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[37]) |
25 | 141.2 | - | - | - | - | - | - | - |
26 | 151.8 | - | - | - | - | - | - | - |
27 | 155.4 | - | - | - | - | - | - | - |
28 | 156.6 | - | - | - | - | - | - | - |
29 | 161.6 | - | - | - | - | - | - | - |
30 | 160.7 | - | - | - | - | - | - | - |
31 | 156 | - | - | - | - | - | - | - |
32 | 159.5 | - | - | - | - | - | - | - |
33 | 168.7 | - | - | - | - | - | - | - |
34 | 169.9 | - | - | - | - | - | - | - |
35 | 169.9 | - | - | - | - | - | - | - |
36 | 185.9 | - | - | - | - | - | - | - |
37 | 190.8 | - | - | - | - | - | - | - |
38 | 195.8 | 190.8 | 180.0873 | 201.5127 | 0.1801 | 0.5 | 1 | 0.5 |
39 | 211.9 | 190.8 | 175.6499 | 205.9501 | 0.0032 | 0.2589 | 1 | 0.5 |
40 | 227.1 | 190.8 | 172.245 | 209.355 | 1e-04 | 0.0129 | 0.9998 | 0.5 |
41 | 251.3 | 190.8 | 169.3746 | 212.2254 | 0 | 4e-04 | 0.9962 | 0.5 |
42 | 256.7 | 190.8 | 166.8456 | 214.7544 | 0 | 0 | 0.9931 | 0.5 |
43 | 251.9 | 190.8 | 164.5593 | 217.0407 | 0 | 0 | 0.9953 | 0.5 |
44 | 251.2 | 190.8 | 162.4568 | 219.1432 | 0 | 0 | 0.9848 | 0.5 |
45 | 270.3 | 190.8 | 160.4998 | 221.1002 | 0 | 0 | 0.9236 | 0.5 |
46 | 267.2 | 190.8 | 158.6618 | 222.9382 | 0 | 0 | 0.8988 | 0.5 |
47 | 243 | 190.8 | 156.9234 | 224.6766 | 0.0013 | 0 | 0.8867 | 0.5 |
48 | 229.9 | 190.8 | 155.2699 | 226.3301 | 0.0155 | 0.002 | 0.6065 | 0.5 |
49 | 187.2 | 190.8 | 153.69 | 227.91 | 0.4246 | 0.0195 | 0.5 | 0.5 |
50 | 178.2 | 190.8 | 152.1747 | 229.4253 | 0.2613 | 0.5725 | 0.3999 | 0.5 |
51 | 175.2 | 190.8 | 150.7167 | 230.8833 | 0.2228 | 0.7311 | 0.1511 | 0.5 |
52 | 192.4 | 190.8 | 149.3098 | 232.2902 | 0.4699 | 0.7694 | 0.0432 | 0.5 |
53 | 187 | 190.8 | 147.9491 | 233.6509 | 0.431 | 0.4708 | 0.0028 | 0.5 |
54 | 184 | 190.8 | 146.6303 | 234.9697 | 0.3814 | 0.567 | 0.0017 | 0.5 |
55 | 194.1 | 190.8 | 145.3498 | 236.2502 | 0.4434 | 0.6153 | 0.0042 | 0.5 |
56 | 212.7 | 190.8 | 144.1043 | 237.4957 | 0.179 | 0.4449 | 0.0056 | 0.5 |
57 | 217.5 | 190.8 | 142.8912 | 238.7088 | 0.1373 | 0.1851 | 6e-04 | 0.5 |
58 | 200.5 | 190.8 | 141.7081 | 239.8919 | 0.3493 | 0.1432 | 0.0011 | 0.5 |
59 | 205.9 | 190.8 | 140.5529 | 241.0471 | 0.2779 | 0.3526 | 0.0209 | 0.5 |
60 | 196.5 | 190.8 | 139.4236 | 242.1764 | 0.4139 | 0.2823 | 0.0679 | 0.5 |
61 | 206.3 | 190.8 | 138.3186 | 243.2814 | 0.2813 | 0.4157 | 0.5535 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
38 | 0.0286 | 0.0262 | 0 | 25 | 0 | 0 |
39 | 0.0405 | 0.1106 | 0.0684 | 445.21 | 235.105 | 15.3331 |
40 | 0.0496 | 0.1903 | 0.109 | 1317.69 | 595.9667 | 24.4124 |
41 | 0.0573 | 0.3171 | 0.161 | 3660.25 | 1362.0375 | 36.9058 |
42 | 0.0641 | 0.3454 | 0.1979 | 4342.81 | 1958.192 | 44.2515 |
43 | 0.0702 | 0.3202 | 0.2183 | 3733.21 | 2254.0283 | 47.4766 |
44 | 0.0758 | 0.3166 | 0.2323 | 3648.16 | 2453.19 | 49.5297 |
45 | 0.081 | 0.4167 | 0.2554 | 6320.25 | 2936.5725 | 54.1902 |
46 | 0.0859 | 0.4004 | 0.2715 | 5836.96 | 3258.8378 | 57.0862 |
47 | 0.0906 | 0.2736 | 0.2717 | 2724.84 | 3205.438 | 56.6166 |
48 | 0.095 | 0.2049 | 0.2656 | 1528.81 | 3053.0173 | 55.2541 |
49 | 0.0992 | -0.0189 | 0.2451 | 12.96 | 2799.6792 | 52.912 |
50 | 0.1033 | -0.066 | 0.2313 | 158.76 | 2596.5315 | 50.9562 |
51 | 0.1072 | -0.0818 | 0.2206 | 243.36 | 2428.4479 | 49.2793 |
52 | 0.1109 | 0.0084 | 0.2065 | 2.56 | 2266.722 | 47.6101 |
53 | 0.1146 | -0.0199 | 0.1948 | 14.44 | 2125.9544 | 46.1081 |
54 | 0.1181 | -0.0356 | 0.1854 | 46.24 | 2003.6182 | 44.7618 |
55 | 0.1215 | 0.0173 | 0.1761 | 10.89 | 1892.9111 | 43.5076 |
56 | 0.1249 | 0.1148 | 0.1729 | 479.61 | 1818.5268 | 42.6442 |
57 | 0.1281 | 0.1399 | 0.1712 | 712.89 | 1763.245 | 41.991 |
58 | 0.1313 | 0.0508 | 0.1655 | 94.09 | 1683.7614 | 41.0337 |
59 | 0.1344 | 0.0791 | 0.1616 | 228.01 | 1617.5909 | 40.2193 |
60 | 0.1374 | 0.0299 | 0.1558 | 32.49 | 1548.6735 | 39.3532 |
61 | 0.1403 | 0.0812 | 0.1527 | 240.25 | 1494.1558 | 38.6543 |