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 | 250.2 | - | - | - | - | - | - | - |
37 | 265.7 | - | - | - | - | - | - | - |
38 | 287.6 | - | - | - | - | - | - | - |
39 | 283.3 | - | - | - | - | - | - | - |
40 | 295.4 | - | - | - | - | - | - | - |
41 | 312.3 | - | - | - | - | - | - | - |
42 | 333.8 | - | - | - | - | - | - | - |
43 | 347.7 | - | - | - | - | - | - | - |
44 | 383.2 | - | - | - | - | - | - | - |
45 | 407.1 | - | - | - | - | - | - | - |
46 | 413.6 | - | - | - | - | - | - | - |
47 | 362.7 | - | - | - | - | - | - | - |
48 | 321.9 | - | - | - | - | - | - | - |
49 | 239.4 | 281.1 | 249.0465 | 313.1535 | 0.0054 | 0.0063 | 0.8268 | 0.0063 |
50 | 191 | 240.3 | 168.6261 | 311.9739 | 0.0888 | 0.5098 | 0.0979 | 0.0128 |
51 | 159.7 | 199.5 | 79.5666 | 319.4334 | 0.2577 | 0.5552 | 0.0854 | 0.0227 |
52 | 163.4 | 158.7 | -16.8645 | 334.2645 | 0.4791 | 0.4955 | 0.0635 | 0.0342 |
53 | 157.6 | 117.9 | -119.8154 | 355.6154 | 0.3717 | 0.3538 | 0.0545 | 0.0463 |
54 | 166.2 | 77.1 | -228.6713 | 382.8713 | 0.284 | 0.3029 | 0.0499 | 0.0583 |
55 | 176.7 | 36.3 | -342.9626 | 415.5626 | 0.234 | 0.251 | 0.0538 | 0.07 |
56 | 198.3 | -4.5 | -462.3161 | 453.3161 | 0.1926 | 0.2189 | 0.0485 | 0.0811 |
57 | 226.2 | -45.3 | -586.426 | 495.826 | 0.1627 | 0.1888 | 0.0506 | 0.0918 |
58 | 216.2 | -86.1 | -715.0358 | 542.8358 | 0.1731 | 0.1652 | 0.0597 | 0.1018 |
59 | 235.9 | -126.9 | -847.9265 | 594.1265 | 0.162 | 0.1755 | 0.0916 | 0.1112 |
60 | 226.9 | -167.7 | -984.9081 | 649.5081 | 0.172 | 0.1665 | 0.1201 | 0.1201 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0582 | -0.1483 | 0.0124 | 1738.89 | 144.9075 | 12.0378 |
50 | 0.1522 | -0.2052 | 0.0171 | 2430.49 | 202.5408 | 14.2317 |
51 | 0.3067 | -0.1995 | 0.0166 | 1584.04 | 132.0033 | 11.4893 |
52 | 0.5644 | 0.0296 | 0.0025 | 22.09 | 1.8408 | 1.3568 |
53 | 1.0287 | 0.3367 | 0.0281 | 1576.09 | 131.3408 | 11.4604 |
54 | 2.0234 | 1.1556 | 0.0963 | 7938.81 | 661.5675 | 25.721 |
55 | 5.3306 | 3.8678 | 0.3223 | 19712.16 | 1642.68 | 40.53 |
56 | -51.9066 | -45.0667 | 3.7556 | 41127.84 | 3427.32 | 58.5433 |
57 | -6.0946 | -5.9934 | 0.4994 | 73712.25 | 6142.6875 | 78.3753 |
58 | -3.7269 | -3.511 | 0.2926 | 91385.29 | 7615.4408 | 87.2665 |
59 | -2.8989 | -2.8589 | 0.2382 | 131623.84 | 10968.6533 | 104.7313 |
60 | -2.4862 | -2.353 | 0.1961 | 155709.16 | 12975.7633 | 113.9112 |