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 | 116.3 | - | - | - | - | - | - | - |
21 | 99.15 | - | - | - | - | - | - | - |
22 | 110.26 | - | - | - | - | - | - | - |
23 | 107.59 | - | - | - | - | - | - | - |
24 | 107.01 | - | - | - | - | - | - | - |
25 | 113.77 | - | - | - | - | - | - | - |
26 | 93.33 | - | - | - | - | - | - | - |
27 | 147.32 | - | - | - | - | - | - | - |
28 | 124.48 | - | - | - | - | - | - | - |
29 | 106.79 | - | - | - | - | - | - | - |
30 | 134.39 | - | - | - | - | - | - | - |
31 | 111.41 | - | - | - | - | - | - | - |
32 | 132.43 | - | - | - | - | - | - | - |
33 | 98.26 | 95.7601 | 80.8311 | 110.6891 | 0.3714 | 0 | 0.3281 | 0 |
34 | 109.81 | 118.7284 | 103.0069 | 134.4499 | 0.1331 | 0.9946 | 0.8545 | 0.0438 |
35 | 115.28 | 109.1482 | 91.5997 | 126.6967 | 0.2467 | 0.4705 | 0.5691 | 0.0047 |
36 | 108.97 | 107.5139 | 90.0549 | 124.9729 | 0.4351 | 0.1916 | 0.5226 | 0.0026 |
37 | 99.19 | 119.6257 | 102.5258 | 136.7255 | 0.0096 | 0.889 | 0.7489 | 0.0711 |
38 | 105.46 | 100.1593 | 82.8313 | 117.4874 | 0.2744 | 0.5437 | 0.7801 | 1e-04 |
39 | 138.97 | 144.8255 | 127.4056 | 162.2455 | 0.255 | 1 | 0.3895 | 0.9184 |
40 | 124.52 | 124.9579 | 107.5534 | 142.3624 | 0.4803 | 0.0573 | 0.5215 | 0.2 |
41 | 117.37 | 120.6492 | 103.2457 | 138.0527 | 0.3559 | 0.3314 | 0.9407 | 0.0923 |
42 | 123.86 | 121.6097 | 104.1219 | 139.0975 | 0.4004 | 0.6827 | 0.076 | 0.1126 |
43 | 116.39 | 123.9478 | 106.4706 | 141.425 | 0.1983 | 0.5039 | 0.9201 | 0.1707 |
44 | 124.7 | 124.9557 | 107.4856 | 142.4258 | 0.4886 | 0.8317 | 0.2009 | 0.2009 |
45 | 97.46 | 98.395 | 79.7485 | 117.0415 | 0.4609 | 0.0028 | 0.5057 | 2e-04 |
46 | 103.24 | 118.5641 | 100.0998 | 137.0283 | 0.0519 | 0.9875 | 0.8236 | 0.0705 |
47 | 112.39 | 112.5044 | 93.7427 | 131.2661 | 0.4952 | 0.8334 | 0.3859 | 0.0187 |
48 | 107.19 | 108.593 | 90.1993 | 126.9868 | 0.4406 | 0.3429 | 0.484 | 0.0055 |
49 | 100.53 | 120.0748 | 101.8765 | 138.273 | 0.0176 | 0.9174 | 0.9878 | 0.0916 |
50 | 95.73 | 102.2107 | 84.0035 | 120.4179 | 0.2427 | 0.5718 | 0.3632 | 6e-04 |
51 | 143.54 | 146.68 | 128.4613 | 164.8988 | 0.3678 | 1 | 0.7966 | 0.9374 |
52 | 101.99 | 125.8108 | 107.5902 | 144.0313 | 0.0052 | 0.0283 | 0.5552 | 0.2382 |
53 | 120.66 | 122.0052 | 103.7889 | 140.2215 | 0.4425 | 0.9844 | 0.691 | 0.131 |
