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 | 105.2 | - | - | - | - | - | - | - |
21 | 106.5 | - | - | - | - | - | - | - |
22 | 117.6 | - | - | - | - | - | - | - |
23 | 144.2 | - | - | - | - | - | - | - |
24 | 195.5 | - | - | - | - | - | - | - |
25 | 109.5 | - | - | - | - | - | - | - |
26 | 84.9 | - | - | - | - | - | - | - |
27 | 102.9 | - | - | - | - | - | - | - |
28 | 93.9 | - | - | - | - | - | - | - |
29 | 104.6 | - | - | - | - | - | - | - |
30 | 115.2 | - | - | - | - | - | - | - |
31 | 104.9 | - | - | - | - | - | - | - |
32 | 114.9 | - | - | - | - | - | - | - |
33 | 115.1 | 114.3724 | 65.7392 | 163.0056 | 0.4883 | 0.4915 | 0.6245 | 0.4915 |
34 | 126.4 | 110.4728 | 54.0386 | 166.907 | 0.2901 | 0.4362 | 0.4022 | 0.4389 |
35 | 156.7 | 110.9939 | 54.4604 | 167.5274 | 0.0565 | 0.2966 | 0.1248 | 0.4461 |
36 | 197.3 | 110.9195 | 54.2728 | 167.5661 | 0.0014 | 0.0566 | 0.0017 | 0.4452 |
37 | 116.1 | 110.1983 | 53.4113 | 166.9854 | 0.4193 | 0.0013 | 0.5096 | 0.4355 |
38 | 89.1 | 111.2124 | 54.4978 | 167.927 | 0.2224 | 0.4329 | 0.8184 | 0.4493 |
39 | 107.8 | 110.052 | 53.0829 | 167.0211 | 0.4691 | 0.7645 | 0.5972 | 0.4338 |
40 | 100.4 | 111.1974 | 54.2913 | 168.1034 | 0.355 | 0.5466 | 0.7243 | 0.4493 |
41 | 113.6 | 110.1507 | 53.0153 | 167.286 | 0.4529 | 0.631 | 0.5755 | 0.4353 |
42 | 128.3 | 111.0491 | 53.9769 | 168.1212 | 0.2768 | 0.4651 | 0.4433 | 0.4474 |
43 | 113.3 | 110.3167 | 53.0981 | 167.5354 | 0.4593 | 0.2689 | 0.5736 | 0.4376 |
44 | 113.7 | 110.8848 | 53.7204 | 168.0493 | 0.4616 | 0.467 | 0.4453 | 0.4453 |
45 | 116.1 | 110.4663 | 53.2271 | 167.7055 | 0.4235 | 0.4559 | 0.437 | 0.4397 |
46 | 133.6 | 110.7566 | 53.5519 | 167.9613 | 0.2169 | 0.4274 | 0.296 | 0.4436 |
47 | 167.7 | 110.5707 | 53.3356 | 167.8057 | 0.0252 | 0.2152 | 0.0571 | 0.4411 |
48 | 214.6 | 110.6757 | 53.4553 | 167.8962 | 2e-04 | 0.0254 | 0.0015 | 0.4425 |
49 | 120.3 | 110.6301 | 53.4023 | 167.858 | 0.3703 | 2e-04 | 0.4257 | 0.4419 |
50 | 106 | 110.6346 | 53.4079 | 167.8612 | 0.4369 | 0.3703 | 0.7696 | 0.4419 |
51 | 103.9 | 110.6564 | 53.4324 | 167.8805 | 0.4085 | 0.5634 | 0.539 | 0.4422 |
52 | 118 | 110.6198 | 53.3908 | 167.8487 | 0.4002 | 0.591 | 0.6368 | 0.4417 |
53 | 116.3 | 110.6628 | 53.4395 | 167.8861 | 0.4234 | 0.4008 | 0.4599 | 0.4423 |
54 | 134.8 | 110.6193 | 53.3899 | 167.8487 | 0.2038 | 0.4229 | 0.2724 | 0.4417 |
