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 | 119.5 | - | - | - | - | - | - | - |
37 | 135.1 | - | - | - | - | - | - | - |
38 | 113.9 | - | - | - | - | - | - | - |
39 | 137.4 | - | - | - | - | - | - | - |
40 | 157.1 | - | - | - | - | - | - | - |
41 | 126.4 | - | - | - | - | - | - | - |
42 | 112.2 | - | - | - | - | - | - | - |
43 | 128.8 | - | - | - | - | - | - | - |
44 | 136.8 | - | - | - | - | - | - | - |
45 | 156.5 | - | - | - | - | - | - | - |
46 | 215.2 | - | - | - | - | - | - | - |
47 | 146.7 | - | - | - | - | - | - | - |
48 | 130.8 | - | - | - | - | - | - | - |
49 | 133.1 | 155.2366 | 129.2589 | 181.2142 | 0.0474 | 0.9674 | 0.9357 | 0.9674 |
50 | 153.4 | 140.893 | 114.4192 | 167.3667 | 0.1772 | 0.718 | 0.9772 | 0.7725 |
51 | 159.9 | 147.6647 | 120.7084 | 174.6209 | 0.1868 | 0.3383 | 0.7723 | 0.8899 |
52 | 174.6 | 202.664 | 175.2381 | 230.09 | 0.0224 | 0.9989 | 0.9994 | 1 |
53 | 145 | 126.4354 | 98.5518 | 154.3189 | 0.096 | 4e-04 | 0.501 | 0.3795 |
54 | 112.9 | 125.4071 | 97.0775 | 153.7367 | 0.1934 | 0.0876 | 0.8196 | 0.3545 |
55 | 137.8 | 145.0481 | 116.2833 | 173.8128 | 0.3107 | 0.9858 | 0.8659 | 0.8342 |
56 | 150.6 | 140.8421 | 111.6526 | 170.0317 | 0.2562 | 0.5809 | 0.607 | 0.7499 |
57 | 162.1 | 156.4568 | 126.8524 | 186.0612 | 0.3543 | 0.6509 | 0.4989 | 0.9553 |
58 | 226.4 | 211.853 | 181.8433 | 241.8628 | 0.171 | 0.9994 | 0.4135 | 1 |
59 | 112.3 | 131.0099 | 100.6038 | 161.416 | 0.1139 | 0 | 0.1559 | 0.5054 |
60 | 126.3 | 135.499 | 104.7052 | 166.2927 | 0.2791 | 0.9301 | 0.6176 | 0.6176 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0854 | -0.1426 | 0 | 490.0272 | 0 | 0 |
50 | 0.0959 | 0.0888 | 0.1157 | 156.4258 | 323.2265 | 17.9785 |
51 | 0.0931 | 0.0829 | 0.1047 | 149.7029 | 265.3853 | 16.2907 |
52 | 0.069 | -0.1385 | 0.1132 | 787.5886 | 395.9361 | 19.8981 |
53 | 0.1125 | 0.1468 | 0.1199 | 344.6452 | 385.6779 | 19.6387 |
54 | 0.1153 | -0.0997 | 0.1165 | 156.4283 | 347.4697 | 18.6405 |
55 | 0.1012 | -0.05 | 0.107 | 52.5344 | 305.3361 | 17.4739 |
56 | 0.1057 | 0.0693 | 0.1023 | 95.2161 | 279.0711 | 16.7054 |
57 | 0.0965 | 0.0361 | 0.095 | 31.846 | 251.6016 | 15.862 |
58 | 0.0723 | 0.0687 | 0.0923 | 211.6145 | 247.6029 | 15.7354 |
59 | 0.1184 | -0.1428 | 0.0969 | 350.0613 | 256.9173 | 16.0286 |
60 | 0.1159 | -0.0679 | 0.0945 | 84.6214 | 242.5593 | 15.5743 |