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[49]) |
37 | 117 | - | - | - | - | - | - | - |
38 | 111 | - | - | - | - | - | - | - |
39 | 105 | - | - | - | - | - | - | - |
40 | 102 | - | - | - | - | - | - | - |
41 | 95 | - | - | - | - | - | - | - |
42 | 93 | - | - | - | - | - | - | - |
43 | 124 | - | - | - | - | - | - | - |
44 | 130 | - | - | - | - | - | - | - |
45 | 124 | - | - | - | - | - | - | - |
46 | 115 | - | - | - | - | - | - | - |
47 | 106 | - | - | - | - | - | - | - |
48 | 105 | - | - | - | - | - | - | - |
49 | 105 | - | - | - | - | - | - | - |
50 | 101 | 99.6154 | 95.181 | 104.2564 | 0.2794 | 0.0115 | 0 | 0.0115 |
51 | 95 | 94.2308 | 88.3537 | 100.4987 | 0.405 | 0.0171 | 4e-04 | 4e-04 |
52 | 93 | 91.5385 | 84.5961 | 99.0506 | 0.3515 | 0.1832 | 0.0032 | 2e-04 |
53 | 84 | 85.2564 | 77.8349 | 93.3855 | 0.381 | 0.0309 | 0.0094 | 0 |
54 | 87 | 83.4615 | 75.3816 | 92.4075 | 0.2191 | 0.453 | 0.0183 | 0 |
55 | 116 | 111.2821 | 99.5368 | 124.4133 | 0.2407 | 0.9999 | 0.0288 | 0.8258 |
56 | 120 | 116.6667 | 103.4246 | 131.6042 | 0.3309 | 0.5349 | 0.0401 | 0.9371 |
57 | 117 | 111.2821 | 97.8339 | 126.5787 | 0.2319 | 0.132 | 0.0516 | 0.7896 |
58 | 109 | 103.2051 | 90.027 | 118.3123 | 0.2261 | 0.0367 | 0.063 | 0.4079 |
59 | 105 | 95.1282 | 82.3705 | 109.8619 | 0.0946 | 0.0325 | 0.0741 | 0.0946 |
60 | 107 | 94.2308 | 81.0219 | 109.593 | 0.0516 | 0.0847 | 0.0847 | 0.0847 |
61 | 109 | 94.2308 | 80.4796 | 110.3315 | 0.0361 | 0.06 | 0.0949 | 0.0949 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0238 | 0.0139 | 0 | 1.9172 | 0 | 0 |
51 | 0.0339 | 0.0082 | 0.011 | 0.5917 | 1.2544 | 1.12 |
52 | 0.0419 | 0.016 | 0.0127 | 2.1361 | 1.5483 | 1.2443 |
53 | 0.0486 | -0.0147 | 0.0132 | 1.5786 | 1.5559 | 1.2474 |
54 | 0.0547 | 0.0424 | 0.019 | 12.5207 | 3.7488 | 1.9362 |
55 | 0.0602 | 0.0424 | 0.0229 | 22.259 | 6.8339 | 2.6142 |
56 | 0.0653 | 0.0286 | 0.0237 | 11.1111 | 7.4449 | 2.7285 |
57 | 0.0701 | 0.0514 | 0.0272 | 32.6949 | 10.6012 | 3.2559 |
58 | 0.0747 | 0.0561 | 0.0304 | 33.5805 | 13.1544 | 3.6269 |
59 | 0.079 | 0.1038 | 0.0377 | 97.4523 | 21.5842 | 4.6459 |
60 | 0.0832 | 0.1355 | 0.0466 | 163.0533 | 34.445 | 5.869 |
61 | 0.0872 | 0.1567 | 0.0558 | 218.1302 | 49.7521 | 7.0535 |