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[36]) |
24 | 137 | - | - | - | - | - | - | - |
25 | 91 | - | - | - | - | - | - | - |
26 | 90.5 | - | - | - | - | - | - | - |
27 | 122.4 | - | - | - | - | - | - | - |
28 | 123.3 | - | - | - | - | - | - | - |
29 | 124.3 | - | - | - | - | - | - | - |
30 | 120 | - | - | - | - | - | - | - |
31 | 118.1 | - | - | - | - | - | - | - |
32 | 119 | - | - | - | - | - | - | - |
33 | 142.7 | - | - | - | - | - | - | - |
34 | 123.6 | - | - | - | - | - | - | - |
35 | 129.6 | - | - | - | - | - | - | - |
36 | 151.6 | - | - | - | - | - | - | - |
37 | 110.4 | 101.3203 | 85.9478 | 116.6927 | 0.1235 | 0 | 0.9059 | 0 |
38 | 99.2 | 100.606 | 85.2193 | 115.9927 | 0.4289 | 0.1061 | 0.901 | 0 |
39 | 130.5 | 132.6173 | 116.3913 | 148.8433 | 0.3991 | 1 | 0.8914 | 0.0109 |
40 | 136.2 | 134.4756 | 116.9262 | 152.0251 | 0.4236 | 0.6715 | 0.894 | 0.0279 |
41 | 129.7 | 134.5357 | 116.1092 | 152.9622 | 0.3035 | 0.4297 | 0.8619 | 0.0348 |
42 | 128 | 130.5132 | 111.4953 | 149.5311 | 0.3978 | 0.5334 | 0.8607 | 0.0149 |
43 | 121.6 | 128.7254 | 108.8102 | 148.6406 | 0.2416 | 0.5285 | 0.8522 | 0.0122 |
44 | 135.8 | 129.5495 | 108.873 | 150.2259 | 0.2768 | 0.7744 | 0.8414 | 0.0183 |
45 | 143.8 | 153.1918 | 131.8364 | 174.5472 | 0.1943 | 0.9448 | 0.8322 | 0.5581 |
46 | 147.5 | 134.1699 | 112.116 | 156.2239 | 0.1181 | 0.196 | 0.8262 | 0.0607 |
47 | 136.2 | 140.1476 | 117.4034 | 162.8919 | 0.3669 | 0.2632 | 0.8183 | 0.1618 |
48 | 156.6 | 162.1328 | 138.7439 | 185.5217 | 0.3214 | 0.9851 | 0.8113 | 0.8113 |
49 | 123.3 | 111.8642 | 80.525 | 143.2034 | 0.2372 | 0.0026 | 0.5365 | 0.0065 |
50 | 104.5 | 111.1534 | 79.2124 | 143.0944 | 0.3415 | 0.228 | 0.7684 | 0.0065 |
51 | 139.8 | 143.1577 | 109.4907 | 176.8246 | 0.4225 | 0.9878 | 0.7694 | 0.3115 |
52 | 136.5 | 145.0181 | 109.2179 | 180.8183 | 0.3205 | 0.6124 | 0.6854 | 0.3593 |
53 | 112.1 | 145.0798 | 107.5939 | 182.5657 | 0.0423 | 0.6731 | 0.7893 | 0.3666 |
54 | 118.5 | 141.056 | 102.2072 | 179.9047 | 0.1276 | 0.928 | 0.745 | 0.2974 |
55 | 94.4 | 139.268 | 98.7805 | 179.7555 | 0.0149 | 0.8426 | 0.8038 | 0.2753 |
56 | 102.3 | 140.0927 | 98.1237 | 182.0617 | 0.0388 | 0.9836 | 0.5794 | 0.2955 |
57 | 111.4 | 163.7348 | 120.3894 | 207.0801 | 0.009 | 0.9973 | 0.8163 | 0.7084 |
58 | 99.2 | 144.7128 | 99.9935 | 189.432 | 0.023 | 0.9279 | 0.4514 | 0.3814 |
59 | 87.8 | 150.6906 | 104.6254 | 196.7559 | 0.0037 | 0.9858 | 0.7312 | 0.4846 |
60 | 115.8 | 172.6758 | 125.3276 | 220.0239 | 0.0093 | 0.9998 | 0.7471 | 0.8085 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
37 | 0.0774 | 0.0896 | 0 | 82.4416 | 0 | 0 |
38 | 0.078 | -0.014 | 0.0518 | 1.9768 | 42.2092 | 6.4969 |
39 | 0.0624 | -0.016 | 0.0399 | 4.483 | 29.6338 | 5.4437 |
40 | 0.0666 | 0.0128 | 0.0331 | 2.9735 | 22.9687 | 4.7926 |
41 | 0.0699 | -0.0359 | 0.0337 | 23.3841 | 23.0518 | 4.8012 |
42 | 0.0743 | -0.0193 | 0.0313 | 6.3162 | 20.2625 | 4.5014 |
43 | 0.0789 | -0.0554 | 0.0347 | 50.7716 | 24.621 | 4.962 |
44 | 0.0814 | 0.0482 | 0.0364 | 39.0694 | 26.427 | 5.1407 |
45 | 0.0711 | -0.0613 | 0.0392 | 88.2056 | 33.2913 | 5.7699 |
46 | 0.0839 | 0.0994 | 0.0452 | 177.6904 | 47.7312 | 6.9088 |
47 | 0.0828 | -0.0282 | 0.0436 | 15.5839 | 44.8087 | 6.6939 |
48 | 0.0736 | -0.0341 | 0.0428 | 30.6116 | 43.6256 | 6.605 |
49 | 0.1429 | 0.1022 | 0.0474 | 130.7781 | 50.3297 | 7.0943 |
50 | 0.1466 | -0.0599 | 0.0483 | 44.2673 | 49.8966 | 7.0638 |
51 | 0.12 | -0.0235 | 0.0466 | 11.2738 | 47.3218 | 6.8791 |
52 | 0.126 | -0.0587 | 0.0474 | 72.5583 | 48.8991 | 6.9928 |
53 | 0.1318 | -0.2273 | 0.058 | 1087.6659 | 110.003 | 10.4882 |
54 | 0.1405 | -0.1599 | 0.0636 | 508.7717 | 132.1568 | 11.4959 |
55 | 0.1483 | -0.3222 | 0.0773 | 2013.1357 | 231.1557 | 15.2038 |
56 | 0.1528 | -0.2698 | 0.0869 | 1428.2863 | 291.0122 | 17.0591 |
57 | 0.1351 | -0.3196 | 0.098 | 2738.9291 | 407.5797 | 20.1886 |
58 | 0.1577 | -0.3145 | 0.1078 | 2071.4137 | 483.2085 | 21.982 |
59 | 0.156 | -0.4173 | 0.1213 | 3955.2316 | 634.166 | 25.1827 |
60 | 0.1399 | -0.3294 | 0.1299 | 3234.8534 | 742.528 | 27.2494 |