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 | 68.4 | - | - | - | - | - | - | - |
37 | 122.8 | - | - | - | - | - | - | - |
38 | 129.7 | - | - | - | - | - | - | - |
39 | 159.1 | - | - | - | - | - | - | - |
40 | 139 | - | - | - | - | - | - | - |
41 | 102.2 | - | - | - | - | - | - | - |
42 | 113.6 | - | - | - | - | - | - | - |
43 | 81.5 | - | - | - | - | - | - | - |
44 | 77.4 | - | - | - | - | - | - | - |
45 | 87.6 | - | - | - | - | - | - | - |
46 | 101.2 | - | - | - | - | - | - | - |
47 | 87.2 | - | - | - | - | - | - | - |
48 | 64.9 | - | - | - | - | - | - | - |
49 | 133.1 | 126.5256 | 108.9104 | 144.1408 | 0.2322 | 1 | 0.6608 | 1 |
50 | 118 | 120.6431 | 102.0905 | 139.1956 | 0.39 | 0.0941 | 0.1693 | 1 |
51 | 135.9 | 150.5599 | 129.7612 | 171.3586 | 0.0836 | 0.9989 | 0.2105 | 1 |
52 | 125.7 | 126.4732 | 104.6757 | 148.2707 | 0.4723 | 0.1983 | 0.13 | 1 |
53 | 108 | 105.4429 | 83.4722 | 127.4137 | 0.4098 | 0.0354 | 0.6138 | 0.9999 |
54 | 128.3 | 121.4916 | 98.2573 | 144.726 | 0.2829 | 0.8725 | 0.7472 | 1 |
55 | 84.7 | 92.1678 | 68.1124 | 116.2232 | 0.2714 | 0.0016 | 0.8076 | 0.9868 |
56 | 86.4 | 86.1874 | 61.9251 | 110.4498 | 0.4931 | 0.5478 | 0.7611 | 0.9573 |
57 | 92.2 | 95.9442 | 70.6934 | 121.1951 | 0.3857 | 0.7706 | 0.7414 | 0.992 |
58 | 95.8 | 113.6438 | 87.6353 | 139.6524 | 0.0894 | 0.947 | 0.8258 | 0.9999 |
59 | 92.3 | 93.2332 | 66.9815 | 119.4849 | 0.4722 | 0.424 | 0.6738 | 0.9828 |
60 | 54.3 | 78.6397 | 51.5839 | 105.6956 | 0.0389 | 0.1612 | 0.8402 | 0.8402 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.071 | 0.052 | 0 | 43.2227 | 0 | 0 |
50 | 0.0785 | -0.0219 | 0.0369 | 6.9857 | 25.1042 | 5.0104 |
51 | 0.0705 | -0.0974 | 0.0571 | 214.9136 | 88.374 | 9.4007 |
52 | 0.0879 | -0.0061 | 0.0443 | 0.5978 | 66.43 | 8.1505 |
53 | 0.1063 | 0.0243 | 0.0403 | 6.5386 | 54.4517 | 7.3791 |
54 | 0.0976 | 0.056 | 0.0429 | 46.3538 | 53.102 | 7.2871 |
55 | 0.1332 | -0.081 | 0.0484 | 55.7681 | 53.4829 | 7.3132 |
56 | 0.1436 | 0.0025 | 0.0426 | 0.0452 | 46.8032 | 6.8413 |
57 | 0.1343 | -0.039 | 0.0422 | 14.0192 | 43.1605 | 6.5697 |
58 | 0.1168 | -0.157 | 0.0537 | 318.4023 | 70.6847 | 8.4074 |
59 | 0.1437 | -0.01 | 0.0497 | 0.8709 | 64.338 | 8.0211 |
60 | 0.1755 | -0.3095 | 0.0714 | 592.4232 | 108.3451 | 10.4089 |