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 | 156.59 | - | - | - | - | - | - | - |
21 | 157.97 | - | - | - | - | - | - | - |
22 | 158.68 | - | - | - | - | - | - | - |
23 | 163.55 | - | - | - | - | - | - | - |
24 | 162.89 | - | - | - | - | - | - | - |
25 | 164.95 | - | - | - | - | - | - | - |
26 | 159.82 | - | - | - | - | - | - | - |
27 | 159.05 | - | - | - | - | - | - | - |
28 | 166.76 | - | - | - | - | - | - | - |
29 | 164.55 | - | - | - | - | - | - | - |
30 | 163.22 | - | - | - | - | - | - | - |
31 | 160.68 | - | - | - | - | - | - | - |
32 | 155.24 | - | - | - | - | - | - | - |
33 | 157.6 | 150.4021 | 142.0769 | 158.7272 | 0.0451 | 0.1274 | 0.0374 | 0.1274 |
34 | 156.56 | 148.2322 | 133.7914 | 162.673 | 0.1292 | 0.1018 | 0.0781 | 0.1708 |
35 | 154.82 | 148.1545 | 128.1016 | 168.2074 | 0.2574 | 0.2057 | 0.0662 | 0.2443 |
36 | 151.11 | 150.663 | 123.8566 | 177.4693 | 0.487 | 0.3806 | 0.1857 | 0.3689 |
37 | 149.65 | 152.8818 | 120.8034 | 184.9602 | 0.4217 | 0.5431 | 0.2304 | 0.4427 |
38 | 148.99 | 153.8923 | 117.8341 | 189.9504 | 0.3949 | 0.5912 | 0.3736 | 0.4708 |
39 | 148.53 | 153.0154 | 114.3614 | 191.6694 | 0.41 | 0.5809 | 0.3798 | 0.4551 |
40 | 146.7 | 151.4755 | 110.7199 | 192.2311 | 0.4092 | 0.5563 | 0.2312 | 0.4282 |
41 | 145.11 | 150.2755 | 107.4739 | 193.0771 | 0.4065 | 0.565 | 0.2567 | 0.4101 |
42 | 142.7 | 150.2137 | 105.0289 | 195.3986 | 0.3722 | 0.5876 | 0.2863 | 0.4137 |
43 | 143.59 | 150.9919 | 103.1849 | 198.799 | 0.3808 | 0.6331 | 0.3456 | 0.4309 |
44 | 140.96 | 151.9588 | 101.5364 | 202.3812 | 0.3345 | 0.6275 | 0.4493 | 0.4493 |
45 | 140.77 | 152.4111 | 99.6686 | 205.1537 | 0.3327 | 0.6648 | 0.4235 | 0.4581 |
46 | 139.81 | 152.2008 | 97.4649 | 206.9368 | 0.3286 | 0.6588 | 0.438 | 0.4567 |
47 | 140.58 | 151.6033 | 95.0911 | 208.1154 | 0.3511 | 0.6587 | 0.4556 | 0.4498 |
48 | 139.59 | 151.1069 | 92.863 | 209.3507 | 0.3492 | 0.6384 | 0.5 | 0.4447 |
49 | 138.05 | 151.001 | 90.9671 | 211.0349 | 0.3362 | 0.6453 | 0.5176 | 0.445 |
50 | 136.06 | 151.2677 | 89.3757 | 213.1598 | 0.315 | 0.6622 | 0.5288 | 0.4499 |
51 | 135.98 | 151.6434 | 87.9006 | 215.3862 | 0.315 | 0.6841 | 0.5381 | 0.456 |
52 | 134.75 | 151.8622 | 86.3561 | 217.3684 | 0.3043 | 0.6827 | 0.5614 | 0.4597 |
53 | 132.22 | 151.8177 | 84.6674 | 218.9681 | 0.2837 | 0.6908 | 0.5776 | 0.4602 |
