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[49]) |
37 | 117.2 | - | - | - | - | - | - | - |
38 | 92.5 | - | - | - | - | - | - | - |
39 | 104.2 | - | - | - | - | - | - | - |
40 | 112.5 | - | - | - | - | - | - | - |
41 | 122.4 | - | - | - | - | - | - | - |
42 | 113.3 | - | - | - | - | - | - | - |
43 | 100 | - | - | - | - | - | - | - |
44 | 110.7 | - | - | - | - | - | - | - |
45 | 112.8 | - | - | - | - | - | - | - |
46 | 109.8 | - | - | - | - | - | - | - |
47 | 117.3 | - | - | - | - | - | - | - |
48 | 109.1 | - | - | - | - | - | - | - |
49 | 115.9 | - | - | - | - | - | - | - |
50 | 96 | 95.9815 | 86.7419 | 105.221 | 0.4984 | 0 | 0.7699 | 0 |
51 | 99.8 | 103.1655 | 93.4915 | 112.8396 | 0.2477 | 0.9267 | 0.417 | 0.0049 |
52 | 116.8 | 112.5 | 101.5251 | 123.4749 | 0.2213 | 0.9883 | 0.5 | 0.2719 |
53 | 115.7 | 122.4 | 111.4251 | 133.3749 | 0.1157 | 0.8414 | 0.5 | 0.8771 |
54 | 99.4 | 113.3 | 102.3251 | 124.2749 | 0.0065 | 0.3341 | 0.5 | 0.3212 |
55 | 94.3 | 100 | 89.0251 | 110.9749 | 0.1543 | 0.5427 | 0.5 | 0.0023 |
56 | 91 | 110.7 | 99.7251 | 121.6749 | 2e-04 | 0.9983 | 0.5 | 0.1765 |
57 | 93.2 | 112.8 | 101.8251 | 123.7749 | 2e-04 | 1 | 0.5 | 0.2899 |
58 | 103.1 | 109.8 | 98.8251 | 120.7749 | 0.1157 | 0.9985 | 0.5 | 0.138 |
59 | 94.1 | 117.3 | 106.3251 | 128.2749 | 0 | 0.9944 | 0.5 | 0.5987 |
60 | 91.8 | 109.1 | 98.1251 | 120.0749 | 0.001 | 0.9963 | 0.5 | 0.1123 |
61 | 102.7 | 115.9 | 104.9251 | 126.8749 | 0.0092 | 1 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0491 | 2e-04 | 0 | 3e-04 | 0 | 0 |
51 | 0.0478 | -0.0326 | 0.0164 | 11.3269 | 5.6636 | 2.3798 |
52 | 0.0498 | 0.0382 | 0.0237 | 18.49 | 9.9391 | 3.1526 |
53 | 0.0457 | -0.0547 | 0.0314 | 44.89 | 18.6768 | 4.3217 |
54 | 0.0494 | -0.1227 | 0.0497 | 193.21 | 53.5834 | 7.3201 |
55 | 0.056 | -0.057 | 0.0509 | 32.49 | 50.0679 | 7.0759 |
56 | 0.0506 | -0.178 | 0.0691 | 388.09 | 98.3567 | 9.9175 |
57 | 0.0496 | -0.1738 | 0.0821 | 384.16 | 134.0822 | 11.5794 |
58 | 0.051 | -0.061 | 0.0798 | 44.89 | 124.1719 | 11.1432 |
59 | 0.0477 | -0.1978 | 0.0916 | 538.24 | 165.5787 | 12.8677 |
60 | 0.0513 | -0.1586 | 0.0977 | 299.29 | 177.7343 | 13.3317 |
61 | 0.0483 | -0.1139 | 0.099 | 174.24 | 177.4431 | 13.3208 |