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[44]) |
32 | 68.35 | - | - | - | - | - | - | - |
33 | 82.59 | - | - | - | - | - | - | - |
34 | 98.41 | - | - | - | - | - | - | - |
35 | 71.25 | - | - | - | - | - | - | - |
36 | 47.58 | - | - | - | - | - | - | - |
37 | 130.83 | - | - | - | - | - | - | - |
38 | 113.6 | - | - | - | - | - | - | - |
39 | 125.69 | - | - | - | - | - | - | - |
40 | 113.6 | - | - | - | - | - | - | - |
41 | 97.12 | - | - | - | - | - | - | - |
42 | 104.43 | - | - | - | - | - | - | - |
43 | 91.84 | - | - | - | - | - | - | - |
44 | 75.11 | - | - | - | - | - | - | - |
45 | 89.24 | 78.0871 | 66.5959 | 89.5782 | 0.0286 | 0.6942 | 0.2212 | 0.6942 |
46 | 110.23 | 94.166 | 82.2517 | 106.0804 | 0.0041 | 0.7911 | 0.2425 | 0.9991 |
47 | 78.42 | 74.6554 | 61.7002 | 87.6105 | 0.2845 | 0 | 0.6968 | 0.4726 |
48 | 68.45 | 46.5415 | 33.4815 | 59.6014 | 5e-04 | 0 | 0.4381 | 0 |
49 | 122.81 | 123.8374 | 110.8163 | 136.8584 | 0.4386 | 1 | 0.1463 | 1 |
50 | 129.66 | 130.2949 | 116.8975 | 143.6922 | 0.463 | 0.8632 | 0.9927 | 1 |
51 | 159.06 | 128.5113 | 115.1275 | 141.8952 | 0 | 0.4332 | 0.6603 | 1 |
52 | 139.03 | 120.3337 | 106.983 | 133.6843 | 0.003 | 0 | 0.8386 | 1 |
53 | 102.16 | 96.1736 | 82.541 | 109.8062 | 0.1947 | 0 | 0.4459 | 0.9988 |
54 | 113.59 | 85.076 | 71.4316 | 98.7203 | 0 | 0.0071 | 0.0027 | 0.9239 |
55 | 81.46 | 76.835 | 63.202 | 90.468 | 0.253 | 0 | 0.0155 | 0.5979 |
56 | 77.36 | 61.465 | 47.6501 | 75.28 | 0.0121 | 0.0023 | 0.0264 | 0.0264 |
57 | 87.57 | 68.5033 | 53.7663 | 83.2403 | 0.0056 | 0.1194 | 0.0029 | 0.1898 |
58 | 101.23 | 85.059 | 70.0127 | 100.1053 | 0.0176 | 0.3718 | 5e-04 | 0.9025 |
59 | 87.21 | 62.6781 | 46.9936 | 78.3626 | 0.0011 | 0 | 0.0246 | 0.0601 |
60 | 64.94 | 32.1065 | 16.4736 | 47.7393 | 0 | 0 | 0 | 0 |
61 | 133.12 | 118.6752 | 102.9768 | 134.3735 | 0.0357 | 1 | 0.3028 | 1 |
62 | 117.99 | 104.4193 | 88.5224 | 120.3162 | 0.0471 | 2e-04 | 9e-04 | 0.9998 |
63 | 135.9 | 109.9794 | 94.1158 | 125.8429 | 7e-04 | 0.1611 | 0 | 1 |
64 | 125.67 | 103.3116 | 87.3177 | 119.3055 | 0.0031 | 0 | 0 | 0.9997 |
65 | 108.03 | 85.8818 | 69.8246 | 101.9391 | 0.0034 | 0 | 0.0235 | 0.9057 |
66 | 128.31 | 88.1412 | 72.1281 | 104.1543 | 0 | 0.0075 | 9e-04 | 0.9446 |
