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 | 50.5 | - | - | - | - | - | - | - |
37 | 40.06 | - | - | - | - | - | - | - |
38 | 34.15 | - | - | - | - | - | - | - |
39 | 36.86 | - | - | - | - | - | - | - |
40 | 46.36 | - | - | - | - | - | - | - |
41 | 36.58 | - | - | - | - | - | - | - |
42 | 23.87 | - | - | - | - | - | - | - |
43 | 57.28 | - | - | - | - | - | - | - |
44 | 56.39 | - | - | - | - | - | - | - |
45 | 57.66 | - | - | - | - | - | - | - |
46 | 62.3 | - | - | - | - | - | - | - |
47 | 48.93 | - | - | - | - | - | - | - |
48 | 51.17 | - | - | - | - | - | - | - |
49 | 39.64 | 41.2107 | 31.9513 | 50.4701 | 0.3698 | 0.0175 | 0.5962 | 0.0175 |
50 | 33.21 | 35.0082 | 25.0645 | 44.9519 | 0.3615 | 0.1806 | 0.5672 | 7e-04 |
51 | 38.13 | 37.8962 | 25.7049 | 50.0876 | 0.485 | 0.7744 | 0.5662 | 0.0164 |
52 | 43.29 | 47.2879 | 34.1235 | 60.4523 | 0.2758 | 0.9136 | 0.5549 | 0.2816 |
53 | 30.6 | 37.5738 | 23.0067 | 52.1409 | 0.174 | 0.2209 | 0.5532 | 0.0337 |
54 | 21.96 | 24.8237 | 9.2655 | 40.3819 | 0.3591 | 0.2334 | 0.5478 | 5e-04 |
55 | 48.03 | 58.2581 | 41.6066 | 74.9096 | 0.1143 | 1 | 0.5458 | 0.7979 |
56 | 46.15 | 57.3532 | 39.7698 | 74.9367 | 0.1059 | 0.8507 | 0.5428 | 0.7547 |
57 | 50.74 | 58.6323 | 40.11 | 77.1546 | 0.2018 | 0.9067 | 0.541 | 0.7851 |
58 | 48.11 | 63.2668 | 43.8824 | 82.6512 | 0.0627 | 0.8974 | 0.5389 | 0.8894 |
59 | 38.39 | 49.9001 | 29.6721 | 70.1281 | 0.1324 | 0.5689 | 0.5374 | 0.451 |
60 | 44.11 | 52.1381 | 31.111 | 73.1652 | 0.2271 | 0.9 | 0.536 | 0.536 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1146 | -0.0381 | 0.0032 | 2.4672 | 0.2056 | 0.4534 |
50 | 0.1449 | -0.0514 | 0.0043 | 3.2335 | 0.2695 | 0.5191 |
51 | 0.1641 | 0.0062 | 5e-04 | 0.0547 | 0.0046 | 0.0675 |
52 | 0.142 | -0.0845 | 0.007 | 15.9831 | 1.3319 | 1.1541 |
53 | 0.1978 | -0.1856 | 0.0155 | 48.6339 | 4.0528 | 2.0132 |
54 | 0.3198 | -0.1154 | 0.0096 | 8.2007 | 0.6834 | 0.8267 |
55 | 0.1458 | -0.1756 | 0.0146 | 104.6139 | 8.7178 | 2.9526 |
56 | 0.1564 | -0.1953 | 0.0163 | 125.5127 | 10.4594 | 3.2341 |
57 | 0.1612 | -0.1346 | 0.0112 | 62.2881 | 5.1907 | 2.2783 |
58 | 0.1563 | -0.2396 | 0.02 | 229.728 | 19.144 | 4.3754 |
59 | 0.2068 | -0.2307 | 0.0192 | 132.4831 | 11.0403 | 3.3227 |
60 | 0.2058 | -0.154 | 0.0128 | 64.4503 | 5.3709 | 2.3175 |