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 | 119 | - | - | - | - | - | - | - |
37 | 140.4 | - | - | - | - | - | - | - |
38 | 156.6 | - | - | - | - | - | - | - |
39 | 137.1 | - | - | - | - | - | - | - |
40 | 122.7 | - | - | - | - | - | - | - |
41 | 125.8 | - | - | - | - | - | - | - |
42 | 139.3 | - | - | - | - | - | - | - |
43 | 134.9 | - | - | - | - | - | - | - |
44 | 149.2 | - | - | - | - | - | - | - |
45 | 132.3 | - | - | - | - | - | - | - |
46 | 149 | - | - | - | - | - | - | - |
47 | 117.2 | - | - | - | - | - | - | - |
48 | 119.6 | - | - | - | - | - | - | - |
49 | 152 | 146.3857 | 132.6028 | 160.1687 | 0.2123 | 0.9999 | 0.8027 | 0.9999 |
50 | 149.4 | 157.8421 | 143.3749 | 172.3092 | 0.1264 | 0.7857 | 0.5668 | 1 |
51 | 127.3 | 137.4475 | 119.5453 | 155.3497 | 0.1333 | 0.0953 | 0.5152 | 0.9747 |
52 | 114.1 | 120.9737 | 101.9624 | 139.9849 | 0.2393 | 0.2571 | 0.4294 | 0.5563 |
53 | 102.1 | 125.7407 | 104.6189 | 146.8625 | 0.0141 | 0.86 | 0.4978 | 0.7156 |
54 | 107.7 | 145.7078 | 123.3559 | 168.0597 | 4e-04 | 0.9999 | 0.7129 | 0.989 |
55 | 104.4 | 132.2533 | 108.3101 | 156.1965 | 0.0113 | 0.9778 | 0.4142 | 0.8499 |
56 | 102.1 | 156.3433 | 131.181 | 181.5056 | 0 | 1 | 0.711 | 0.9979 |
57 | 96 | 133.2435 | 106.7517 | 159.7352 | 0.0029 | 0.9894 | 0.5278 | 0.8436 |
58 | 109.3 | 143.987 | 116.3301 | 171.6438 | 0.007 | 0.9997 | 0.3612 | 0.958 |
59 | 90 | 121.9076 | 93.0833 | 150.7319 | 0.015 | 0.8044 | 0.6256 | 0.5623 |
60 | 83.9 | 118.5355 | 88.6078 | 148.4633 | 0.0117 | 0.9692 | 0.4722 | 0.4722 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.048 | 0.0384 | 0 | 31.52 | 0 | 0 |
50 | 0.0468 | -0.0535 | 0.0459 | 71.2684 | 51.3942 | 7.169 |
51 | 0.0665 | -0.0738 | 0.0552 | 102.9715 | 68.5867 | 8.2817 |
52 | 0.0802 | -0.0568 | 0.0556 | 47.2474 | 63.2519 | 7.9531 |
53 | 0.0857 | -0.188 | 0.0821 | 558.8832 | 162.3781 | 12.7428 |
54 | 0.0783 | -0.2608 | 0.1119 | 1444.5899 | 376.0801 | 19.3928 |
55 | 0.0924 | -0.2106 | 0.126 | 775.8065 | 433.1839 | 20.8131 |
56 | 0.0821 | -0.3469 | 0.1536 | 2942.3351 | 746.8278 | 27.3281 |
57 | 0.1014 | -0.2795 | 0.1676 | 1387.0752 | 817.9664 | 28.6001 |
58 | 0.098 | -0.2409 | 0.1749 | 1203.188 | 856.4885 | 29.2658 |
59 | 0.1206 | -0.2617 | 0.1828 | 1018.0941 | 871.1799 | 29.5158 |
60 | 0.1288 | -0.2922 | 0.1919 | 1199.62 | 898.55 | 29.9758 |