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[60]) |
48 | 96.8 | - | - | - | - | - | - | - |
49 | 95.7 | - | - | - | - | - | - | - |
50 | 91.4 | - | - | - | - | - | - | - |
51 | 88.7 | - | - | - | - | - | - | - |
52 | 88.2 | - | - | - | - | - | - | - |
53 | 87.7 | - | - | - | - | - | - | - |
54 | 89.5 | - | - | - | - | - | - | - |
55 | 95.6 | - | - | - | - | - | - | - |
56 | 100.5 | - | - | - | - | - | - | - |
57 | 106.3 | - | - | - | - | - | - | - |
58 | 112 | - | - | - | - | - | - | - |
59 | 117.7 | - | - | - | - | - | - | - |
60 | 125 | - | - | - | - | - | - | - |
61 | 132.4 | 126.9165 | 117.4756 | 136.3574 | 0.1275 | 0.6546 | 1 | 0.6546 |
62 | 138.1 | 126.9165 | 111.2385 | 142.5945 | 0.081 | 0.2465 | 1 | 0.5947 |
63 | 134.7 | 126.9165 | 106.8549 | 146.9781 | 0.2235 | 0.1373 | 0.9999 | 0.5743 |
64 | 136.7 | 126.9165 | 103.2705 | 150.5626 | 0.2087 | 0.2594 | 0.9993 | 0.5631 |
65 | 134.3 | 126.9165 | 100.162 | 153.671 | 0.2943 | 0.2368 | 0.998 | 0.5558 |
66 | 131.6 | 126.9165 | 97.3789 | 156.4542 | 0.378 | 0.3121 | 0.9935 | 0.5506 |
67 | 129.8 | 126.9165 | 94.8363 | 158.9967 | 0.4301 | 0.3874 | 0.9721 | 0.5466 |
68 | 131.9 | 126.9165 | 92.4809 | 161.3521 | 0.3883 | 0.4348 | 0.9337 | 0.5434 |
69 | 129.8 | 126.9165 | 90.2767 | 163.5564 | 0.4387 | 0.3949 | 0.865 | 0.5408 |
70 | 119.4 | 126.9165 | 88.1977 | 165.6353 | 0.3518 | 0.442 | 0.7749 | 0.5386 |
71 | 116.7 | 126.9165 | 86.2248 | 167.6082 | 0.3113 | 0.6413 | 0.6715 | 0.5368 |
72 | 112.8 | 126.9165 | 84.3433 | 169.4898 | 0.2579 | 0.6809 | 0.5352 | 0.5352 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.038 | 0.0432 | 0 | 30.0685 | 0 | 0 |
62 | 0.063 | 0.0881 | 0.0657 | 125.0701 | 77.5693 | 8.8073 |
63 | 0.0806 | 0.0613 | 0.0642 | 60.5825 | 71.9071 | 8.4798 |
64 | 0.0951 | 0.0771 | 0.0674 | 95.7164 | 77.8594 | 8.8238 |
65 | 0.1076 | 0.0582 | 0.0656 | 54.5157 | 73.1907 | 8.5552 |
66 | 0.1187 | 0.0369 | 0.0608 | 21.935 | 64.648 | 8.0404 |
67 | 0.129 | 0.0227 | 0.0554 | 8.3144 | 56.6004 | 7.5233 |
68 | 0.1384 | 0.0393 | 0.0533 | 24.835 | 52.6297 | 7.2546 |
69 | 0.1473 | 0.0227 | 0.0499 | 8.3144 | 47.7058 | 6.9069 |
70 | 0.1556 | -0.0592 | 0.0509 | 56.4981 | 48.585 | 6.9703 |
71 | 0.1636 | -0.0805 | 0.0536 | 104.3774 | 53.6571 | 7.3251 |
72 | 0.1711 | -0.1112 | 0.0584 | 199.2762 | 65.792 | 8.1112 |