54 | 121.46 | 123.6212 | 105.4297 | 141.8127 | 0.4079 | 0.6252 | 0.4897 | 0.1713 |
55 | 102.97 | 125.0644 | 106.8517 | 143.2771 | 0.0087 | 0.651 | 0.8247 | 0.214 |
56 | 121.32 | 126.3426 | 108.1059 | 144.5792 | 0.2947 | 0.994 | 0.5701 | 0.2565 |
57 | 85.02 | 100.0571 | 80.6831 | 119.431 | 0.0641 | 0.0157 | 0.6036 | 5e-04 |
58 | 106.21 | 120.0498 | 100.9757 | 139.1239 | 0.0775 | 0.9998 | 0.9579 | 0.1017 |
59 | 110.39 | 113.7815 | 94.201 | 133.3621 | 0.3671 | 0.7757 | 0.5554 | 0.031 |
60 | 87.1 | 110.1149 | 90.9864 | 129.2433 | 0.0092 | 0.4888 | 0.6178 | 0.0111 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.0795 | 0.0261 | 0 | 6.2495 | 0 | 0 |
34 | 0.0676 | -0.0751 | 0.0506 | 79.5382 | 42.8939 | 6.5493 |
35 | 0.082 | 0.0562 | 0.0525 | 37.5988 | 41.1288 | 6.4132 |
36 | 0.0829 | 0.0135 | 0.0427 | 2.1202 | 31.3767 | 5.6015 |
37 | 0.0729 | -0.1708 | 0.0684 | 417.617 | 108.6247 | 10.4223 |
38 | 0.0883 | 0.0529 | 0.0658 | 28.0972 | 95.2035 | 9.7572 |
39 | 0.0614 | -0.0404 | 0.0622 | 34.287 | 86.5011 | 9.3006 |
40 | 0.0711 | -0.0035 | 0.0548 | 0.1917 | 75.7125 | 8.7013 |
41 | 0.0736 | -0.0272 | 0.0518 | 10.7531 | 68.4948 | 8.2762 |
42 | 0.0734 | 0.0185 | 0.0484 | 5.0638 | 62.1517 | 7.8836 |
43 | 0.0719 | -0.061 | 0.0496 | 57.12 | 61.6942 | 7.8546 |
44 | 0.0713 | -0.002 | 0.0456 | 0.0654 | 56.5585 | 7.5205 |
45 | 0.0967 | -0.0095 | 0.0428 | 0.8742 | 52.2751 | 7.2302 |
46 | 0.0795 | -0.1292 | 0.049 | 234.8274 | 65.3145 | 8.0817 |
47 | 0.0851 | -0.001 | 0.0458 | 0.0131 | 60.9611 | 7.8078 |
48 | 0.0864 | -0.0129 | 0.0438 | 1.9685 | 57.2741 | 7.568 |
49 | 0.0773 | -0.1628 | 0.0508 | 381.9976 | 76.3755 | 8.7393 |
50 | 0.0909 | -0.0634 | 0.0515 | 41.9993 | 74.4657 | 8.6293 |
51 | 0.0634 | -0.0214 | 0.0499 | 9.8598 | 71.0654 | 8.43 |
52 | 0.0739 | -0.1893 | 0.0568 | 567.4287 | 95.8835 | 9.792 |
53 | 0.0762 | -0.011 | 0.0547 | 1.8096 | 91.4038 | 9.5605 |
54 | 0.0751 | -0.0175 | 0.053 | 4.6709 | 87.4614 | 9.3521 |
55 | 0.0743 | -0.1767 | 0.0584 | 488.1622 | 104.8832 | 10.2412 |
56 | 0.0736 | -0.0398 | 0.0576 | 25.2264 | 101.5642 | 10.0779 |
57 | 0.0988 | -0.1503 | 0.0613 | 226.1133 | 106.5461 | 10.3221 |
58 | 0.0811 | -0.1153 | 0.0634 | 191.5395 | 109.8151 | 10.4793 |
59 | 0.0878 | -0.0298 | 0.0621 | 11.5025 | 106.1739 | 10.3041 |
60 | 0.0886 | -0.209 | 0.0674 | 529.6833 | 121.2992 | 11.0136 |