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 | 177.2 | - | - | - | - | - | - | - |
21 | 97.6 | - | - | - | - | - | - | - |
22 | 81.6 | - | - | - | - | - | - | - |
23 | 96.8 | - | - | - | - | - | - | - |
24 | 191.3 | - | - | - | - | - | - | - |
25 | 106 | - | - | - | - | - | - | - |
26 | 75.1 | - | - | - | - | - | - | - |
27 | 72 | - | - | - | - | - | - | - |
28 | 63.5 | - | - | - | - | - | - | - |
29 | 57.4 | - | - | - | - | - | - | - |
30 | 62.3 | - | - | - | - | - | - | - |
31 | 79.4 | - | - | - | - | - | - | - |
32 | 178.1 | - | - | - | - | - | - | - |
33 | 109.3 | 118.4872 | 64.9736 | 172.0008 | 0.3683 | 0.0145 | 0.7779 | 0.0145 |
34 | 85.2 | 83.942 | 26.0101 | 141.8738 | 0.483 | 0.1955 | 0.5316 | 7e-04 |
35 | 102.7 | 83.1803 | 25.3171 | 141.0435 | 0.2542 | 0.4727 | 0.3223 | 7e-04 |
36 | 193.7 | 142.8569 | 83.976 | 201.7378 | 0.0453 | 0.9093 | 0.0534 | 0.1204 |
37 | 108.4 | 102.6658 | 44.216 | 161.1156 | 0.4238 | 0.0011 | 0.4555 | 0.0057 |
38 | 73.4 | 84.8302 | 26.4096 | 143.2508 | 0.3507 | 0.2145 | 0.628 | 9e-04 |
39 | 85.9 | 83.4336 | 24.9472 | 141.9199 | 0.4671 | 0.6317 | 0.6492 | 8e-04 |
40 | 58.5 | 79.4736 | 20.7306 | 138.2166 | 0.242 | 0.4151 | 0.703 | 5e-04 |
41 | 58.6 | 76.7182 | 18.0026 | 135.4338 | 0.2727 | 0.7285 | 0.7405 | 4e-04 |
42 | 62.7 | 82.1345 | 23.4202 | 140.8488 | 0.2582 | 0.784 | 0.7461 | 7e-04 |
43 | 77.5 | 89.0478 | 30.2999 | 147.7957 | 0.35 | 0.8103 | 0.6262 | 0.0015 |
44 | 180.5 | 145.1168 | 86.3955 | 203.838 | 0.1188 | 0.988 | 0.1355 | 0.1355 |
45 | 102.2 | 115.5321 | 43.8998 | 187.1644 | 0.3576 | 0.0377 | 0.5677 | 0.0435 |
46 | 82.6 | 90.7274 | 16.7222 | 164.7327 | 0.4148 | 0.3806 | 0.5582 | 0.0103 |
47 | 97.8 | 85.5344 | 11.6556 | 159.4133 | 0.3724 | 0.531 | 0.3244 | 0.007 |
48 | 197.8 | 108.1664 | 33.876 | 182.4568 | 0.009 | 0.6078 | 0.012 | 0.0325 |
49 | 93.8 | 93.2118 | 17.8707 | 168.5529 | 0.4939 | 0.0033 | 0.3464 | 0.0136 |
50 | 72.4 | 93.0404 | 17.7702 | 168.3105 | 0.2955 | 0.4921 | 0.6955 | 0.0134 |
51 | 77.7 | 100.5198 | 25.2863 | 175.7533 | 0.2761 | 0.7681 | 0.6484 | 0.0216 |
52 | 58.7 | 95.2039 | 19.7585 | 170.6493 | 0.1715 | 0.6753 | 0.8298 | 0.0156 |
53 | 53.1 | 95.349 | 19.937 | 170.7611 | 0.1361 | 0.8296 | 0.8302 | 0.0157 |
54 | 64.3 | 97.8716 | 22.4884 | 173.2549 | 0.1914 | 0.8778 | 0.8198 | 0.0185 |
