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[61]) |
49 | 76.7 | - | - | - | - | - | - | - |
50 | 84 | - | - | - | - | - | - | - |
51 | 103.3 | - | - | - | - | - | - | - |
52 | 88.5 | - | - | - | - | - | - | - |
53 | 99 | - | - | - | - | - | - | - |
54 | 105.9 | - | - | - | - | - | - | - |
55 | 44.7 | - | - | - | - | - | - | - |
56 | 94 | - | - | - | - | - | - | - |
57 | 107.1 | - | - | - | - | - | - | - |
58 | 104.8 | - | - | - | - | - | - | - |
59 | 102.5 | - | - | - | - | - | - | - |
60 | 77.7 | - | - | - | - | - | - | - |
61 | 85.2 | - | - | - | - | - | - | - |
62 | 91.3 | 85.1453 | 73.4952 | 96.7954 | 0.1502 | 0.4963 | 0.5764 | 0.4963 |
63 | 106.5 | 106.3554 | 94.598 | 118.1129 | 0.4904 | 0.994 | 0.6947 | 0.9998 |
64 | 92.4 | 90.7677 | 78.8118 | 102.7236 | 0.3945 | 0.005 | 0.645 | 0.8193 |
65 | 97.5 | 101.2857 | 89.2917 | 113.2797 | 0.2681 | 0.9268 | 0.6456 | 0.9957 |
66 | 107 | 107.982 | 95.9277 | 120.0362 | 0.4366 | 0.9558 | 0.6325 | 0.9999 |
67 | 51.1 | 46.6566 | 34.5583 | 58.7548 | 0.2358 | 0 | 0.6244 | 0 |
68 | 98.6 | 95.8206 | 83.682 | 107.9593 | 0.3268 | 1 | 0.6156 | 0.9568 |
69 | 102.2 | 108.7994 | 96.6264 | 120.9724 | 0.144 | 0.9497 | 0.6078 | 0.9999 |
70 | 114.3 | 106.3847 | 94.1818 | 118.5877 | 0.1018 | 0.7493 | 0.6005 | 0.9997 |
71 | 99.4 | 103.9782 | 91.7493 | 116.2072 | 0.2315 | 0.049 | 0.5936 | 0.9987 |
72 | 72.5 | 79.0788 | 66.8272 | 91.3303 | 0.1463 | 6e-04 | 0.5873 | 0.1637 |
73 | 92.3 | 86.486 | 74.2149 | 98.7572 | 0.1765 | 0.9873 | 0.5814 | 0.5814 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
62 | 0.0698 | 0.0723 | 0 | 37.8801 | 0 | 0 |
63 | 0.0564 | 0.0014 | 0.0368 | 0.0209 | 18.9505 | 4.3532 |
64 | 0.0672 | 0.018 | 0.0305 | 2.6644 | 13.5218 | 3.6772 |
65 | 0.0604 | -0.0374 | 0.0323 | 14.3316 | 13.7243 | 3.7046 |
66 | 0.057 | -0.0091 | 0.0276 | 0.9643 | 11.1723 | 3.3425 |
67 | 0.1323 | 0.0952 | 0.0389 | 19.7442 | 12.6009 | 3.5498 |
68 | 0.0646 | 0.029 | 0.0375 | 7.7248 | 11.9043 | 3.4503 |
69 | 0.0571 | -0.0607 | 0.0404 | 43.5524 | 15.8603 | 3.9825 |
70 | 0.0585 | 0.0744 | 0.0442 | 62.6515 | 21.0594 | 4.589 |
71 | 0.06 | -0.044 | 0.0441 | 20.9602 | 21.0494 | 4.588 |
72 | 0.079 | -0.0832 | 0.0477 | 43.28 | 23.0704 | 4.8032 |
73 | 0.0724 | 0.0672 | 0.0493 | 33.8025 | 23.9647 | 4.8954 |