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[48]) |
36 | 105.3 | - | - | - | - | - | - | - |
37 | 115 | - | - | - | - | - | - | - |
38 | 124.1 | - | - | - | - | - | - | - |
39 | 116.8 | - | - | - | - | - | - | - |
40 | 107.5 | - | - | - | - | - | - | - |
41 | 115.6 | - | - | - | - | - | - | - |
42 | 116.2 | - | - | - | - | - | - | - |
43 | 116.3 | - | - | - | - | - | - | - |
44 | 119 | - | - | - | - | - | - | - |
45 | 111.9 | - | - | - | - | - | - | - |
46 | 118.6 | - | - | - | - | - | - | - |
47 | 106.9 | - | - | - | - | - | - | - |
48 | 103.2 | - | - | - | - | - | - | - |
49 | 118.6 | 117.4463 | 110.6064 | 124.2862 | 0.3705 | 1 | 0.7583 | 1 |
50 | 118.7 | 124.6839 | 117.7423 | 131.6256 | 0.0456 | 0.9571 | 0.5655 | 1 |
51 | 102.8 | 116.3499 | 108.9864 | 123.7134 | 2e-04 | 0.2658 | 0.4523 | 0.9998 |
52 | 100.6 | 110.2785 | 101.9695 | 118.5874 | 0.0112 | 0.9611 | 0.7439 | 0.9525 |
53 | 94.9 | 115.3924 | 107.0764 | 123.7084 | 0 | 0.9998 | 0.4805 | 0.998 |
54 | 94.5 | 114.2397 | 105.4947 | 122.9848 | 0 | 1 | 0.3302 | 0.9933 |
55 | 102.9 | 118.3207 | 109.1731 | 127.4683 | 5e-04 | 1 | 0.6675 | 0.9994 |
56 | 95.3 | 117.6983 | 108.4628 | 126.9338 | 0 | 0.9992 | 0.3912 | 0.999 |
57 | 92.5 | 112.1617 | 102.5769 | 121.7466 | 0 | 0.9997 | 0.5213 | 0.9666 |
58 | 102.7 | 120.7066 | 110.865 | 130.5481 | 2e-04 | 1 | 0.6626 | 0.9998 |
59 | 91.5 | 106.3165 | 96.3171 | 116.316 | 0.0018 | 0.7608 | 0.4545 | 0.7294 |
60 | 89.5 | 104.0912 | 93.8237 | 114.3587 | 0.0027 | 0.9919 | 0.5675 | 0.5675 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0297 | 0.0098 | 0 | 1.3311 | 0 | 0 |
50 | 0.0284 | -0.048 | 0.0289 | 35.8075 | 18.5693 | 4.3092 |
51 | 0.0323 | -0.1165 | 0.0581 | 183.5991 | 73.5792 | 8.5778 |
52 | 0.0384 | -0.0878 | 0.0655 | 93.6731 | 78.6027 | 8.8658 |
53 | 0.0368 | -0.1776 | 0.0879 | 419.9388 | 146.8699 | 12.119 |
54 | 0.0391 | -0.1728 | 0.1021 | 389.6574 | 187.3345 | 13.687 |
55 | 0.0394 | -0.1303 | 0.1061 | 237.7989 | 194.5437 | 13.9479 |
56 | 0.04 | -0.1903 | 0.1166 | 501.6845 | 232.9363 | 15.2623 |
57 | 0.0436 | -0.1753 | 0.1231 | 386.5829 | 250.0081 | 15.8116 |
58 | 0.0416 | -0.1492 | 0.1258 | 324.2364 | 257.431 | 16.0447 |
59 | 0.048 | -0.1394 | 0.127 | 219.5291 | 253.9853 | 15.9369 |
60 | 0.0503 | -0.1402 | 0.1281 | 212.9024 | 250.5618 | 15.8291 |