55 | 117.8 | 110.6596 | 53.4357 | 167.8835 | 0.4034 | 0.2042 | 0.464 | 0.4423 |
56 | 123.3 | 110.6246 | 53.3957 | 167.8535 | 0.3321 | 0.4029 | 0.4581 | 0.4418 |
57 | 125.2 | 110.6534 | 53.4285 | 167.8783 | 0.3092 | 0.3325 | 0.426 | 0.4422 |
58 | 135.8 | 110.6308 | 53.4026 | 167.859 | 0.1943 | 0.3089 | 0.2157 | 0.4419 |
59 | 158.9 | 110.6476 | 53.4218 | 167.8734 | 0.0492 | 0.1945 | 0.0253 | 0.4421 |
60 | 217.9 | 110.6358 | 53.4083 | 167.8633 | 1e-04 | 0.0492 | 2e-04 | 0.4419 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.2169 | 0.0064 | 0 | 0.5294 | 0 | 0 |
34 | 0.2606 | 0.1442 | 0.0753 | 253.676 | 127.1027 | 11.274 |
35 | 0.2599 | 0.4118 | 0.1874 | 2089.0475 | 781.0843 | 27.9479 |
36 | 0.2606 | 0.7788 | 0.3353 | 7461.5978 | 2451.2127 | 49.5097 |
37 | 0.2629 | 0.0536 | 0.2789 | 34.8299 | 1967.9361 | 44.3614 |
38 | 0.2602 | -0.1988 | 0.2656 | 488.9587 | 1721.4399 | 41.4902 |
39 | 0.2641 | -0.0205 | 0.2306 | 5.0714 | 1476.2444 | 38.4219 |
40 | 0.2611 | -0.0971 | 0.2139 | 116.583 | 1306.2867 | 36.1426 |
41 | 0.2646 | 0.0313 | 0.1936 | 11.898 | 1162.4657 | 34.095 |
42 | 0.2622 | 0.1553 | 0.1898 | 297.5951 | 1075.9787 | 32.8021 |
43 | 0.2646 | 0.027 | 0.175 | 8.8999 | 978.9715 | 31.2885 |
44 | 0.263 | 0.0254 | 0.1625 | 7.9251 | 898.051 | 29.9675 |
45 | 0.2644 | 0.051 | 0.1539 | 31.7387 | 831.4116 | 28.8342 |
46 | 0.2635 | 0.2062 | 0.1577 | 521.8205 | 809.2979 | 28.4482 |
47 | 0.2641 | 0.5167 | 0.1816 | 3263.7611 | 972.9288 | 31.1918 |
48 | 0.2638 | 0.939 | 0.2289 | 10800.25 | 1587.1364 | 39.8389 |
49 | 0.2639 | 0.0874 | 0.2206 | 93.5061 | 1499.2758 | 38.7205 |
50 | 0.2639 | -0.0419 | 0.2107 | 21.4792 | 1417.176 | 37.6454 |
51 | 0.2638 | -0.0611 | 0.2028 | 45.6496 | 1344.9904 | 36.6741 |
52 | 0.264 | 0.0667 | 0.196 | 54.4677 | 1280.4642 | 35.7836 |
53 | 0.2638 | 0.0509 | 0.1891 | 31.7781 | 1221.003 | 34.9429 |
54 | 0.264 | 0.2186 | 0.1904 | 584.7077 | 1192.0805 | 34.5265 |
55 | 0.2638 | 0.0645 | 0.185 | 50.9857 | 1142.4677 | 33.8004 |
56 | 0.2639 | 0.1146 | 0.182 | 160.6665 | 1101.5593 | 33.1897 |
57 | 0.2639 | 0.1315 | 0.18 | 211.6038 | 1065.9611 | 32.6491 |
58 | 0.2639 | 0.2275 | 0.1818 | 633.4883 | 1049.3275 | 32.3933 |
59 | 0.2639 | 0.4361 | 0.1913 | 2328.2913 | 1096.6965 | 33.1164 |
60 | 0.2639 | 0.9695 | 0.219 | 11505.6077 | 1468.4434 | 38.3203 |