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 | 111 | - | - | - | - | - | - | - |
21 | 112 | - | - | - | - | - | - | - |
22 | 144 | - | - | - | - | - | - | - |
23 | 150 | - | - | - | - | - | - | - |
24 | 149 | - | - | - | - | - | - | - |
25 | 134 | - | - | - | - | - | - | - |
26 | 123 | - | - | - | - | - | - | - |
27 | 116 | - | - | - | - | - | - | - |
28 | 117 | - | - | - | - | - | - | - |
29 | 111 | - | - | - | - | - | - | - |
30 | 105 | - | - | - | - | - | - | - |
31 | 102 | - | - | - | - | - | - | - |
32 | 95 | - | - | - | - | - | - | - |
33 | 93 | 98.4931 | 80.6683 | 116.3178 | 0.2729 | 0.6495 | 0.0687 | 0.6495 |
34 | 124 | 104.093 | 75.5378 | 132.6482 | 0.0859 | 0.7768 | 0.0031 | 0.7337 |
35 | 130 | 110.9558 | 74.7715 | 147.1401 | 0.1511 | 0.2399 | 0.0172 | 0.8063 |
36 | 124 | 115.3678 | 75.904 | 154.8316 | 0.3341 | 0.2337 | 0.0474 | 0.8441 |
37 | 115 | 117.0042 | 76.3871 | 157.6213 | 0.4615 | 0.3678 | 0.2061 | 0.8558 |
38 | 106 | 116.8463 | 75.7773 | 157.9154 | 0.3024 | 0.5351 | 0.3845 | 0.8514 |
39 | 105 | 116.0226 | 74.6456 | 157.3996 | 0.3008 | 0.6825 | 0.5004 | 0.8403 |
40 | 105 | 115.2622 | 73.5294 | 156.9951 | 0.3149 | 0.6851 | 0.4675 | 0.8294 |
41 | 101 | 114.8362 | 72.6364 | 157.036 | 0.2602 | 0.6761 | 0.5707 | 0.8216 |
42 | 95 | 114.7191 | 71.9556 | 157.4827 | 0.1831 | 0.7353 | 0.672 | 0.8169 |
43 | 93 | 114.7752 | 71.4019 | 158.1486 | 0.1626 | 0.8142 | 0.7181 | 0.8142 |
44 | 84 | 114.8791 | 70.8948 | 158.8633 | 0.0844 | 0.8352 | 0.8121 | 0.8121 |
45 | 87 | 114.9601 | 70.3854 | 159.5349 | 0.1095 | 0.9133 | 0.8329 | 0.8099 |
46 | 116 | 114.9991 | 69.8573 | 160.1409 | 0.4827 | 0.8879 | 0.348 | 0.8074 |
47 | 120 | 115.0051 | 69.3139 | 160.6963 | 0.4152 | 0.483 | 0.26 | 0.8046 |
48 | 117 | 114.9952 | 68.7654 | 161.2251 | 0.4661 | 0.416 | 0.3513 | 0.8017 |
49 | 109 | 114.9829 | 68.2207 | 161.7451 | 0.401 | 0.4663 | 0.4997 | 0.7989 |
50 | 105 | 114.9746 | 67.6844 | 162.2648 | 0.3397 | 0.5978 | 0.645 | 0.7961 |
51 | 107 | 114.9713 | 67.1573 | 162.7853 | 0.3719 | 0.6586 | 0.6586 | 0.7935 |
52 | 109 | 114.9714 | 66.6383 | 163.3045 | 0.4043 | 0.6267 | 0.657 | 0.791 |
53 | 109 | 114.9728 | 66.1258 | 163.8198 | 0.4053 | 0.5947 | 0.7125 | 0.7886 |
54 | 108 | 114.9742 | 65.6187 | 164.3297 | 0.3909 | 0.5938 | 0.7862 | 0.7862 |