67 | 84.74 | 81.5881 | 65.3679 | 97.8082 | 0.3516 | 0 | 0.5062 | 0.7831 |
68 | 86.38 | 61.9548 | 45.7426 | 78.167 | 0.0016 | 0.0029 | 0.0313 | 0.0559 |
69 | 92.24 | 63.0211 | 43.511 | 82.5312 | 0.0017 | 0.0095 | 0.0068 | 0.1123 |
70 | 95.83 | 84.4959 | 64.1254 | 104.8664 | 0.1377 | 0.2281 | 0.0537 | 0.8168 |
71 | 92.33 | 60.3385 | 39.3641 | 81.3128 | 0.0014 | 5e-04 | 0.006 | 0.0837 |
72 | 54.27 | 32.4389 | 11.3975 | 53.4803 | 0.021 | 0 | 0.0012 | 0 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
45 | 0.0751 | 0.1428 | 0 | 124.3874 | 0 | 0 |
46 | 0.0646 | 0.1706 | 0.1567 | 258.0507 | 191.2191 | 13.8282 |
47 | 0.0885 | 0.0504 | 0.1213 | 14.1724 | 132.2035 | 11.498 |
48 | 0.1432 | 0.4707 | 0.2086 | 479.9829 | 219.1484 | 14.8037 |
49 | 0.0536 | -0.0083 | 0.1686 | 1.0555 | 175.5298 | 13.2488 |
50 | 0.0525 | -0.0049 | 0.1413 | 0.4031 | 146.342 | 12.0972 |
51 | 0.0531 | 0.2377 | 0.1551 | 933.222 | 258.7534 | 16.0858 |
52 | 0.0566 | 0.1554 | 0.1551 | 349.5534 | 270.1034 | 16.4348 |
53 | 0.0723 | 0.0622 | 0.1448 | 35.8368 | 244.0738 | 15.6229 |
54 | 0.0818 | 0.3352 | 0.1638 | 813.051 | 300.9715 | 17.3485 |
55 | 0.0905 | 0.0602 | 0.1544 | 21.3905 | 275.555 | 16.5999 |
56 | 0.1147 | 0.2586 | 0.1631 | 252.6498 | 273.6463 | 16.5423 |
57 | 0.1098 | 0.2783 | 0.172 | 363.5393 | 280.5611 | 16.75 |
58 | 0.0903 | 0.1901 | 0.1732 | 261.5012 | 279.1997 | 16.7093 |
59 | 0.1277 | 0.3914 | 0.1878 | 601.8157 | 300.7074 | 17.3409 |
60 | 0.2484 | 1.0226 | 0.24 | 1078.042 | 349.2908 | 18.6893 |
61 | 0.0675 | 0.1217 | 0.233 | 208.6534 | 341.0181 | 18.4667 |
62 | 0.0777 | 0.13 | 0.2273 | 184.1641 | 332.3039 | 18.2292 |
63 | 0.0736 | 0.2357 | 0.2277 | 671.8799 | 350.1764 | 18.713 |
64 | 0.079 | 0.2164 | 0.2272 | 499.8979 | 357.6624 | 18.912 |
65 | 0.0954 | 0.2579 | 0.2286 | 490.5412 | 363.99 | 19.0785 |
66 | 0.0927 | 0.4557 | 0.239 | 1613.5313 | 420.7873 | 20.5131 |
67 | 0.1014 | 0.0386 | 0.2302 | 9.9347 | 402.9242 | 20.073 |
68 | 0.1335 | 0.3942 | 0.2371 | 596.5903 | 410.9936 | 20.273 |
69 | 0.1579 | 0.4636 | 0.2461 | 853.745 | 428.7036 | 20.7052 |
70 | 0.123 | 0.1341 | 0.2418 | 128.462 | 417.1559 | 20.4244 |
71 | 0.1774 | 0.5302 | 0.2525 | 1023.4592 | 439.6116 | 20.9669 |
72 | 0.3309 | 0.673 | 0.2675 | 476.5959 | 440.9324 | 20.9984 |