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[47]) |
35 | 108.8 | - | - | - | - | - | - | - |
36 | 102.3 | - | - | - | - | - | - | - |
37 | 99 | - | - | - | - | - | - | - |
38 | 100.7 | - | - | - | - | - | - | - |
39 | 115.5 | - | - | - | - | - | - | - |
40 | 100.7 | - | - | - | - | - | - | - |
41 | 109.9 | - | - | - | - | - | - | - |
42 | 114.6 | - | - | - | - | - | - | - |
43 | 85.4 | - | - | - | - | - | - | - |
44 | 100.5 | - | - | - | - | - | - | - |
45 | 114.8 | - | - | - | - | - | - | - |
46 | 116.5 | - | - | - | - | - | - | - |
47 | 112.9 | - | - | - | - | - | - | - |
48 | 102 | 106.7847 | 98.4193 | 115.15 | 0.1311 | 0.076 | 0.8533 | 0.076 |
49 | 106 | 103.8257 | 95.46 | 112.1914 | 0.3052 | 0.6656 | 0.8709 | 0.0168 |
50 | 105.3 | 103.6372 | 94.6886 | 112.5858 | 0.3579 | 0.3024 | 0.74 | 0.0212 |
51 | 118.8 | 118.7052 | 109.3996 | 128.0107 | 0.492 | 0.9976 | 0.7502 | 0.8893 |
52 | 106.1 | 103.2922 | 93.9151 | 112.6693 | 0.2786 | 6e-04 | 0.706 | 0.0223 |
53 | 109.3 | 112.0097 | 102.4318 | 121.5875 | 0.2896 | 0.8867 | 0.667 | 0.4277 |
54 | 117.2 | 116.5653 | 106.9104 | 126.2203 | 0.4487 | 0.9299 | 0.655 | 0.7716 |
55 | 92.5 | 86.992 | 77.2757 | 96.7083 | 0.1333 | 0 | 0.6259 | 0 |
56 | 104.2 | 101.89 | 92.1159 | 111.6641 | 0.3216 | 0.9701 | 0.6098 | 0.0136 |
57 | 112.5 | 116.0051 | 106.1996 | 125.8106 | 0.2418 | 0.9909 | 0.5952 | 0.7326 |
58 | 122.4 | 117.5136 | 107.6805 | 127.3467 | 0.165 | 0.8412 | 0.5801 | 0.8211 |
59 | 113.3 | 113.7821 | 103.9293 | 123.6349 | 0.4618 | 0.0432 | 0.5696 | 0.5696 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
48 | 0.04 | -0.0448 | 0 | 22.8932 | 0 | 0 |
49 | 0.0411 | 0.0209 | 0.0329 | 4.7275 | 13.8104 | 3.7162 |
50 | 0.0441 | 0.016 | 0.0273 | 2.7649 | 10.1285 | 3.1825 |
51 | 0.04 | 8e-04 | 0.0206 | 0.009 | 7.5987 | 2.7566 |
52 | 0.0463 | 0.0272 | 0.022 | 7.884 | 7.6557 | 2.7669 |
53 | 0.0436 | -0.0242 | 0.0223 | 7.3422 | 7.6035 | 2.7574 |
54 | 0.0423 | 0.0054 | 0.0199 | 0.4028 | 6.5748 | 2.5641 |
55 | 0.057 | 0.0633 | 0.0253 | 30.3383 | 9.5452 | 3.0895 |
56 | 0.0489 | 0.0227 | 0.025 | 5.336 | 9.0775 | 3.0129 |
57 | 0.0431 | -0.0302 | 0.0256 | 12.2859 | 9.3984 | 3.0657 |
58 | 0.0427 | 0.0416 | 0.027 | 23.8772 | 10.7146 | 3.2733 |
59 | 0.0442 | -0.0042 | 0.0251 | 0.2324 | 9.8411 | 3.1371 |