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 | 148.6 | - | - | - | - | - | - | - |
37 | 101.4 | - | - | - | - | - | - | - |
38 | 134.8 | - | - | - | - | - | - | - |
39 | 143.7 | - | - | - | - | - | - | - |
40 | 81.6 | - | - | - | - | - | - | - |
41 | 90.3 | - | - | - | - | - | - | - |
42 | 141.5 | - | - | - | - | - | - | - |
43 | 140.7 | - | - | - | - | - | - | - |
44 | 140.2 | - | - | - | - | - | - | - |
45 | 100.2 | - | - | - | - | - | - | - |
46 | 125.7 | - | - | - | - | - | - | - |
47 | 119.6 | - | - | - | - | - | - | - |
48 | 134.7 | - | - | - | - | - | - | - |
49 | 109 | 122.3512 | 96.7937 | 147.9087 | 0.1529 | 0.1718 | 0.9459 | 0.1718 |
50 | 116.3 | 119.4098 | 93.6537 | 145.166 | 0.4065 | 0.7859 | 0.1208 | 0.1223 |
51 | 146.9 | 143.7155 | 117.7643 | 169.6667 | 0.405 | 0.9808 | 0.5005 | 0.752 |
52 | 97.4 | 87.5473 | 61.4046 | 113.69 | 0.23 | 0 | 0.6722 | 2e-04 |
53 | 89.4 | 90.9187 | 64.5879 | 117.2495 | 0.455 | 0.3147 | 0.5184 | 6e-04 |
54 | 132.1 | 138.8963 | 112.3808 | 165.4118 | 0.3077 | 0.9999 | 0.4237 | 0.6218 |
55 | 139.8 | 130.5717 | 103.8748 | 157.2686 | 0.249 | 0.4553 | 0.2286 | 0.3809 |
56 | 129 | 131.3607 | 104.4856 | 158.2358 | 0.4317 | 0.2691 | 0.2596 | 0.4038 |
57 | 112.5 | 113.0995 | 86.0494 | 140.1497 | 0.4827 | 0.1246 | 0.825 | 0.0588 |
58 | 121.9 | 122.5141 | 95.2921 | 149.7361 | 0.4824 | 0.7646 | 0.4093 | 0.1901 |
59 | 121.7 | 127.6006 | 100.2097 | 154.9915 | 0.3364 | 0.6583 | 0.7165 | 0.3057 |
60 | 123.1 | 150.2627 | 122.7059 | 177.8195 | 0.0267 | 0.9789 | 0.8658 | 0.8658 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1066 | -0.1091 | 0 | 178.2544 | 0 | 0 |
50 | 0.11 | -0.026 | 0.0676 | 9.671 | 93.9627 | 9.6934 |
51 | 0.0921 | 0.0222 | 0.0524 | 10.1411 | 66.0222 | 8.1254 |
52 | 0.1524 | 0.1125 | 0.0675 | 97.0753 | 73.7855 | 8.5898 |
53 | 0.1478 | -0.0167 | 0.0573 | 2.3065 | 59.4897 | 7.713 |
54 | 0.0974 | -0.0489 | 0.0559 | 46.1896 | 57.273 | 7.5679 |
55 | 0.1043 | 0.0707 | 0.058 | 85.1608 | 61.257 | 7.8267 |
56 | 0.1044 | -0.018 | 0.053 | 5.5729 | 54.2965 | 7.3686 |
57 | 0.122 | -0.0053 | 0.0477 | 0.3595 | 48.3035 | 6.9501 |
58 | 0.1134 | -0.005 | 0.0434 | 0.3771 | 43.5108 | 6.5963 |
59 | 0.1095 | -0.0462 | 0.0437 | 34.8171 | 42.7205 | 6.5361 |
60 | 0.0936 | -0.1808 | 0.0551 | 737.8116 | 100.6447 | 10.0322 |