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[49]) |
37 | 98.6 | - | - | - | - | - | - | - |
38 | 102.2 | - | - | - | - | - | - | - |
39 | 114.3 | - | - | - | - | - | - | - |
40 | 99.4 | - | - | - | - | - | - | - |
41 | 72.5 | - | - | - | - | - | - | - |
42 | 92.3 | - | - | - | - | - | - | - |
43 | 99.4 | - | - | - | - | - | - | - |
44 | 85.9 | - | - | - | - | - | - | - |
45 | 109.4 | - | - | - | - | - | - | - |
46 | 97.6 | - | - | - | - | - | - | - |
47 | 104.7 | - | - | - | - | - | - | - |
48 | 56.9 | - | - | - | - | - | - | - |
49 | 86.7 | - | - | - | - | - | - | - |
50 | 108.5 | 109.0435 | 97.053 | 121.7321 | 0.4665 | 0.9997 | 0.8548 | 0.9997 |
51 | 103.4 | 112.0297 | 99.1143 | 125.7359 | 0.1086 | 0.6931 | 0.3727 | 0.9999 |
52 | 86.2 | 93.5207 | 81.5287 | 106.3352 | 0.1314 | 0.0654 | 0.1843 | 0.8516 |
53 | 71 | 76.1924 | 64.9625 | 88.3172 | 0.2006 | 0.0529 | 0.7247 | 0.0447 |
54 | 75.9 | 88.2466 | 76.0806 | 101.3145 | 0.032 | 0.9952 | 0.2716 | 0.5917 |
55 | 87.1 | 95.5647 | 82.6496 | 109.417 | 0.1155 | 0.9973 | 0.2937 | 0.8951 |
56 | 102 | 89.4077 | 76.8453 | 102.9208 | 0.0339 | 0.6311 | 0.6945 | 0.6527 |
57 | 88.5 | 106.0524 | 92.317 | 120.7399 | 0.0096 | 0.7057 | 0.3275 | 0.9951 |
58 | 87.8 | 99.3508 | 85.9275 | 113.748 | 0.0579 | 0.9302 | 0.5942 | 0.9575 |
59 | 100.8 | 106.1269 | 92.1849 | 121.0504 | 0.2421 | 0.992 | 0.5743 | 0.9946 |
60 | 50.6 | 54.0335 | 44.1899 | 64.8661 | 0.2672 | 0 | 0.302 | 0 |
61 | 85.9 | 87.601 | 74.8467 | 101.3582 | 0.4043 | 1 | 0.5511 | 0.5511 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0594 | -0.005 | 0 | 0.2954 | 0 | 0 |
51 | 0.0624 | -0.077 | 0.041 | 74.4719 | 37.3837 | 6.1142 |
52 | 0.0699 | -0.0783 | 0.0534 | 53.5923 | 42.7865 | 6.5411 |
53 | 0.0812 | -0.0681 | 0.0571 | 26.961 | 38.8302 | 6.2314 |
54 | 0.0756 | -0.1399 | 0.0737 | 152.4376 | 61.5517 | 7.8455 |
55 | 0.074 | -0.0886 | 0.0762 | 71.6515 | 63.235 | 7.952 |
56 | 0.0771 | 0.1408 | 0.0854 | 158.5651 | 76.8535 | 8.7666 |
57 | 0.0707 | -0.1655 | 0.0954 | 308.0851 | 105.7575 | 10.2838 |
58 | 0.0739 | -0.1163 | 0.0977 | 133.422 | 108.8313 | 10.4322 |
59 | 0.0717 | -0.0502 | 0.093 | 28.3761 | 100.7858 | 10.0392 |
60 | 0.1023 | -0.0635 | 0.0903 | 11.789 | 92.6952 | 9.6278 |
61 | 0.0801 | -0.0194 | 0.0844 | 2.8934 | 85.2117 | 9.231 |