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 | 99.48 | - | - | - | - | - | - | - |
21 | 108.53 | - | - | - | - | - | - | - |
22 | 104.34 | - | - | - | - | - | - | - |
23 | 106.1 | - | - | - | - | - | - | - |
24 | 107.35 | - | - | - | - | - | - | - |
25 | 103 | - | - | - | - | - | - | - |
26 | 104.5 | - | - | - | - | - | - | - |
27 | 105.17 | - | - | - | - | - | - | - |
28 | 104.84 | - | - | - | - | - | - | - |
29 | 106.18 | - | - | - | - | - | - | - |
30 | 108.86 | - | - | - | - | - | - | - |
31 | 107.77 | - | - | - | - | - | - | - |
32 | 102.74 | - | - | - | - | - | - | - |
33 | 112.63 | 110.8795 | 108.9847 | 112.7744 | 0.0351 | 1 | 0.9925 | 1 |
34 | 106.26 | 106.199 | 104.3013 | 108.0967 | 0.4749 | 0 | 0.9726 | 0.9998 |
35 | 108.86 | 108.0951 | 105.9971 | 110.1932 | 0.2374 | 0.9568 | 0.9688 | 1 |
36 | 111.38 | 108.9394 | 106.0768 | 111.8021 | 0.0474 | 0.5217 | 0.8618 | 1 |
37 | 106.85 | 104.3541 | 101.1967 | 107.5115 | 0.0606 | 0 | 0.7997 | 0.8418 |
38 | 107.86 | 105.8649 | 102.2881 | 109.4416 | 0.1371 | 0.2947 | 0.7727 | 0.9566 |
39 | 107.94 | 106.3486 | 102.1915 | 110.5056 | 0.2265 | 0.238 | 0.7108 | 0.9556 |
40 | 111.38 | 105.9029 | 101.3244 | 110.4813 | 0.0095 | 0.1916 | 0.6755 | 0.9121 |
41 | 111.29 | 107.2252 | 102.1977 | 112.2527 | 0.0565 | 0.0526 | 0.6582 | 0.9598 |
42 | 113.72 | 109.8172 | 104.3035 | 115.3309 | 0.0827 | 0.3003 | 0.6332 | 0.9941 |
43 | 111.88 | 108.6692 | 102.7306 | 114.6077 | 0.1446 | 0.0478 | 0.6167 | 0.9748 |
44 | 109.87 | 103.6208 | 97.2597 | 109.982 | 0.0271 | 0.0055 | 0.607 | 0.607 |
45 | 113.72 | 111.7177 | 104.0633 | 119.372 | 0.3041 | 0.6819 | 0.4076 | 0.9892 |
46 | 111.71 | 107.0076 | 98.9696 | 115.0456 | 0.1258 | 0.0508 | 0.5723 | 0.851 |
47 | 114.81 | 108.8905 | 100.2092 | 117.5719 | 0.0907 | 0.2622 | 0.5028 | 0.9175 |
48 | 112.05 | 109.7137 | 99.9945 | 119.4328 | 0.3188 | 0.152 | 0.3684 | 0.9202 |
49 | 111.54 | 105.1131 | 94.6939 | 115.5322 | 0.1133 | 0.096 | 0.3719 | 0.6723 |
50 | 110.87 | 106.6155 | 95.4112 | 117.8199 | 0.2284 | 0.1945 | 0.4138 | 0.7511 |
51 | 110.87 | 107.0885 | 94.9858 | 119.1913 | 0.2701 | 0.2701 | 0.4452 | 0.7594 |
52 | 115.48 | 106.6349 | 93.7644 | 119.5054 | 0.089 | 0.2595 | 0.235 | 0.7235 |
53 | 111.63 | 107.9523 | 94.3025 | 121.602 | 0.2987 | 0.1399 | 0.3159 | 0.7729 |
