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[68]) |
67 | 98 | - | - | - | - | - | - | - |
68 | 99.5 | - | - | - | - | - | - | - |
69 | 97.4 | 103.3194 | 116.1145 | 93.3617 | 0.878 | 0.2261 | 0.2261 | 0.2261 |
70 | 105.6 | 99.8716 | 112.7263 | 89.954 | 0.8712 | 0.3126 | 0.3126 | 0.4707 |
71 | 117.5 | 101.0096 | 114.2337 | 90.847 | 0.9993 | 0.812 | 0.812 | 0.3855 |
72 | 107.4 | 102.745 | 117.5725 | 91.614 | 0.7938 | 0.9953 | 0.9953 | 0.2839 |
73 | 97.8 | 99.3207 | 112.9812 | 88.9441 | 0.613 | 0.9365 | 0.9365 | 0.5135 |
74 | 91.5 | 100.4836 | 114.6604 | 89.7812 | 0.95 | 0.3115 | 0.3115 | 0.4285 |
75 | 107.7 | 102.2047 | 119.34 | 89.8403 | 0.8082 | 0.0449 | 0.0449 | 0.3341 |
76 | 100.1 | 100.0298 | 116.7166 | 87.9722 | 0.5046 | 0.8938 | 0.8938 | 0.4657 |
77 | 96.6 | 101.0726 | 118.3629 | 88.6667 | 0.7601 | 0.4389 | 0.4389 | 0.4019 |
78 | 106.8 | 101.9143 | 120.5031 | 88.8221 | 0.7677 | 0.2131 | 0.2131 | 0.3589 |
79 | 98 | 99.9825 | 117.8336 | 87.3306 | 0.6206 | 0.8546 | 0.8546 | 0.4702 |
80 | 98.6 | 100.8848 | 119.3885 | 87.8739 | 0.6346 | 0.3319 | 0.3319 | 0.4174 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | -0.0492 | -0.0573 | 0.0048 | 35.0391 | 2.9199 | 1.7088 |
70 | -0.0507 | 0.0574 | 0.0048 | 32.8151 | 2.7346 | 1.6537 |
71 | -0.0513 | 0.1633 | 0.0136 | 271.9325 | 22.661 | 4.7604 |
72 | -0.0553 | 0.0453 | 0.0038 | 21.6688 | 1.8057 | 1.3438 |
73 | -0.0533 | -0.0153 | 0.0013 | 2.3124 | 0.1927 | 0.439 |
74 | -0.0543 | -0.0894 | 0.0075 | 80.7044 | 6.7254 | 2.5933 |
75 | -0.0617 | 0.0538 | 0.0045 | 30.1985 | 2.5165 | 1.5864 |
76 | -0.0615 | 7e-04 | 1e-04 | 0.0049 | 4e-04 | 0.0203 |
77 | -0.0626 | -0.0443 | 0.0037 | 20.0042 | 1.667 | 1.2911 |
78 | -0.0655 | 0.0479 | 0.004 | 23.8696 | 1.9891 | 1.4104 |
79 | -0.0646 | -0.0198 | 0.0017 | 3.9302 | 0.3275 | 0.5723 |
80 | -0.0658 | -0.0226 | 0.0019 | 5.2203 | 0.435 | 0.6596 |