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 | 114.8 | - | - | - | - | - | - | - |
37 | 100.5 | - | - | - | - | - | - | - |
38 | 85.4 | - | - | - | - | - | - | - |
39 | 114.6 | - | - | - | - | - | - | - |
40 | 109.90 | - | - | - | - | - | - | - |
41 | 100.7 | - | - | - | - | - | - | - |
42 | 115.5 | - | - | - | - | - | - | - |
43 | 100.7 | - | - | - | - | - | - | - |
44 | 99 | - | - | - | - | - | - | - |
45 | 102.3 | - | - | - | - | - | - | - |
46 | 108.8 | - | - | - | - | - | - | - |
47 | 105.9 | - | - | - | - | - | - | - |
48 | 113.2 | - | - | - | - | - | - | - |
49 | 95.7 | 111.5414 | 91.2613 | 136.8896 | 0.1103 | 0.449 | 0.8034 | 0.449 |
50 | 80.9 | 112.8624 | 88.4096 | 144.9617 | 0.0255 | 0.8527 | 0.9532 | 0.4918 |
51 | 113.9 | 113.2181 | 84.448 | 153.1399 | 0.4866 | 0.9437 | 0.473 | 0.5004 |
52 | 98.1 | 113.8947 | 81.6221 | 160.7632 | 0.2545 | 0.4999 | 0.5663 | 0.5116 |
53 | 102.8 | 114.471 | 78.9965 | 168.2632 | 0.3353 | 0.7246 | 0.6921 | 0.5185 |
54 | 104.7 | 115.0847 | 76.6876 | 175.6994 | 0.3685 | 0.6544 | 0.4946 | 0.5243 |
55 | 95.9 | 115.6909 | 74.5687 | 183.1495 | 0.2826 | 0.6253 | 0.6684 | 0.5288 |
56 | 94.6 | 116.3043 | 72.6176 | 190.6611 | 0.2836 | 0.7047 | 0.6759 | 0.5326 |
57 | 101.6 | 116.92 | 70.7991 | 198.2706 | 0.356 | 0.7046 | 0.6377 | 0.5357 |
58 | 103.9 | 117.5397 | 69.0936 | 206.0073 | 0.3813 | 0.638 | 0.5768 | 0.5383 |
59 | 110.3 | 118.1629 | 67.4841 | 213.8953 | 0.4361 | 0.6149 | 0.5991 | 0.5405 |
60 | 114.1 | 118.7898 | 65.9583 | 221.9556 | 0.4645 | 0.5641 | 0.5423 | 0.5423 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1159 | -0.142 | 0 | 250.9503 | 0 | 0 |
50 | 0.1451 | -0.2832 | 0.2126 | 1021.5921 | 636.2712 | 25.2244 |
51 | 0.1799 | 0.006 | 0.1437 | 0.4649 | 424.3358 | 20.5994 |
52 | 0.21 | -0.1387 | 0.1425 | 249.4725 | 380.62 | 19.5095 |
53 | 0.2398 | -0.102 | 0.1344 | 136.2123 | 331.7384 | 18.2137 |
54 | 0.2687 | -0.0902 | 0.127 | 107.843 | 294.4225 | 17.1587 |
55 | 0.2975 | -0.1711 | 0.1333 | 391.6804 | 308.3165 | 17.5589 |
56 | 0.3262 | -0.1866 | 0.14 | 471.075 | 328.6613 | 18.129 |
57 | 0.355 | -0.131 | 0.139 | 234.702 | 318.2214 | 17.8388 |
58 | 0.384 | -0.116 | 0.1367 | 186.0412 | 305.0034 | 17.4643 |
59 | 0.4134 | -0.0665 | 0.1303 | 61.825 | 282.8963 | 16.8195 |
60 | 0.4431 | -0.0395 | 0.1227 | 21.9938 | 261.1544 | 16.1603 |