54 | 116.24 | 110.5388 | 96.0891 | 124.9885 | 0.2197 | 0.4412 | 0.333 | 0.8549 |
55 | 113.56 | 109.3866 | 94.1961 | 124.577 | 0.2951 | 0.1883 | 0.3738 | 0.8044 |
56 | 106.01 | 104.3354 | 88.4154 | 120.2555 | 0.4183 | 0.128 | 0.2478 | 0.5779 |
57 | 110.45 | 112.4294 | 95.1392 | 129.7196 | 0.4112 | 0.7666 | 0.4418 | 0.864 |
58 | 107.77 | 107.7171 | 89.734 | 125.7002 | 0.4977 | 0.3829 | 0.3317 | 0.7063 |
59 | 108.61 | 109.5985 | 90.7118 | 128.4853 | 0.4591 | 0.5753 | 0.2943 | 0.7617 |
60 | 108.19 | 110.4202 | 90.3247 | 130.5156 | 0.4139 | 0.5701 | 0.4368 | 0.7731 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.0087 | 0.0158 | 0 | 3.0642 | 0 | 0 |
34 | 0.0091 | 6e-04 | 0.0082 | 0.0037 | 1.534 | 1.2385 |
35 | 0.0099 | 0.0071 | 0.0078 | 0.585 | 1.2177 | 1.1035 |
36 | 0.0134 | 0.0224 | 0.0115 | 5.9563 | 2.4023 | 1.5499 |
37 | 0.0154 | 0.0239 | 0.014 | 6.2295 | 3.1678 | 1.7798 |
38 | 0.0172 | 0.0188 | 0.0148 | 3.9806 | 3.3032 | 1.8175 |
39 | 0.0199 | 0.015 | 0.0148 | 2.5326 | 3.1932 | 1.7869 |
40 | 0.0221 | 0.0517 | 0.0194 | 29.9987 | 6.5438 | 2.5581 |
41 | 0.0239 | 0.0379 | 0.0215 | 16.5225 | 7.6526 | 2.7663 |
42 | 0.0256 | 0.0355 | 0.0229 | 15.232 | 8.4105 | 2.9001 |
43 | 0.0279 | 0.0295 | 0.0235 | 10.3095 | 8.5832 | 2.9297 |
44 | 0.0313 | 0.0603 | 0.0265 | 39.052 | 11.1222 | 3.335 |
45 | 0.035 | 0.0179 | 0.0259 | 4.0094 | 10.5751 | 3.2519 |
46 | 0.0383 | 0.0439 | 0.0272 | 22.1128 | 11.3992 | 3.3763 |
47 | 0.0407 | 0.0544 | 0.029 | 35.04 | 12.9753 | 3.6021 |
48 | 0.0452 | 0.0213 | 0.0285 | 5.4584 | 12.5055 | 3.5363 |
49 | 0.0506 | 0.0611 | 0.0304 | 41.3056 | 14.1996 | 3.7682 |
50 | 0.0536 | 0.0399 | 0.031 | 18.1006 | 14.4163 | 3.7969 |
51 | 0.0577 | 0.0353 | 0.0312 | 14.2994 | 14.4102 | 3.7961 |
52 | 0.0616 | 0.0829 | 0.0338 | 78.2359 | 17.6014 | 4.1954 |
53 | 0.0645 | 0.0341 | 0.0338 | 13.5255 | 17.4074 | 4.1722 |
54 | 0.0667 | 0.0516 | 0.0346 | 32.5039 | 18.0936 | 4.2537 |
55 | 0.0709 | 0.0382 | 0.0347 | 17.4175 | 18.0642 | 4.2502 |
56 | 0.0778 | 0.016 | 0.034 | 2.8041 | 17.4283 | 4.1747 |
57 | 0.0785 | -0.0176 | 0.0333 | 3.9181 | 16.8879 | 4.1095 |
58 | 0.0852 | 5e-04 | 0.0321 | 0.0028 | 16.2385 | 4.0297 |
59 | 0.0879 | -0.009 | 0.0312 | 0.9772 | 15.6733 | 3.9589 |
60 | 0.0929 | -0.0202 | 0.0308 | 4.9736 | 15.2911 | 3.9104 |