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[32]) |
20 | 74.7 | - | - | - | - | - | - | - |
21 | 108.5 | - | - | - | - | - | - | - |
22 | 114.5 | - | - | - | - | - | - | - |
23 | 96.9 | - | - | - | - | - | - | - |
24 | 89.6 | - | - | - | - | - | - | - |
25 | 97.1 | - | - | - | - | - | - | - |
26 | 100.3 | - | - | - | - | - | - | - |
27 | 122.6 | - | - | - | - | - | - | - |
28 | 115.4 | - | - | - | - | - | - | - |
29 | 109 | - | - | - | - | - | - | - |
30 | 129.1 | - | - | - | - | - | - | - |
31 | 102.8 | - | - | - | - | - | - | - |
32 | 96.2 | - | - | - | - | - | - | - |
33 | 127.7 | 122.5071 | 100.67 | 153.0465 | 0.3695 | 0.9543 | 0.8157 | 0.9543 |
34 | 128.9 | 129.5576 | 104.3393 | 166.1645 | 0.486 | 0.5396 | 0.7899 | 0.963 |
35 | 126.5 | 111.4923 | 91.1338 | 140.2429 | 0.1531 | 0.1177 | 0.8401 | 0.8514 |
36 | 119.8 | 99.2789 | 81.7185 | 123.7624 | 0.0502 | 0.0147 | 0.7808 | 0.5973 |
37 | 113.2 | 99.908 | 79.409 | 130.4073 | 0.1965 | 0.1006 | 0.5716 | 0.5942 |
38 | 114.1 | 108.4604 | 81.8573 | 152.1938 | 0.4002 | 0.4159 | 0.6427 | 0.7087 |
39 | 134.1 | 114.1972 | 84.0485 | 166.3071 | 0.227 | 0.5015 | 0.376 | 0.7508 |
40 | 130 | 111.9233 | 82.1655 | 163.6228 | 0.2466 | 0.2002 | 0.4476 | 0.7244 |
41 | 121.8 | 106.7994 | 78.57 | 155.6342 | 0.2736 | 0.1759 | 0.4648 | 0.6647 |
42 | 132.1 | 104.8799 | 76.5008 | 154.8328 | 0.1428 | 0.2534 | 0.171 | 0.6333 |
43 | 105.3 | 106.7303 | 76.3983 | 162.2269 | 0.4799 | 0.1851 | 0.5552 | 0.645 |
44 | 103 | 109.3139 | 76.8615 | 170.953 | 0.4204 | 0.5508 | 0.6617 | 0.6617 |
45 | 117.1 | 109.8184 | 76.4363 | 174.6047 | 0.4128 | 0.5817 | 0.2943 | 0.6598 |
46 | 126.3 | 108.453 | 75.0955 | 173.914 | 0.2965 | 0.3979 | 0.2702 | 0.6431 |
47 | 138.1 | 107.2304 | 73.7891 | 173.7396 | 0.1815 | 0.2871 | 0.2851 | 0.6274 |
48 | 119.5 | 107.2773 | 73.0938 | 176.7411 | 0.3651 | 0.1922 | 0.3619 | 0.6227 |
49 | 138 | 108.1008 | 72.8158 | 181.6309 | 0.2127 | 0.3806 | 0.4459 | 0.6245 |
50 | 135.5 | 108.63 | 72.4573 | 185.6738 | 0.2471 | 0.2275 | 0.4447 | 0.6241 |
51 | 178.6 | 108.4457 | 71.7971 | 187.8203 | 0.0416 | 0.252 | 0.2632 | 0.6188 |
52 | 162.2 | 107.9794 | 71.0134 | 189.2587 | 0.0955 | 0.0443 | 0.2977 | 0.6118 |
53 | 176.9 | 107.7855 | 70.3595 | 191.4874 | 0.0528 | 0.1013 | 0.3714 | 0.6069 |
54 | 204.9 | 107.9562 | 69.8878 | 194.7397 | 0.0143 | 0.0597 | 0.2928 | 0.6047 |