55 | 76.4 | 95.9763 | 20.5375 | 171.415 | 0.3055 | 0.7947 | 0.6844 | 0.0164 |
56 | 188.4 | 96.0997 | 20.6748 | 171.5246 | 0.0082 | 0.6956 | 0.0141 | 0.0165 |
57 | 105.5 | 96.9472 | 21.5334 | 172.361 | 0.412 | 0.0087 | 0.4457 | 0.0175 |
58 | 79.8 | 96.2735 | 20.8427 | 171.7044 | 0.3343 | 0.4053 | 0.6388 | 0.0167 |
59 | 96.1 | 96.3417 | 20.9162 | 171.7671 | 0.4975 | 0.6663 | 0.4849 | 0.0168 |
60 | 202.5 | 96.6254 | 21.2037 | 172.0471 | 0.003 | 0.5054 | 0.0043 | 0.0171 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.2304 | -0.0775 | 0 | 84.4042 | 0 | 0 |
34 | 0.3521 | 0.015 | 0.0463 | 1.5826 | 42.9934 | 6.5569 |
35 | 0.3549 | 0.2347 | 0.1091 | 381.0195 | 155.6688 | 12.4767 |
36 | 0.2103 | 0.3559 | 0.1708 | 2585.0198 | 763.0065 | 27.6226 |
37 | 0.2905 | 0.0559 | 0.1478 | 32.8807 | 616.9814 | 24.8391 |
38 | 0.3514 | -0.1347 | 0.1456 | 130.6494 | 535.926 | 23.1501 |
39 | 0.3576 | 0.0296 | 0.129 | 6.0833 | 460.2342 | 21.4531 |
40 | 0.3771 | -0.2639 | 0.1459 | 439.8914 | 457.6914 | 21.3937 |
41 | 0.3905 | -0.2362 | 0.1559 | 328.2681 | 443.311 | 21.055 |
42 | 0.3647 | -0.2366 | 0.164 | 377.7 | 436.7499 | 20.8986 |
43 | 0.3366 | -0.1297 | 0.1609 | 133.3511 | 409.1682 | 20.2279 |
44 | 0.2065 | 0.2438 | 0.1678 | 1251.9732 | 479.4019 | 21.8952 |
45 | 0.3163 | -0.1154 | 0.1638 | 177.7447 | 456.1975 | 21.3588 |
46 | 0.4162 | -0.0896 | 0.1585 | 66.0551 | 428.3302 | 20.6961 |
47 | 0.4407 | 0.1434 | 0.1575 | 150.444 | 409.8045 | 20.2436 |
48 | 0.3504 | 0.8287 | 0.1994 | 8034.1787 | 886.3279 | 29.7713 |
49 | 0.4124 | 0.0063 | 0.188 | 0.346 | 834.2113 | 28.8827 |
50 | 0.4128 | -0.2218 | 0.1899 | 426.0249 | 811.5343 | 28.4874 |
51 | 0.3819 | -0.227 | 0.1919 | 520.743 | 796.2295 | 28.2175 |
52 | 0.4043 | -0.3834 | 0.2015 | 1332.5346 | 823.0447 | 28.6888 |
53 | 0.4035 | -0.4431 | 0.213 | 1784.9813 | 868.8512 | 29.4763 |
54 | 0.393 | -0.343 | 0.2189 | 1127.0548 | 880.5877 | 29.6747 |
55 | 0.401 | -0.204 | 0.2182 | 383.2307 | 858.9635 | 29.3081 |
56 | 0.4004 | 0.9605 | 0.2492 | 8519.3504 | 1178.1463 | 34.3241 |
57 | 0.3969 | 0.0882 | 0.2427 | 73.1498 | 1133.9465 | 33.6741 |
58 | 0.3997 | -0.1711 | 0.24 | 271.3777 | 1100.7707 | 33.1779 |
59 | 0.3994 | -0.0025 | 0.2312 | 0.0584 | 1060.0036 | 32.5577 |
60 | 0.3982 | 1.0957 | 0.262 | 11209.4347 | 1422.4833 | 37.7158 |