55 | 107 | 114.975 | 65.1164 | 164.8336 | 0.3769 | 0.608 | 0.8062 | 0.7838 |
56 | 99 | 114.9752 | 64.6187 | 165.3318 | 0.267 | 0.6219 | 0.886 | 0.7816 |
57 | 103 | 114.9752 | 64.1257 | 165.8246 | 0.3222 | 0.731 | 0.8596 | 0.7793 |
58 | 131 | 114.975 | 63.6373 | 166.3126 | 0.2703 | 0.6762 | 0.4844 | 0.7772 |
59 | 137 | 114.9748 | 63.1536 | 166.7961 | 0.2024 | 0.2722 | 0.4246 | 0.775 |
60 | 135 | 114.9748 | 62.6744 | 167.2752 | 0.2265 | 0.2046 | 0.4698 | 0.7729 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.0923 | -0.0558 | 0 | 30.1739 | 0 | 0 |
34 | 0.14 | 0.1912 | 0.1235 | 396.2885 | 213.2312 | 14.6024 |
35 | 0.1664 | 0.1716 | 0.1396 | 362.6811 | 263.0479 | 16.2188 |
36 | 0.1745 | 0.0748 | 0.1234 | 74.5149 | 215.9146 | 14.694 |
37 | 0.1771 | -0.0171 | 0.1021 | 4.0167 | 173.535 | 13.1733 |
38 | 0.1793 | -0.0928 | 0.1006 | 117.643 | 164.2197 | 12.8148 |
39 | 0.182 | -0.095 | 0.0998 | 121.4978 | 158.1166 | 12.5744 |
40 | 0.1847 | -0.089 | 0.0984 | 105.3133 | 151.5162 | 12.3092 |
41 | 0.1875 | -0.1205 | 0.1009 | 191.4406 | 155.9522 | 12.4881 |
42 | 0.1902 | -0.1719 | 0.108 | 388.8434 | 179.2413 | 13.3881 |
43 | 0.1928 | -0.1897 | 0.1154 | 474.1608 | 206.0522 | 14.3545 |
44 | 0.1953 | -0.2688 | 0.1282 | 953.516 | 268.3408 | 16.3811 |
45 | 0.1978 | -0.2432 | 0.137 | 781.77 | 307.8354 | 17.5452 |
46 | 0.2003 | 0.0087 | 0.1279 | 1.0018 | 285.9187 | 16.9091 |
47 | 0.2027 | 0.0434 | 0.1222 | 24.9493 | 268.5208 | 16.3866 |
48 | 0.2051 | 0.0174 | 0.1157 | 4.0191 | 251.9894 | 15.8742 |
49 | 0.2075 | -0.052 | 0.112 | 35.7954 | 239.2721 | 15.4684 |
50 | 0.2099 | -0.0868 | 0.1106 | 99.4931 | 231.5066 | 15.2153 |
51 | 0.2122 | -0.0693 | 0.1084 | 63.5418 | 222.6664 | 14.922 |
52 | 0.2145 | -0.0519 | 0.1056 | 35.6574 | 213.3159 | 14.6053 |
53 | 0.2168 | -0.0519 | 0.103 | 35.6743 | 204.8568 | 14.3128 |
54 | 0.219 | -0.0607 | 0.1011 | 48.6392 | 197.756 | 14.0626 |
55 | 0.2212 | -0.0694 | 0.0997 | 63.6005 | 191.9231 | 13.8536 |
56 | 0.2235 | -0.1389 | 0.1013 | 255.2084 | 194.56 | 13.9485 |
57 | 0.2256 | -0.1042 | 0.1015 | 143.4046 | 192.5138 | 13.8749 |
58 | 0.2278 | 0.1394 | 0.1029 | 256.8012 | 194.9864 | 13.9638 |
59 | 0.23 | 0.1916 | 0.1062 | 485.108 | 205.7316 | 14.3433 |
60 | 0.2321 | 0.1742 | 0.1086 | 401.0104 | 212.7059 | 14.5844 |