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 | 68.4 | - | - | - | - | - | - | - |
21 | 82.6 | - | - | - | - | - | - | - |
22 | 98.4 | - | - | - | - | - | - | - |
23 | 71.3 | - | - | - | - | - | - | - |
24 | 47.6 | - | - | - | - | - | - | - |
25 | 130.8 | - | - | - | - | - | - | - |
26 | 113.6 | - | - | - | - | - | - | - |
27 | 125.7 | - | - | - | - | - | - | - |
28 | 113.6 | - | - | - | - | - | - | - |
29 | 97.1 | - | - | - | - | - | - | - |
30 | 104.4 | - | - | - | - | - | - | - |
31 | 91.8 | - | - | - | - | - | - | - |
32 | 75.1 | - | - | - | - | - | - | - |
33 | 89.2 | 74.7413 | 61.4954 | 87.9872 | 0.0162 | 0.4788 | 0.1224 | 0.4788 |
34 | 110.2 | 95.1933 | 81.0418 | 109.3447 | 0.0188 | 0.7968 | 0.3285 | 0.9973 |
35 | 78.4 | 70.6715 | 54.4335 | 86.9094 | 0.1754 | 0 | 0.4698 | 0.2965 |
36 | 68.4 | 43.9012 | 27.3886 | 60.4138 | 0.0018 | 0 | 0.3303 | 1e-04 |
37 | 122.8 | 132.5233 | 116.1427 | 148.9039 | 0.1223 | 1 | 0.5817 | 1 |
38 | 129.7 | 113.5258 | 96.9133 | 130.1383 | 0.0282 | 0.1369 | 0.4965 | 1 |
39 | 159.1 | 120.3022 | 103.4778 | 137.1267 | 0 | 0.1368 | 0.2647 | 1 |
40 | 139 | 113.5106 | 96.8447 | 130.1764 | 0.0014 | 0 | 0.4958 | 1 |
41 | 102.2 | 96.6536 | 80.0099 | 113.2974 | 0.2568 | 0 | 0.479 | 0.9944 |
42 | 113.6 | 89.8623 | 73.0967 | 106.6278 | 0.0028 | 0.0746 | 0.0446 | 0.9578 |
43 | 81.5 | 81.9158 | 65.1634 | 98.6682 | 0.4806 | 1e-04 | 0.1238 | 0.7874 |
44 | 77.4 | 59.7766 | 43.0434 | 76.5098 | 0.0195 | 0.0055 | 0.0363 | 0.0363 |
45 | 87.6 | 65.089 | 48.4088 | 81.7692 | 0.0041 | 0.074 | 0.0023 | 0.1197 |
46 | 101.2 | 87.3387 | 70.6062 | 104.0713 | 0.0522 | 0.4878 | 0.0037 | 0.9242 |
47 | 87.2 | 62.0939 | 45.2202 | 78.9677 | 0.0018 | 0 | 0.0291 | 0.0654 |
48 | 64.9 | 34.5809 | 17.5772 | 51.5846 | 2e-04 | 0 | 0 | 0 |
49 | 133.1 | 121.9138 | 104.5749 | 139.2528 | 0.103 | 1 | 0.4601 | 1 |
50 | 118 | 104.6957 | 87.4403 | 121.9511 | 0.0654 | 6e-04 | 0.0023 | 0.9996 |
51 | 135.9 | 112.5964 | 95.3897 | 129.8031 | 0.004 | 0.2691 | 0 | 1 |
52 | 125.7 | 103.4326 | 86.1304 | 120.7348 | 0.0058 | 1e-04 | 0 | 0.9993 |
53 | 108 | 87.5854 | 70.2957 | 104.8751 | 0.0103 | 0 | 0.0488 | 0.9215 |
54 | 128.3 | 86.5361 | 69.327 | 103.7452 | 0 | 0.0073 | 0.001 | 0.9036 |
