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 | 106.3225 | 99.8003 | 112.8447 | 0.0942 | 0.9713 | 0.5386 | 0.9713 |
50 | 112.8 | 102.8384 | 96.2987 | 109.3781 | 0.0014 | 0.0092 | 0.2303 | 0.8025 |
51 | 109.8 | 113.0595 | 106.0918 | 120.0273 | 0.1796 | 0.5291 | 0.0532 | 0.9999 |
52 | 117.3 | 108.3652 | 100.9428 | 115.7875 | 0.0092 | 0.3524 | 0.7251 | 0.9864 |
53 | 109.1 | 103.3877 | 95.9503 | 110.8251 | 0.0661 | 1e-04 | 0.0596 | 0.814 |
54 | 115.9 | 117.3533 | 109.6603 | 125.0462 | 0.3556 | 0.9823 | 0.5156 | 1 |
55 | 96 | 90.0393 | 82.2582 | 97.8205 | 0.0666 | 0 | 0.2677 | 0.0061 |
56 | 99.8 | 101.5473 | 93.721 | 109.3737 | 0.3308 | 0.9176 | 0.2532 | 0.6508 |
57 | 116.8 | 112.6161 | 104.6923 | 120.54 | 0.1504 | 0.9992 | 0.5115 | 0.9991 |
58 | 115.7 | 116.412 | 108.454 | 124.3699 | 0.4304 | 0.4619 | 0.0701 | 1 |
59 | 99.4 | 111.4328 | 103.4376 | 119.4279 | 0.0016 | 0.1478 | 0.3236 | 0.9975 |
60 | 94.3 | 100.8777 | 92.8462 | 108.9092 | 0.0542 | 0.6408 | 0.5848 | 0.5848 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0313 | 0.0412 | 0 | 19.1624 | 0 | 0 |
50 | 0.0324 | 0.0969 | 0.069 | 99.2338 | 59.1981 | 7.694 |
51 | 0.0314 | -0.0288 | 0.0556 | 10.6245 | 43.0069 | 6.558 |
52 | 0.0349 | 0.0825 | 0.0623 | 79.8314 | 52.213 | 7.2259 |
53 | 0.0367 | 0.0553 | 0.0609 | 32.6305 | 48.2965 | 6.9496 |
54 | 0.0334 | -0.0124 | 0.0528 | 2.112 | 40.5991 | 6.3717 |
55 | 0.0441 | 0.0662 | 0.0547 | 35.5298 | 39.8749 | 6.3147 |
56 | 0.0393 | -0.0172 | 0.05 | 3.0531 | 35.2722 | 5.939 |
57 | 0.0359 | 0.0372 | 0.0486 | 17.5046 | 33.298 | 5.7704 |
58 | 0.0349 | -0.0061 | 0.0444 | 0.5069 | 30.0189 | 5.479 |
59 | 0.0366 | -0.108 | 0.0501 | 144.7871 | 40.4524 | 6.3602 |
60 | 0.0406 | -0.0652 | 0.0514 | 43.266 | 40.6868 | 6.3786 |