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[72]) |
60 | 109.6 | - | - | - | - | - | - | - |
61 | 117.8 | - | - | - | - | - | - | - |
62 | 115.8 | - | - | - | - | - | - | - |
63 | 125.3 | - | - | - | - | - | - | - |
64 | 113 | - | - | - | - | - | - | - |
65 | 120.5 | - | - | - | - | - | - | - |
66 | 116.6 | - | - | - | - | - | - | - |
67 | 111.8 | - | - | - | - | - | - | - |
68 | 115.2 | - | - | - | - | - | - | - |
69 | 118.6 | - | - | - | - | - | - | - |
70 | 122.4 | - | - | - | - | - | - | - |
71 | 116.4 | - | - | - | - | - | - | - |
72 | 114.5 | - | - | - | - | - | - | - |
73 | 119.8 | 121.6254 | 111.1939 | 132.057 | 0.3658 | 0.9097 | 0.7639 | 0.9097 |
74 | 115.8 | 118.44 | 107.5576 | 129.3224 | 0.3172 | 0.4032 | 0.6828 | 0.761 |
75 | 127.8 | 127.6941 | 116.0314 | 139.3569 | 0.4929 | 0.9772 | 0.6563 | 0.9867 |
76 | 118.8 | 122.29 | 109.08 | 135.4999 | 0.3023 | 0.2068 | 0.916 | 0.8761 |
77 | 119.7 | 121.2555 | 107.3383 | 135.1726 | 0.4133 | 0.6353 | 0.5424 | 0.8293 |
78 | 118.6 | 125.0433 | 110.2949 | 139.7916 | 0.1959 | 0.7612 | 0.8691 | 0.9194 |
79 | 120.8 | 119.6651 | 104.0144 | 135.3159 | 0.4435 | 0.5531 | 0.8377 | 0.7411 |
80 | 115.9 | 116.551 | 100.1824 | 132.9196 | 0.4689 | 0.3055 | 0.5643 | 0.597 |
81 | 109.7 | 124.1042 | 107.0016 | 141.2067 | 0.0494 | 0.8264 | 0.7359 | 0.8645 |
82 | 114.8 | 124.0848 | 106.2572 | 141.9125 | 0.1537 | 0.9431 | 0.5735 | 0.854 |
83 | 116.2 | 120.1878 | 101.698 | 138.6776 | 0.3362 | 0.716 | 0.656 | 0.7267 |
84 | 112.2 | 118.3397 | 99.2052 | 137.4742 | 0.2647 | 0.5867 | 0.653 | 0.653 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
73 | 0.0438 | -0.015 | 0.0013 | 3.3322 | 0.2777 | 0.527 |
74 | 0.0469 | -0.0223 | 0.0019 | 6.9695 | 0.5808 | 0.7621 |
75 | 0.0466 | 8e-04 | 1e-04 | 0.0112 | 9e-04 | 0.0306 |
76 | 0.0551 | -0.0285 | 0.0024 | 12.1798 | 1.015 | 1.0075 |
77 | 0.0586 | -0.0128 | 0.0011 | 2.4195 | 0.2016 | 0.449 |
78 | 0.0602 | -0.0515 | 0.0043 | 41.5158 | 3.4597 | 1.86 |
79 | 0.0667 | 0.0095 | 8e-04 | 1.2879 | 0.1073 | 0.3276 |
80 | 0.0717 | -0.0056 | 5e-04 | 0.4238 | 0.0353 | 0.1879 |
81 | 0.0703 | -0.1161 | 0.0097 | 207.4801 | 17.29 | 4.1581 |
82 | 0.0733 | -0.0748 | 0.0062 | 86.2079 | 7.184 | 2.6803 |
83 | 0.0785 | -0.0332 | 0.0028 | 15.9028 | 1.3252 | 1.1512 |
84 | 0.0825 | -0.0519 | 0.0043 | 37.6956 | 3.1413 | 1.7724 |