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 | 92.6 | - | - | - | - | - | - | - |
37 | 90.6 | - | - | - | - | - | - | - |
38 | 92.23 | - | - | - | - | - | - | - |
39 | 94.09 | - | - | - | - | - | - | - |
40 | 102.79 | - | - | - | - | - | - | - |
41 | 109.65 | - | - | - | - | - | - | - |
42 | 124.05 | - | - | - | - | - | - | - |
43 | 132.69 | - | - | - | - | - | - | - |
44 | 135.81 | - | - | - | - | - | - | - |
45 | 116.07 | - | - | - | - | - | - | - |
46 | 101.42 | - | - | - | - | - | - | - |
47 | 75.73 | - | - | - | - | - | - | - |
48 | 55.48 | - | - | - | - | - | - | - |
49 | 43.8 | 55.48 | 47.5296 | 65.794 | 0.0132 | 0.5 | 0 | 0.5 |
50 | 45.29 | 55.48 | 44.7578 | 70.9946 | 0.099 | 0.93 | 0 | 0.5 |
51 | 44.01 | 55.48 | 42.802 | 75.4468 | 0.1301 | 0.8414 | 1e-04 | 0.5 |
52 | 47.48 | 55.48 | 41.2572 | 79.558 | 0.2575 | 0.8248 | 1e-04 | 0.5 |
53 | 51.07 | 55.48 | 39.9688 | 83.4857 | 0.3788 | 0.7122 | 1e-04 | 0.5 |
54 | 57.84 | 55.48 | 38.8584 | 87.3107 | 0.4422 | 0.607 | 0 | 0.5 |
55 | 69.04 | 55.48 | 37.8803 | 91.082 | 0.2277 | 0.4483 | 0 | 0.5 |
56 | 65.61 | 55.48 | 37.0048 | 94.8321 | 0.3069 | 0.2497 | 0 | 0.5 |
57 | 72.87 | 55.48 | 36.2116 | 98.5845 | 0.2145 | 0.3225 | 0.0029 | 0.5 |
58 | 68.41 | 55.48 | 35.4862 | 102.3572 | 0.2944 | 0.2336 | 0.0274 | 0.5 |
59 | 73.25 | 55.48 | 34.8175 | 106.1645 | 0.246 | 0.3085 | 0.2168 | 0.5 |
60 | 77.43 | 55.48 | 34.1972 | 110.0187 | 0.2151 | 0.2615 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0948 | -0.2105 | 0 | 136.4224 | 0 | 0 |
50 | 0.1427 | -0.1837 | 0.1971 | 103.8361 | 120.1292 | 10.9603 |
51 | 0.1836 | -0.2067 | 0.2003 | 131.5609 | 123.9398 | 11.1328 |
52 | 0.2214 | -0.1442 | 0.1863 | 64 | 108.9548 | 10.4381 |
53 | 0.2575 | -0.0795 | 0.1649 | 19.4481 | 91.0535 | 9.5422 |
54 | 0.2927 | 0.0425 | 0.1445 | 5.5696 | 76.8062 | 8.7639 |
55 | 0.3274 | 0.2444 | 0.1588 | 183.8736 | 92.1015 | 9.597 |
56 | 0.3619 | 0.1826 | 0.1618 | 102.6169 | 93.416 | 9.6652 |
57 | 0.3964 | 0.3134 | 0.1786 | 302.4121 | 116.6377 | 10.7999 |
58 | 0.4311 | 0.2331 | 0.1841 | 167.1849 | 121.6925 | 11.0314 |
59 | 0.4661 | 0.3203 | 0.1965 | 315.7729 | 139.3361 | 11.8041 |
60 | 0.5015 | 0.3956 | 0.213 | 481.8025 | 167.875 | 12.9567 |