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 | 172.3 | - | - | - | - | - | - | - |
37 | 184.8 | - | - | - | - | - | - | - |
38 | 177.7 | - | - | - | - | - | - | - |
39 | 184.6 | - | - | - | - | - | - | - |
40 | 211.4 | - | - | - | - | - | - | - |
41 | 215.3 | - | - | - | - | - | - | - |
42 | 215.9 | - | - | - | - | - | - | - |
43 | 244.7 | - | - | - | - | - | - | - |
44 | 259.3 | - | - | - | - | - | - | - |
45 | 289 | - | - | - | - | - | - | - |
46 | 310.9 | - | - | - | - | - | - | - |
47 | 321 | - | - | - | - | - | - | - |
48 | 315.1 | - | - | - | - | - | - | - |
49 | 333.2 | 313.7301 | 260.0462 | 395.345 | 0.32 | 0.4869 | 0.999 | 0.4869 |
50 | 314.1 | 313.7301 | 237.4065 | 462.3803 | 0.4981 | 0.3987 | 0.9636 | 0.4928 |
51 | 284.7 | 313.7301 | 223.2821 | 527.3519 | 0.395 | 0.4986 | 0.8819 | 0.495 |
52 | 273.9 | 313.7301 | 212.8191 | 596.6302 | 0.3913 | 0.5797 | 0.7608 | 0.4962 |
53 | 216 | 313.7301 | 204.4662 | 673.7989 | 0.2974 | 0.5858 | 0.7039 | 0.497 |
54 | 196.4 | 313.7301 | 197.5036 | 762.3654 | 0.3041 | 0.6653 | 0.6655 | 0.4976 |
55 | 190.9 | 313.7301 | 191.5324 | 866.6581 | 0.3316 | 0.6613 | 0.5967 | 0.4981 |
56 | 206.4 | 313.7301 | 186.3065 | 992.6468 | 0.3783 | 0.6386 | 0.5624 | 0.4984 |
57 | 196.3 | 313.7301 | 181.6626 | 1149.1678 | 0.3915 | 0.5994 | 0.5231 | 0.4987 |
58 | 199.5 | 313.7301 | 177.4862 | 1350.1384 | 0.4145 | 0.5879 | 0.5021 | 0.499 |
59 | 198.9 | 313.7301 | 173.694 | 1619.0257 | 0.4316 | 0.5681 | 0.4956 | 0.4992 |
60 | 214.4 | 313.7301 | 170.2233 | 1998.9165 | 0.454 | 0.5531 | 0.4994 | 0.4994 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1327 | 0.0621 | 0 | 379.0764 | 0 | 0 |
50 | 0.2417 | 0.0012 | 0.0316 | 0.1368 | 189.6066 | 13.7698 |
51 | 0.3474 | -0.0925 | 0.0519 | 842.7475 | 407.3203 | 20.1822 |
52 | 0.4601 | -0.127 | 0.0707 | 1586.438 | 702.0997 | 26.4972 |
53 | 0.5856 | -0.3115 | 0.1188 | 9551.1753 | 2471.9148 | 49.7184 |
54 | 0.7296 | -0.374 | 0.1614 | 13766.3558 | 4354.3216 | 65.9873 |
55 | 0.8992 | -0.3915 | 0.1942 | 15087.237 | 5887.5953 | 76.7307 |
56 | 1.1041 | -0.3421 | 0.2127 | 11519.7535 | 6591.615 | 81.1888 |
57 | 1.3586 | -0.3743 | 0.2307 | 13789.8318 | 7391.4169 | 85.9733 |
58 | 1.6855 | -0.3641 | 0.244 | 13048.519 | 7957.1271 | 89.2027 |
59 | 2.1227 | -0.366 | 0.2551 | 13185.9552 | 8432.4751 | 91.8285 |
60 | 2.7405 | -0.3166 | 0.2602 | 9866.4716 | 8551.9748 | 92.4769 |