55 | 84.7 | 76.1767 | 58.9036 | 93.4498 | 0.1667 | 0 | 0.2729 | 0.5486 |
56 | 86.4 | 56.8635 | 39.5396 | 74.1874 | 4e-04 | 8e-04 | 0.0101 | 0.0195 |
57 | 92.2 | 59.744 | 40.7678 | 78.7202 | 4e-04 | 0.003 | 0.002 | 0.0564 |
58 | 95.8 | 80.8793 | 61.4725 | 100.2861 | 0.0659 | 0.1264 | 0.0201 | 0.7203 |
59 | 92.3 | 56.0937 | 35.5458 | 76.6416 | 3e-04 | 1e-04 | 0.0015 | 0.0349 |
60 | 54.3 | 29.0583 | 8.2379 | 49.8788 | 0.0087 | 0 | 4e-04 | 0 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.0904 | 0.1934 | 0 | 209.0536 | 0 | 0 |
34 | 0.0758 | 0.1576 | 0.1755 | 225.2015 | 217.1275 | 14.7352 |
35 | 0.1172 | 0.1094 | 0.1535 | 59.7302 | 164.6618 | 12.8321 |
36 | 0.1919 | 0.558 | 0.2546 | 600.19 | 273.5438 | 16.5392 |
37 | 0.0631 | -0.0734 | 0.2184 | 94.5422 | 237.7435 | 15.4189 |
38 | 0.0747 | 0.1425 | 0.2057 | 261.6048 | 241.7204 | 15.5474 |
39 | 0.0714 | 0.3225 | 0.2224 | 1505.2676 | 422.2271 | 20.5482 |
40 | 0.0749 | 0.2246 | 0.2227 | 649.7113 | 450.6626 | 21.2288 |
41 | 0.0879 | 0.0574 | 0.2043 | 30.7622 | 404.007 | 20.0999 |
42 | 0.0952 | 0.2642 | 0.2103 | 563.4807 | 419.9544 | 20.4928 |
43 | 0.1043 | -0.0051 | 0.1916 | 0.1729 | 381.7925 | 19.5395 |
44 | 0.1428 | 0.2948 | 0.2002 | 310.585 | 375.8585 | 19.3871 |
45 | 0.1307 | 0.3458 | 0.2114 | 506.744 | 385.9266 | 19.645 |
46 | 0.0977 | 0.1587 | 0.2077 | 192.1344 | 372.0843 | 19.2895 |
47 | 0.1386 | 0.4043 | 0.2208 | 630.3151 | 389.2997 | 19.7307 |
48 | 0.2509 | 0.8768 | 0.2618 | 919.2486 | 422.4215 | 20.5529 |
49 | 0.0726 | 0.0918 | 0.2518 | 125.1303 | 404.9338 | 20.123 |
50 | 0.0841 | 0.1271 | 0.2449 | 177.0044 | 392.271 | 19.8058 |
51 | 0.078 | 0.207 | 0.2429 | 543.0584 | 400.2072 | 20.0052 |
52 | 0.0853 | 0.2153 | 0.2415 | 495.8365 | 404.9887 | 20.1243 |
53 | 0.1007 | 0.2331 | 0.2411 | 416.7544 | 405.549 | 20.1382 |
54 | 0.1015 | 0.4826 | 0.2521 | 1744.225 | 466.3979 | 21.5962 |
55 | 0.1157 | 0.1119 | 0.246 | 72.6467 | 449.2783 | 21.1962 |
56 | 0.1554 | 0.5194 | 0.2574 | 872.4048 | 466.9085 | 21.6081 |
57 | 0.1621 | 0.5433 | 0.2688 | 1053.3901 | 490.3678 | 22.1442 |
58 | 0.1224 | 0.1845 | 0.2656 | 222.6273 | 480.0701 | 21.9105 |
59 | 0.1869 | 0.6455 | 0.2796 | 1310.8953 | 510.8414 | 22.6018 |
60 | 0.3656 | 0.8687 | 0.3007 | 637.1414 | 515.3521 | 22.7014 |