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[36]) |
24 | 204.2 | - | - | - | - | - | - | - |
25 | 196.6 | - | - | - | - | - | - | - |
26 | 198.8 | - | - | - | - | - | - | - |
27 | 207.5 | - | - | - | - | - | - | - |
28 | 190.7 | - | - | - | - | - | - | - |
29 | 201.6 | - | - | - | - | - | - | - |
30 | 210.5 | - | - | - | - | - | - | - |
31 | 223.5 | - | - | - | - | - | - | - |
32 | 223.8 | - | - | - | - | - | - | - |
33 | 231.2 | - | - | - | - | - | - | - |
34 | 244 | - | - | - | - | - | - | - |
35 | 234.7 | - | - | - | - | - | - | - |
36 | 250.2 | - | - | - | - | - | - | - |
37 | 265.7 | 265.7 | 237.771 | 293.629 | 0.5 | 0.8616 | 1 | 0.8616 |
38 | 287.6 | 281.2 | 218.7488 | 343.6512 | 0.4204 | 0.6867 | 0.9951 | 0.8347 |
39 | 283.3 | 296.7 | 192.1991 | 401.2009 | 0.4008 | 0.5678 | 0.9528 | 0.8084 |
40 | 295.4 | 312.2 | 159.2264 | 465.1736 | 0.4148 | 0.6444 | 0.9402 | 0.7865 |
41 | 312.3 | 327.7 | 120.5727 | 534.8273 | 0.4421 | 0.6201 | 0.8836 | 0.7683 |
42 | 333.8 | 343.2 | 76.7739 | 609.6261 | 0.4724 | 0.5899 | 0.8355 | 0.7531 |
43 | 347.7 | 358.7 | 28.2392 | 689.1608 | 0.474 | 0.5587 | 0.7887 | 0.7401 |
44 | 383.2 | 374.2 | -24.7065 | 773.1065 | 0.4824 | 0.5518 | 0.77 | 0.7288 |
45 | 407.1 | 389.7 | -81.7964 | 861.1964 | 0.4712 | 0.5108 | 0.745 | 0.719 |
46 | 413.6 | 405.2 | -142.8073 | 953.2073 | 0.488 | 0.4973 | 0.7179 | 0.7103 |
47 | 362.7 | 420.7 | -207.5482 | 1048.9482 | 0.4282 | 0.5088 | 0.7191 | 0.7026 |
48 | 321.9 | 436.2 | -275.8536 | 1148.2536 | 0.3765 | 0.5802 | 0.6957 | 0.6957 |
49 | 239.4 | 451.7 | -347.5782 | 1250.9782 | 0.3013 | 0.6249 | 0.6758 | 0.6894 |
50 | 191 | 467.2 | -422.5931 | 1356.9931 | 0.2715 | 0.6921 | 0.6538 | 0.6837 |
51 | 159.7 | 482.7 | -500.783 | 1466.183 | 0.2599 | 0.7195 | 0.6545 | 0.6784 |
52 | 163.4 | 498.2 | -582.0438 | 1578.4438 | 0.2718 | 0.7305 | 0.6435 | 0.6736 |
53 | 157.6 | 513.7 | -666.2812 | 1693.6812 | 0.2771 | 0.7197 | 0.631 | 0.6692 |
54 | 166.2 | 529.2 | -753.409 | 1811.809 | 0.2895 | 0.7149 | 0.6174 | 0.6651 |
55 | 176.7 | 544.7 | -843.348 | 1932.748 | 0.3017 | 0.7035 | 0.6096 | 0.6612 |
56 | 198.3 | 560.2 | -936.0251 | 2056.4251 | 0.3177 | 0.6923 | 0.5917 | 0.6577 |
57 | 226.2 | 575.7 | -1031.3729 | 2182.7729 | 0.335 | 0.6773 | 0.5815 | 0.6543 |
58 | 216.2 | 591.2 | -1129.3286 | 2311.7286 | 0.3346 | 0.6612 | 0.5802 | 0.6512 |
59 | 235.9 | 606.7 | -1229.8334 | 2443.2334 | 0.3462 | 0.6616 | 0.6027 | 0.6482 |
60 | 226.9 | 622.2 | -1332.8327 | 2577.2327 | 0.3459 | 0.6507 | 0.6183 | 0.6454 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
37 | 0.0536 | 0 | 0 | 0 | 0 | 0 |
38 | 0.1133 | 0.0228 | 0.0114 | 40.96 | 20.48 | 4.5255 |
39 | 0.1797 | -0.0452 | 0.0226 | 179.56 | 73.5067 | 8.5736 |
40 | 0.25 | -0.0538 | 0.0304 | 282.24 | 125.69 | 11.2112 |
41 | 0.3225 | -0.047 | 0.0337 | 237.16 | 147.984 | 12.1649 |
42 | 0.3961 | -0.0274 | 0.0327 | 88.36 | 138.0467 | 11.7493 |
43 | 0.47 | -0.0307 | 0.0324 | 121 | 135.6114 | 11.6452 |
44 | 0.5439 | 0.0241 | 0.0314 | 81 | 128.785 | 11.3483 |
45 | 0.6173 | 0.0446 | 0.0328 | 302.76 | 148.1156 | 12.1703 |
46 | 0.69 | 0.0207 | 0.0316 | 70.56 | 140.36 | 11.8474 |
47 | 0.7619 | -0.1379 | 0.0413 | 3364 | 433.4182 | 20.8187 |
48 | 0.8329 | -0.262 | 0.0597 | 13064.49 | 1486.0075 | 38.5488 |
49 | 0.9028 | -0.47 | 0.0912 | 45071.29 | 4838.7215 | 69.5609 |
50 | 0.9717 | -0.5912 | 0.127 | 76286.44 | 9942.13 | 99.7102 |
51 | 1.0395 | -0.6692 | 0.1631 | 104329 | 16234.588 | 127.415 |
52 | 1.1063 | -0.672 | 0.1949 | 112091.04 | 22225.6162 | 149.0826 |
53 | 1.172 | -0.6932 | 0.2242 | 126807.21 | 28377.4747 | 168.4562 |
54 | 1.2366 | -0.6859 | 0.2499 | 131769 | 34121.4483 | 184.7199 |
55 | 1.3001 | -0.6756 | 0.2723 | 135424 | 39453.1616 | 198.6282 |
56 | 1.3627 | -0.646 | 0.291 | 130971.61 | 44029.084 | 209.8311 |
57 | 1.4242 | -0.6071 | 0.306 | 122150.25 | 47749.1395 | 218.5158 |
58 | 1.4848 | -0.6343 | 0.3209 | 140625 | 51970.7695 | 227.971 |
59 | 1.5444 | -0.6112 | 0.3336 | 137492.64 | 55689.1117 | 235.9854 |
60 | 1.6031 | -0.6353 | 0.3461 | 156262.09 | 59879.6525 | 244.7032 |