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 | 112.1 | - | - | - | - | - | - | - |
37 | 114.2 | - | - | - | - | - | - | - |
38 | 121.1 | - | - | - | - | - | - | - |
39 | 131.6 | - | - | - | - | - | - | - |
40 | 125 | - | - | - | - | - | - | - |
41 | 120.4 | - | - | - | - | - | - | - |
42 | 117.7 | - | - | - | - | - | - | - |
43 | 117.5 | - | - | - | - | - | - | - |
44 | 120.6 | - | - | - | - | - | - | - |
45 | 127.5 | - | - | - | - | - | - | - |
46 | 112.3 | - | - | - | - | - | - | - |
47 | 124.5 | - | - | - | - | - | - | - |
48 | 115.2 | - | - | - | - | - | - | - |
49 | 104.7 | 111.5423 | 101.5403 | 121.5442 | 0.09 | 0.2368 | 0.3012 | 0.2368 |
50 | 130.9 | 121.8307 | 111.8283 | 131.8331 | 0.0378 | 0.9996 | 0.5569 | 0.9031 |
51 | 129.2 | 127.5787 | 117.4674 | 137.69 | 0.3767 | 0.2598 | 0.2178 | 0.9918 |
52 | 113.5 | 122.422 | 111.8993 | 132.9448 | 0.0483 | 0.1034 | 0.3155 | 0.9107 |
53 | 125.6 | 119.3058 | 108.7794 | 129.8321 | 0.1206 | 0.8602 | 0.4193 | 0.7777 |
54 | 107.6 | 115.9676 | 105.4061 | 126.5291 | 0.0602 | 0.0369 | 0.3739 | 0.5566 |
55 | 107 | 116.8097 | 106.2107 | 127.4086 | 0.0348 | 0.9557 | 0.4492 | 0.617 |
56 | 121.6 | 121.7234 | 111.1223 | 132.3245 | 0.4909 | 0.9968 | 0.5823 | 0.8861 |
57 | 110.7 | 125.4457 | 114.8377 | 136.0537 | 0.0032 | 0.7613 | 0.3521 | 0.9708 |
58 | 106.3 | 113.4964 | 102.8844 | 124.1085 | 0.0919 | 0.6972 | 0.5874 | 0.3765 |
59 | 118.6 | 123.3605 | 112.7478 | 133.9733 | 0.1896 | 0.9992 | 0.4167 | 0.9341 |
60 | 104.6 | 110.4464 | 99.8326 | 121.0603 | 0.1402 | 0.0661 | 0.19 | 0.19 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0457 | -0.0613 | 0 | 46.8166 | 0 | 0 |
50 | 0.0419 | 0.0744 | 0.0679 | 82.2522 | 64.5344 | 8.0333 |
51 | 0.0404 | 0.0127 | 0.0495 | 2.6287 | 43.8992 | 6.6256 |
52 | 0.0439 | -0.0729 | 0.0553 | 79.6026 | 52.825 | 7.2681 |
53 | 0.045 | 0.0528 | 0.0548 | 39.6173 | 50.1835 | 7.084 |
54 | 0.0465 | -0.0722 | 0.0577 | 70.0167 | 53.489 | 7.3136 |
55 | 0.0463 | -0.084 | 0.0615 | 96.2293 | 59.5948 | 7.7198 |
56 | 0.0444 | -0.001 | 0.0539 | 0.0152 | 52.1473 | 7.2213 |
57 | 0.0431 | -0.1175 | 0.061 | 217.4358 | 70.5127 | 8.3972 |
58 | 0.0477 | -0.0634 | 0.0612 | 51.7885 | 68.6403 | 8.2849 |
59 | 0.0439 | -0.0386 | 0.0592 | 22.6627 | 64.4605 | 8.0287 |
60 | 0.049 | -0.0529 | 0.0586 | 34.1807 | 61.9372 | 7.87 |