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 | 172.3 | - | - | - | - | - | - | - |
37 | 184.8 | - | - | - | - | - | - | - |
38 | 177.7 | - | - | - | - | - | - | - |
39 | 184.6 | - | - | - | - | - | - | - |
40 | 211.4 | - | - | - | - | - | - | - |
41 | 215.3 | - | - | - | - | - | - | - |
42 | 215.9 | - | - | - | - | - | - | - |
43 | 244.7 | - | - | - | - | - | - | - |
44 | 259.3 | - | - | - | - | - | - | - |
45 | 289 | - | - | - | - | - | - | - |
46 | 310.9 | - | - | - | - | - | - | - |
47 | 321 | - | - | - | - | - | - | - |
48 | 315.1 | - | - | - | - | - | - | - |
49 | 333.2 | 311.1506 | 293.0684 | 329.2329 | 0.0084 | 0.3343 | 1 | 0.3343 |
50 | 314.1 | 311.1506 | 279.219 | 343.0822 | 0.4282 | 0.088 | 1 | 0.4042 |
51 | 284.7 | 311.1506 | 269.7708 | 352.5304 | 0.1051 | 0.4444 | 1 | 0.4258 |
52 | 273.9 | 311.1506 | 262.1103 | 360.1909 | 0.0683 | 0.8548 | 1 | 0.4373 |
53 | 216 | 311.1506 | 255.4945 | 366.8068 | 4e-04 | 0.9052 | 0.9996 | 0.4447 |
54 | 196.4 | 311.1506 | 249.5855 | 372.7158 | 1e-04 | 0.9988 | 0.9988 | 0.45 |
55 | 190.9 | 311.1506 | 244.1959 | 378.1053 | 2e-04 | 0.9996 | 0.9741 | 0.454 |
56 | 206.4 | 311.1506 | 239.2091 | 383.0922 | 0.0022 | 0.9995 | 0.9211 | 0.4572 |
57 | 196.3 | 311.1506 | 234.5461 | 387.7551 | 0.0016 | 0.9963 | 0.7146 | 0.4598 |
58 | 199.5 | 311.1506 | 230.1512 | 392.1501 | 0.0034 | 0.9973 | 0.5024 | 0.4619 |
59 | 198.9 | 311.1506 | 225.9827 | 396.3185 | 0.0049 | 0.9949 | 0.4103 | 0.4638 |
60 | 214.4 | 311.1506 | 222.009 | 400.2923 | 0.0167 | 0.9932 | 0.4654 | 0.4654 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0297 | 0.0709 | 0 | 486.1749 | 0 | 0 |
50 | 0.0524 | 0.0095 | 0.0402 | 8.6988 | 247.4369 | 15.7301 |
51 | 0.0679 | -0.085 | 0.0551 | 699.6356 | 398.1698 | 19.9542 |
52 | 0.0804 | -0.1197 | 0.0713 | 1387.6091 | 645.5296 | 25.4073 |
53 | 0.0913 | -0.3058 | 0.1182 | 9053.6415 | 2327.152 | 48.2406 |
54 | 0.101 | -0.3688 | 0.1599 | 13167.706 | 4133.911 | 64.2955 |
55 | 0.1098 | -0.3865 | 0.1923 | 14460.2128 | 5609.0969 | 74.8939 |
56 | 0.118 | -0.3367 | 0.2103 | 10972.6935 | 6279.5465 | 79.2436 |
57 | 0.1256 | -0.3691 | 0.228 | 13190.6661 | 7047.4487 | 83.9491 |
58 | 0.1328 | -0.3588 | 0.2411 | 12465.8621 | 7589.29 | 87.1165 |
59 | 0.1397 | -0.3608 | 0.252 | 12600.2028 | 8044.8276 | 89.693 |
60 | 0.1462 | -0.3109 | 0.2569 | 9360.6835 | 8154.4822 | 90.3022 |