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[37]) |
25 | 94 | - | - | - | - | - | - | - |
26 | 107.1 | - | - | - | - | - | - | - |
27 | 104.8 | - | - | - | - | - | - | - |
28 | 102.5 | - | - | - | - | - | - | - |
29 | 77.7 | - | - | - | - | - | - | - |
30 | 85.2 | - | - | - | - | - | - | - |
31 | 91.3 | - | - | - | - | - | - | - |
32 | 106.5 | - | - | - | - | - | - | - |
33 | 92.4 | - | - | - | - | - | - | - |
34 | 97.5 | - | - | - | - | - | - | - |
35 | 107 | - | - | - | - | - | - | - |
36 | 51.1 | - | - | - | - | - | - | - |
37 | 98.6 | - | - | - | - | - | - | - |
38 | 102.2 | 98.6 | 49.7786 | 147.4214 | 0.4425 | 0.5 | 0.3665 | 0.5 |
39 | 114.3 | 98.6 | 29.5561 | 167.6439 | 0.3279 | 0.4593 | 0.4301 | 0.5 |
40 | 99.4 | 98.6 | 14.0389 | 183.1611 | 0.4926 | 0.358 | 0.464 | 0.5 |
41 | 72.5 | 98.6 | 0.9572 | 196.2428 | 0.3002 | 0.4936 | 0.6626 | 0.5 |
42 | 92.3 | 98.6 | -10.5679 | 207.7679 | 0.455 | 0.6803 | 0.5951 | 0.5 |
43 | 99.4 | 98.6 | -20.9875 | 218.1875 | 0.4948 | 0.5411 | 0.5476 | 0.5 |
44 | 85.9 | 98.6 | -30.5693 | 227.7693 | 0.4236 | 0.4952 | 0.4523 | 0.5 |
45 | 109.4 | 98.6 | -39.4877 | 236.6877 | 0.4391 | 0.5715 | 0.5351 | 0.5 |
46 | 97.6 | 98.6 | -47.8642 | 245.0642 | 0.4947 | 0.4425 | 0.5059 | 0.5 |
47 | 104.7 | 98.6 | -55.7868 | 252.9868 | 0.4691 | 0.5051 | 0.4575 | 0.5 |
48 | 56.9 | 98.6 | -63.3222 | 260.5222 | 0.3069 | 0.4706 | 0.7173 | 0.5 |
49 | 86.7 | 98.6 | -70.5223 | 267.7223 | 0.4452 | 0.6855 | 0.5 | 0.5 |
50 | 108.5 | 98.6 | -77.428 | 274.628 | 0.4561 | 0.5527 | 0.484 | 0.5 |
51 | 103.4 | 98.6 | -84.0729 | 281.2729 | 0.4795 | 0.4577 | 0.4331 | 0.5 |
52 | 86.2 | 98.6 | -90.4844 | 287.6844 | 0.4489 | 0.4802 | 0.4967 | 0.5 |
53 | 71 | 98.6 | -96.6856 | 293.8856 | 0.3909 | 0.5495 | 0.6033 | 0.5 |
54 | 75.9 | 98.6 | -102.6958 | 299.8958 | 0.4125 | 0.6059 | 0.5245 | 0.5 |
55 | 87.1 | 98.6 | -108.5316 | 305.7316 | 0.4567 | 0.585 | 0.497 | 0.5 |
56 | 102 | 98.6 | -114.2075 | 311.4075 | 0.4875 | 0.5422 | 0.5466 | 0.5 |
57 | 88.5 | 98.6 | -119.7359 | 316.9359 | 0.4639 | 0.4878 | 0.4614 | 0.5 |
58 | 87.8 | 98.6 | -125.1277 | 322.3277 | 0.4623 | 0.5353 | 0.5035 | 0.5 |
59 | 100.8 | 98.6 | -130.3926 | 327.5926 | 0.4925 | 0.5368 | 0.4792 | 0.5 |
60 | 50.6 | 98.6 | -135.5392 | 332.7392 | 0.3439 | 0.4927 | 0.6365 | 0.5 |
61 | 85.9 | 98.6 | -140.575 | 337.775 | 0.4586 | 0.653 | 0.5388 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
38 | 0.2526 | 0.0365 | 0 | 12.96 | 0 | 0 |
39 | 0.3573 | 0.1592 | 0.0979 | 246.49 | 129.725 | 11.3897 |
40 | 0.4376 | 0.0081 | 0.068 | 0.64 | 86.6967 | 9.3111 |
41 | 0.5053 | -0.2647 | 0.1171 | 681.21 | 235.325 | 15.3403 |
42 | 0.5649 | -0.0639 | 0.1065 | 39.69 | 196.198 | 14.0071 |
43 | 0.6188 | 0.0081 | 0.0901 | 0.64 | 163.605 | 12.7908 |
44 | 0.6684 | -0.1288 | 0.0956 | 161.29 | 163.2743 | 12.7779 |
45 | 0.7145 | 0.1095 | 0.0974 | 116.64 | 157.445 | 12.5477 |
46 | 0.7579 | -0.0101 | 0.0877 | 1 | 140.0622 | 11.8348 |
47 | 0.7989 | 0.0619 | 0.0851 | 37.21 | 129.777 | 11.392 |
48 | 0.8379 | -0.4229 | 0.1158 | 1738.89 | 276.06 | 16.6151 |
49 | 0.8751 | -0.1207 | 0.1162 | 141.61 | 264.8558 | 16.2744 |
50 | 0.9109 | 0.1004 | 0.115 | 98.01 | 252.0215 | 15.8752 |
51 | 0.9452 | 0.0487 | 0.1103 | 23.04 | 235.6657 | 15.3514 |
52 | 0.9784 | -0.1258 | 0.1113 | 153.76 | 230.2053 | 15.1725 |
53 | 1.0105 | -0.2799 | 0.1218 | 761.76 | 263.4275 | 16.2304 |
54 | 1.0416 | -0.2302 | 0.1282 | 515.29 | 278.2429 | 16.6806 |
55 | 1.0718 | -0.1166 | 0.1276 | 132.25 | 270.1322 | 16.4357 |
56 | 1.1012 | 0.0345 | 0.1227 | 11.56 | 256.5232 | 16.0163 |
57 | 1.1298 | -0.1024 | 0.1217 | 102.01 | 248.7975 | 15.7733 |
58 | 1.1577 | -0.1095 | 0.1211 | 116.64 | 242.5043 | 15.5725 |
59 | 1.1849 | 0.0223 | 0.1166 | 4.84 | 231.7014 | 15.2217 |
60 | 1.2115 | -0.4868 | 0.1327 | 2304 | 321.8013 | 17.9388 |
61 | 1.2376 | -0.1288 | 0.1325 | 161.29 | 315.1133 | 17.7514 |