 | 0.0864 | 196 | 89.2 | 9.4446 |
54 | 0.0814 | 0.1978 | 0.1049 | 324 | 128.3333 | 11.3284 |
55 | 0.0941 | 0.2706 | 0.1286 | 529 | 185.5714 | 13.6225 |
56 | 0.103 | 0.2892 | 0.1487 | 576 | 234.375 | 15.3093 |
57 | 0.1226 | 0.3378 | 0.1697 | 625 | 277.7778 | 16.6667 |
58 | 0.1242 | 0.3377 | 0.1865 | 676 | 317.6 | 17.8213 |
59 | 0.0946 | 0.2358 | 0.191 | 625 | 345.5455 | 18.5889 |
60 | 0.0952 | 0.2455 | 0.1955 | 729 | 377.5 | 19.4294 |