54 | 135.37 | 151.6018 | 82.8989 | 220.3047 | 0.3217 | 0.7098 | 0.6002 | 0.4587 |
55 | 138.84 | 151.3934 | 81.178 | 221.6088 | 0.363 | 0.6727 | 0.5862 | 0.4572 |
56 | 138.83 | 151.3261 | 79.5975 | 223.0546 | 0.3664 | 0.6335 | 0.6115 | 0.4574 |
57 | 136.55 | 151.4098 | 78.1595 | 224.6601 | 0.3455 | 0.6318 | 0.6121 | 0.4592 |
58 | 135.63 | 151.5553 | 76.7941 | 226.3164 | 0.3382 | 0.653 | 0.6209 | 0.4615 |
59 | 139.14 | 151.6537 | 75.4195 | 227.8879 | 0.3738 | 0.6598 | 0.6121 | 0.4633 |
60 | 136.09 | 151.6527 | 73.9966 | 229.3089 | 0.3472 | 0.6239 | 0.6196 | 0.4639 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.0282 | 0.0479 | 0 | 51.8103 | 0 | 0 |
34 | 0.0497 | 0.0562 | 0.052 | 69.3523 | 60.5813 | 7.7834 |
35 | 0.0691 | 0.045 | 0.0497 | 44.4289 | 55.1972 | 7.4295 |
36 | 0.0908 | 0.003 | 0.038 | 0.1998 | 41.4478 | 6.438 |
37 | 0.1071 | -0.0211 | 0.0346 | 10.4446 | 35.2472 | 5.9369 |
38 | 0.1195 | -0.0319 | 0.0342 | 24.0323 | 33.378 | 5.7774 |
39 | 0.1289 | -0.0293 | 0.0335 | 20.1192 | 31.4839 | 5.6111 |
40 | 0.1373 | -0.0315 | 0.0332 | 22.8054 | 30.3991 | 5.5135 |
41 | 0.1453 | -0.0344 | 0.0334 | 26.6823 | 29.9861 | 5.476 |
42 | 0.1535 | -0.05 | 0.035 | 56.4562 | 32.6331 | 5.7125 |
43 | 0.1615 | -0.049 | 0.0363 | 54.7886 | 34.6473 | 5.8862 |
44 | 0.1693 | -0.0724 | 0.0393 | 120.9738 | 41.8412 | 6.4685 |
45 | 0.1766 | -0.0764 | 0.0422 | 135.5161 | 49.0469 | 7.0034 |
46 | 0.1835 | -0.0814 | 0.045 | 153.5329 | 56.5102 | 7.5173 |
47 | 0.1902 | -0.0727 | 0.0468 | 121.5122 | 60.8437 | 7.8002 |
48 | 0.1967 | -0.0762 | 0.0486 | 132.6379 | 65.3308 | 8.0827 |
49 | 0.2028 | -0.0858 | 0.0508 | 167.7279 | 71.3542 | 8.4471 |
50 | 0.2088 | -0.1005 | 0.0536 | 231.2748 | 80.2386 | 8.9576 |
51 | 0.2145 | -0.1033 | 0.0562 | 245.3429 | 88.9283 | 9.4302 |
52 | 0.2201 | -0.1127 | 0.059 | 292.8278 | 99.1233 | 9.9561 |
53 | 0.2257 | -0.1291 | 0.0624 | 384.0712 | 112.6923 | 10.6157 |
54 | 0.2312 | -0.1071 | 0.0644 | 263.4714 | 119.5459 | 10.9337 |
55 | 0.2366 | -0.0829 | 0.0652 | 157.5883 | 121.1999 | 11.0091 |
56 | 0.2418 | -0.0826 | 0.0659 | 156.1524 | 122.6562 | 11.075 |
57 | 0.2468 | -0.0981 | 0.0672 | 220.8141 | 126.5825 | 11.2509 |
58 | 0.2517 | -0.1051 | 0.0687 | 253.6141 | 131.4684 | 11.466 |
59 | 0.2565 | -0.0825 | 0.0692 | 156.5936 | 132.3989 | 11.5065 |
60 | 0.2613 | -0.1026 | 0.0704 | 242.1989 | 136.3204 | 11.6756 |