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[47]) |
35 | 73.5 | - | - | - | - | - | - | - |
36 | 72.4 | - | - | - | - | - | - | - |
37 | 74.5 | - | - | - | - | - | - | - |
38 | 72.2 | - | - | - | - | - | - | - |
39 | 73 | - | - | - | - | - | - | - |
40 | 73.3 | - | - | - | - | - | - | - |
41 | 71.3 | - | - | - | - | - | - | - |
42 | 73.6 | - | - | - | - | - | - | - |
43 | 71.3 | - | - | - | - | - | - | - |
44 | 71.2 | - | - | - | - | - | - | - |
45 | 81.4 | - | - | - | - | - | - | - |
46 | 76.1 | - | - | - | - | - | - | - |
47 | 71.1 | - | - | - | - | - | - | - |
48 | 75.7 | 73.7292 | 67.7478 | 79.7105 | 0.2592 | 0.8055 | 0.6684 | 0.8055 |
49 | 70 | 72.3467 | 65.727 | 78.9663 | 0.2436 | 0.1604 | 0.2619 | 0.644 |
50 | 68.5 | 73.0736 | 65.0749 | 81.0724 | 0.1312 | 0.7743 | 0.5848 | 0.6857 |
51 | 56.7 | 72.6914 | 63.9115 | 81.4713 | 2e-04 | 0.8253 | 0.4725 | 0.6388 |
52 | 57.9 | 72.8924 | 63.2118 | 82.573 | 0.0012 | 0.9995 | 0.4671 | 0.6417 |
53 | 58.8 | 72.7867 | 62.3733 | 83.2 | 0.0042 | 0.9975 | 0.6102 | 0.6246 |
54 | 59.3 | 72.8423 | 61.7001 | 83.9844 | 0.0086 | 0.9932 | 0.447 | 0.6204 |
55 | 61.3 | 72.813 | 61.009 | 84.6171 | 0.028 | 0.9876 | 0.5992 | 0.612 |
56 | 62.9 | 72.8284 | 60.3867 | 85.2701 | 0.0589 | 0.9653 | 0.6012 | 0.6073 |
57 | 61.4 | 72.8203 | 59.7776 | 85.8631 | 0.0431 | 0.932 | 0.0986 | 0.602 |
58 | 64.5 | 72.8246 | 59.2045 | 86.4446 | 0.1155 | 0.9499 | 0.3187 | 0.598 |
59 | 63.8 | 72.8223 | 58.6498 | 86.9948 | 0.1061 | 0.8751 | 0.5941 | 0.5941 |
60 | 61.6 | 72.8235 | 58.1186 | 87.5284 | 0.0673 | 0.8855 | 0.3507 | 0.5908 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
48 | 0.0414 | 0.0267 | 0 | 3.8842 | 0 | 0 |
49 | 0.0467 | -0.0324 | 0.0296 | 5.5068 | 4.6955 | 2.1669 |
50 | 0.0558 | -0.0626 | 0.0406 | 20.9181 | 10.103 | 3.1785 |
51 | 0.0616 | -0.22 | 0.0854 | 255.7238 | 71.5082 | 8.4563 |
52 | 0.0678 | -0.2057 | 0.1095 | 224.7713 | 102.1608 | 10.1075 |
53 | 0.073 | -0.1922 | 0.1233 | 195.6272 | 117.7386 | 10.8507 |
54 | 0.078 | -0.1859 | 0.1322 | 183.3927 | 127.1177 | 11.2747 |
55 | 0.0827 | -0.1581 | 0.1355 | 132.5499 | 127.7968 | 11.3047 |
56 | 0.0872 | -0.1363 | 0.1355 | 98.5731 | 124.5497 | 11.1602 |
57 | 0.0914 | -0.1568 | 0.1377 | 130.4237 | 125.1371 | 11.1865 |
58 | 0.0954 | -0.1143 | 0.1356 | 69.2984 | 120.0608 | 10.9572 |
59 | 0.0993 | -0.1239 | 0.1346 | 81.4025 | 116.8393 | 10.8092 |
60 | 0.103 | -0.1541 | 0.1361 | 125.9671 | 117.5415 | 10.8417 |