55 | 132.2 | 108.1978 | 69.4728 | 198.1754 | 0.3005 | 0.0176 | 0.5252 | 0.6031 |
56 | 142.5 | 108.2493 | 68.9954 | 201.0486 | 0.2347 | 0.3065 | 0.5441 | 0.6004 |
57 | 164.3 | 108.1269 | 68.4552 | 203.4197 | 0.124 | 0.2398 | 0.4268 | 0.5969 |
58 | 174.9 | 108.0112 | 67.9278 | 205.8374 | 0.0901 | 0.1297 | 0.357 | 0.5935 |
59 | 175.4 | 108.0127 | 67.4619 | 208.6362 | 0.0947 | 0.0963 | 0.2789 | 0.591 |
60 | 143 | 108.0888 | 67.0417 | 211.6788 | 0.2545 | 0.1014 | 0.4145 | 0.589 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.1272 | 0.0424 | 0 | 26.9665 | 0 | 0 |
34 | 0.1442 | -0.0051 | 0.0237 | 0.4325 | 13.6995 | 3.7013 |
35 | 0.1316 | 0.1346 | 0.0607 | 225.23 | 84.2097 | 9.1766 |
36 | 0.1258 | 0.2067 | 0.0972 | 421.1153 | 168.4361 | 12.9783 |
37 | 0.1558 | 0.133 | 0.1044 | 176.6772 | 170.0843 | 13.0416 |
38 | 0.2057 | 0.052 | 0.0956 | 31.8054 | 147.0378 | 12.1259 |
39 | 0.2328 | 0.1743 | 0.1069 | 396.1197 | 182.6209 | 13.5137 |
40 | 0.2357 | 0.1615 | 0.1137 | 326.7675 | 200.6393 | 14.1647 |
41 | 0.2333 | 0.1405 | 0.1167 | 225.0183 | 203.348 | 14.26 |
42 | 0.243 | 0.2595 | 0.131 | 740.9319 | 257.1064 | 16.0345 |
43 | 0.2653 | -0.0134 | 0.1203 | 2.0458 | 233.9191 | 15.2944 |
44 | 0.2877 | -0.0578 | 0.1151 | 39.8651 | 217.7479 | 14.7563 |
45 | 0.301 | 0.0663 | 0.1113 | 53.0219 | 205.0767 | 14.3205 |
46 | 0.308 | 0.1646 | 0.1151 | 318.5169 | 213.1796 | 14.6007 |
47 | 0.3165 | 0.2879 | 0.1266 | 952.9352 | 262.4966 | 16.2017 |
48 | 0.3304 | 0.1139 | 0.1258 | 149.3943 | 255.4277 | 15.9821 |
49 | 0.347 | 0.2766 | 0.1347 | 893.9623 | 292.9886 | 17.1169 |
50 | 0.3619 | 0.2474 | 0.141 | 721.9946 | 316.8222 | 17.7995 |
51 | 0.3734 | 0.6469 | 0.1676 | 4921.6247 | 559.1803 | 23.647 |
52 | 0.384 | 0.5021 | 0.1843 | 2939.8746 | 678.215 | 26.0426 |
53 | 0.3962 | 0.6412 | 0.2061 | 4776.82 | 873.3866 | 29.5531 |
54 | 0.4101 | 0.898 | 0.2375 | 9398.1042 | 1260.8738 | 35.5088 |
55 | 0.4243 | 0.2218 | 0.2368 | 576.1079 | 1231.1014 | 35.0871 |
56 | 0.4374 | 0.3164 | 0.2402 | 1173.1088 | 1228.685 | 35.0526 |
57 | 0.4496 | 0.5195 | 0.2513 | 3155.4154 | 1305.7542 | 36.1352 |
58 | 0.4621 | 0.6193 | 0.2655 | 4474.1068 | 1427.614 | 37.7838 |
59 | 0.4753 | 0.6239 | 0.2788 | 4541.0496 | 1542.9264 | 39.2801 |
60 | 0.489 | 0.323 | 0.2803 | 1218.7947 | 1531.3503 | 39.1325 |