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[32]) |
20 | 159 | - | - | - | - | - | - | - |
21 | 158 | - | - | - | - | - | - | - |
22 | 148 | - | - | - | - | - | - | - |
23 | 138 | - | - | - | - | - | - | - |
24 | 137 | - | - | - | - | - | - | - |
25 | 136 | - | - | - | - | - | - | - |
26 | 133 | - | - | - | - | - | - | - |
27 | 126 | - | - | - | - | - | - | - |
28 | 120 | - | - | - | - | - | - | - |
29 | 114 | - | - | - | - | - | - | - |
30 | 116 | - | - | - | - | - | - | - |
31 | 153 | - | - | - | - | - | - | - |
32 | 162 | - | - | - | - | - | - | - |
33 | 161 | 162.5799 | 160.0432 | 165.1049 | 0.11 | 0.6737 | 0.9998 | 0.6737 |
34 | 149 | 152.2646 | 148.3654 | 156.1342 | 0.0491 | 0 | 0.9846 | 0 |
35 | 139 | 142.0021 | 137.6989 | 146.2665 | 0.0838 | 6e-04 | 0.9671 | 0 |
36 | 135 | 139.9207 | 135.3124 | 144.4839 | 0.0173 | 0.6538 | 0.8952 | 0 |
37 | 130 | 138.4705 | 133.5978 | 143.2922 | 3e-04 | 0.9208 | 0.8424 | 0 |
38 | 127 | 135.4761 | 130.065 | 140.823 | 9e-04 | 0.9776 | 0.818 | 0 |
39 | 122 | 129.159 | 122.9925 | 135.2383 | 0.0105 | 0.7568 | 0.8458 | 0 |
40 | 117 | 123.8883 | 116.8989 | 130.7613 | 0.0247 | 0.7049 | 0.8663 | 0 |
41 | 112 | 118.3486 | 110.6747 | 125.8759 | 0.0492 | 0.6373 | 0.8712 | 0 |
42 | 113 | 120.1697 | 112.1431 | 128.0384 | 0.0371 | 0.9791 | 0.8505 | 0 |
43 | 149 | 156.3701 | 148.745 | 163.8852 | 0.0273 | 1 | 0.8103 | 0.071 |
44 | 157 | 164.824 | 157.1266 | 172.4149 | 0.0217 | 1 | 0.767 | 0.767 |
45 | 157 | 165.1994 | 156.2899 | 173.967 | 0.0334 | 0.9666 | 0.8261 | 0.7628 |
46 | 147 | 155.1034 | 144.6004 | 165.3971 | 0.0614 | 0.359 | 0.8774 | 0.0946 |
47 | 137 | 145.3074 | 133.7513 | 156.5938 | 0.0746 | 0.3844 | 0.8633 | 0.0019 |
48 | 132 | 143.6069 | 131.2165 | 155.6842 | 0.0298 | 0.8582 | 0.9188 | 0.0014 |
49 | 125 | 142.2786 | 129.191 | 155.014 | 0.0039 | 0.9432 | 0.9706 | 0.0012 |
50 | 123 | 139.1247 | 125.1752 | 152.6658 | 0.0098 | 0.9795 | 0.9604 | 5e-04 |
51 | 117 | 132.5232 | 117.5184 | 147.0336 | 0.018 | 0.9008 | 0.9224 | 0 |
52 | 114 | 127.0259 | 110.909 | 142.5497 | 0.05 | 0.8972 | 0.8972 | 0 |
53 | 111 | 121.4858 | 104.2779 | 137.989 | 0.1065 | 0.813 | 0.87 | 0 |
54 | 112 | 123.4754 | 105.6157 | 140.5888 | 0.0944 | 0.9235 | 0.8849 | 0 |
55 | 144 | 159.6787 | 142.6801 | 176.1498 | 0.031 | 1 | 0.8981 | 0.3912 |
56 | 150 | 168.2491 | 151.0194 | 184.964 | 0.0162 | 0.9978 | 0.9064 | 0.7682 |
57 | 149 | 168.6197 | 150.1015 | 186.5456 | 0.016 | 0.9791 | 0.898 | 0.7654 |
58 | 134 | 158.435 | 138.1074 | 178.0062 | 0.0072 | 0.8276 | 0.8739 | 0.3605 |
59 | 123 | 148.5073 | 126.745 | 169.3487 | 0.0082 | 0.9138 | 0.8604 | 0.1022 |
60 | 116 | 146.7042 | 123.8719 | 168.5123 | 0.0029 | 0.9834 | 0.9068 | 0.0846 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.0079 | -0.0097 | 0 | 2.4962 | 0 | 0 |
34 | 0.013 | -0.0214 | 0.0156 | 10.6579 | 6.5771 | 2.5646 |
35 | 0.0153 | -0.0211 | 0.0174 | 9.0127 | 7.3889 | 2.7183 |
36 | 0.0166 | -0.0352 | 0.0219 | 24.2134 | 11.5951 | 3.4052 |
37 | 0.0178 | -0.0612 | 0.0297 | 71.7491 | 23.6259 | 4.8606 |
38 | 0.0201 | -0.0626 | 0.0352 | 71.8434 | 31.6621 | 5.6269 |
39 | 0.024 | -0.0554 | 0.0381 | 51.2512 | 34.4606 | 5.8703 |
40 | 0.0283 | -0.0556 | 0.0403 | 47.4485 | 36.0841 | 6.007 |
41 | 0.0325 | -0.0536 | 0.0418 | 40.3045 | 36.553 | 6.0459 |
42 | 0.0334 | -0.0597 | 0.0436 | 51.4043 | 38.0381 | 6.1675 |
43 | 0.0245 | -0.0471 | 0.0439 | 54.3188 | 39.5182 | 6.2863 |
44 | 0.0235 | -0.0475 | 0.0442 | 61.2145 | 41.3262 | 6.4285 |
45 | 0.0271 | -0.0496 | 0.0446 | 67.2305 | 43.3189 | 6.5817 |
46 | 0.0339 | -0.0522 | 0.0451 | 65.6652 | 44.915 | 6.7019 |
47 | 0.0396 | -0.0572 | 0.0459 | 69.0129 | 46.5215 | 6.8207 |
48 | 0.0429 | -0.0808 | 0.0481 | 134.721 | 52.034 | 7.2135 |
49 | 0.0457 | -0.1214 | 0.0524 | 298.5494 | 66.5349 | 8.1569 |
50 | 0.0497 | -0.1159 | 0.056 | 260.005 | 77.2833 | 8.7911 |
51 | 0.0559 | -0.1171 | 0.0592 | 240.9702 | 85.8984 | 9.2681 |
52 | 0.0624 | -0.1025 | 0.0614 | 169.6754 | 90.0872 | 9.4914 |
53 | 0.0693 | -0.0863 | 0.0625 | 109.9519 | 91.0331 | 9.5411 |
54 | 0.0707 | -0.0929 | 0.0639 | 131.6853 | 92.881 | 9.6375 |
55 | 0.0526 | -0.0982 | 0.0654 | 245.8211 | 99.5305 | 9.9765 |
56 | 0.0507 | -0.1085 | 0.0672 | 333.029 | 109.2596 | 10.4527 |
57 | 0.0542 | -0.1164 | 0.0692 | 384.933 | 120.2866 | 10.9675 |
58 | 0.063 | -0.1542 | 0.0724 | 597.0678 | 138.6243 | 11.7739 |
59 | 0.0716 | -0.1718 | 0.0761 | 650.6227 | 157.5872 | 12.5534 |
60 | 0.0758 | -0.2093 | 0.0809 | 942.7488 | 185.6287 | 13.6246 |