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[48]) |
36 | 122.37 | - | - | - | - | - | - | - |
37 | 122.52 | - | - | - | - | - | - | - |
38 | 124.67 | - | - | - | - | - | - | - |
39 | 127.33 | - | - | - | - | - | - | - |
40 | 129.43 | - | - | - | - | - | - | - |
41 | 133.76 | - | - | - | - | - | - | - |
42 | 135.29 | - | - | - | - | - | - | - |
43 | 126.37 | - | - | - | - | - | - | - |
44 | 121.33 | - | - | - | - | - | - | - |
45 | 121.32 | - | - | - | - | - | - | - |
46 | 113.43 | - | - | - | - | - | - | - |
47 | 120.76 | - | - | - | - | - | - | - |
48 | 118.63 | - | - | - | - | - | - | - |
49 | 122.22 | 117.1741 | 111.8879 | 122.4603 | 0.0307 | 0.2947 | 0.0237 | 0.2947 |
50 | 121.04 | 117.8642 | 110.3909 | 125.3376 | 0.2025 | 0.1267 | 0.0371 | 0.4204 |
51 | 122.52 | 117.7158 | 108.5639 | 126.8677 | 0.1518 | 0.2383 | 0.0197 | 0.4224 |
52 | 123.02 | 119.7162 | 109.1491 | 130.2833 | 0.27 | 0.3015 | 0.0358 | 0.5798 |
53 | 128.8 | 123.5359 | 111.7219 | 135.3499 | 0.1912 | 0.5341 | 0.0449 | 0.7922 |
54 | 126.41 | 125.3121 | 112.3709 | 138.2534 | 0.434 | 0.2987 | 0.0654 | 0.8442 |
55 | 119.65 | 119.7066 | 105.7286 | 133.6846 | 0.4968 | 0.1736 | 0.1751 | 0.56 |
56 | 117.56 | 117.0633 | 102.1204 | 132.0062 | 0.474 | 0.3672 | 0.2879 | 0.4186 |
57 | 119.35 | 116.6348 | 100.7856 | 132.484 | 0.3685 | 0.4545 | 0.2812 | 0.4026 |
58 | 116.78 | 112.9139 | 96.2075 | 129.6203 | 0.3251 | 0.2251 | 0.4759 | 0.2512 |
59 | 120.19 | 114.7031 | 97.1814 | 132.2248 | 0.2697 | 0.4081 | 0.249 | 0.3302 |
60 | 114.26 | 113.6411 | 95.3404 | 131.9418 | 0.4736 | 0.2415 | 0.2966 | 0.2966 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.023 | 0.0431 | 0 | 25.4608 | 0 | 0 |
50 | 0.0324 | 0.0269 | 0.035 | 10.0854 | 17.7731 | 4.2158 |
51 | 0.0397 | 0.0408 | 0.0369 | 23.0802 | 19.5421 | 4.4206 |
52 | 0.045 | 0.0276 | 0.0346 | 10.915 | 17.3854 | 4.1696 |
53 | 0.0488 | 0.0426 | 0.0362 | 27.7104 | 19.4504 | 4.4103 |
54 | 0.0527 | 0.0088 | 0.0316 | 1.2053 | 16.4095 | 4.0509 |
55 | 0.0596 | -5e-04 | 0.0272 | 0.0032 | 14.0658 | 3.7504 |
56 | 0.0651 | 0.0042 | 0.0243 | 0.2467 | 12.3384 | 3.5126 |
57 | 0.0693 | 0.0233 | 0.0242 | 7.3724 | 11.7866 | 3.4332 |
58 | 0.0755 | 0.0342 | 0.0252 | 14.9467 | 12.1026 | 3.4789 |
59 | 0.0779 | 0.0478 | 0.0273 | 30.1058 | 13.7393 | 3.7067 |
60 | 0.0822 | 0.0054 | 0.0254 | 0.3831 | 12.6262 | 3.5533 |