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 | 102 | - | - | - | - | - | - | - |
37 | 106 | - | - | - | - | - | - | - |
38 | 105.3 | - | - | - | - | - | - | - |
39 | 118.8 | - | - | - | - | - | - | - |
40 | 106.1 | - | - | - | - | - | - | - |
41 | 109.3 | - | - | - | - | - | - | - |
42 | 117.2 | - | - | - | - | - | - | - |
43 | 92.5 | - | - | - | - | - | - | - |
44 | 104.2 | - | - | - | - | - | - | - |
45 | 112.5 | - | - | - | - | - | - | - |
46 | 122.4 | - | - | - | - | - | - | - |
47 | 113.3 | - | - | - | - | - | - | - |
48 | 100 | - | - | - | - | - | - | - |
49 | 110.7 | 106 | 96.3962 | 115.6038 | 0.1687 | 0.8896 | 0.5 | 0.8896 |
50 | 112.8 | 105.3 | 95.6962 | 114.9038 | 0.0629 | 0.1352 | 0.5 | 0.8603 |
51 | 109.8 | 118.8 | 109.1962 | 128.4038 | 0.0331 | 0.8896 | 0.5 | 0.9999 |
52 | 117.3 | 106.1 | 96.4962 | 115.7038 | 0.0111 | 0.2251 | 0.5 | 0.8934 |
53 | 109.1 | 109.3 | 99.6962 | 118.9038 | 0.4837 | 0.0513 | 0.5 | 0.9712 |
54 | 115.9 | 117.2 | 107.5962 | 126.8038 | 0.3954 | 0.9508 | 0.5 | 0.9998 |
55 | 96 | 92.5 | 82.8962 | 102.1038 | 0.2375 | 0 | 0.5 | 0.0629 |
56 | 99.8 | 104.2 | 94.5962 | 113.8038 | 0.1846 | 0.9529 | 0.5 | 0.8043 |
57 | 116.8 | 112.5 | 102.8962 | 122.1038 | 0.1901 | 0.9952 | 0.5 | 0.9946 |
58 | 115.7 | 122.4 | 112.7962 | 132.0038 | 0.0858 | 0.8735 | 0.5 | 1 |
59 | 99.4 | 113.3 | 103.6962 | 122.9038 | 0.0023 | 0.3121 | 0.5 | 0.9967 |
60 | 94.3 | 100 | 90.3962 | 109.6038 | 0.1224 | 0.5487 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0462 | 0.0443 | 0 | 22.09 | 0 | 0 |
50 | 0.0465 | 0.0712 | 0.0578 | 56.25 | 39.17 | 6.2586 |
51 | 0.0412 | -0.0758 | 0.0638 | 81 | 53.1133 | 7.2879 |
52 | 0.0462 | 0.1056 | 0.0742 | 125.44 | 71.195 | 8.4377 |
53 | 0.0448 | -0.0018 | 0.0597 | 0.04 | 56.964 | 7.5474 |
54 | 0.0418 | -0.0111 | 0.0516 | 1.69 | 47.7517 | 6.9103 |
55 | 0.053 | 0.0378 | 0.0497 | 12.25 | 42.68 | 6.533 |
56 | 0.047 | -0.0422 | 0.0487 | 19.36 | 39.765 | 6.3059 |
57 | 0.0436 | 0.0382 | 0.0476 | 18.49 | 37.4011 | 6.1156 |
58 | 0.04 | -0.0547 | 0.0483 | 44.89 | 38.15 | 6.1766 |
59 | 0.0432 | -0.1227 | 0.055 | 193.21 | 52.2464 | 7.2282 |
60 | 0.049 | -0.057 | 0.0552 | 32.49 | 50.6 | 7.1134 |