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[81]) |
69 | 8.7 | - | - | - | - | - | - | - |
70 | 8.6 | - | - | - | - | - | - | - |
71 | 8.4 | - | - | - | - | - | - | - |
72 | 8.4 | - | - | - | - | - | - | - |
73 | 8.7 | - | - | - | - | - | - | - |
74 | 8.7 | - | - | - | - | - | - | - |
75 | 8.5 | - | - | - | - | - | - | - |
76 | 8.3 | - | - | - | - | - | - | - |
77 | 8.3 | - | - | - | - | - | - | - |
78 | 8.3 | - | - | - | - | - | - | - |
79 | 8.1 | - | - | - | - | - | - | - |
80 | 8.2 | - | - | - | - | - | - | - |
81 | 8.1 | - | - | - | - | - | - | - |
82 | 8.1 | 8.1522 | 7.6103 | 8.7328 | 0.43 | 0.57 | 0.0653 | 0.57 |
83 | 7.9 | 8.0576 | 7.3046 | 8.8882 | 0.355 | 0.4602 | 0.2096 | 0.4602 |
84 | 7.7 | 8.0809 | 7.159 | 9.1214 | 0.2366 | 0.6333 | 0.2739 | 0.4856 |
85 | 8.1 | 8.0451 | 7.076 | 9.1469 | 0.4611 | 0.7303 | 0.122 | 0.4611 |
86 | 8 | 8.0379 | 7.0277 | 9.1934 | 0.4743 | 0.4581 | 0.1307 | 0.4581 |
87 | 7.7 | 7.9091 | 6.8778 | 9.095 | 0.3649 | 0.4403 | 0.1644 | 0.3762 |
88 | 7.8 | 8.0757 | 6.9614 | 9.3683 | 0.338 | 0.7155 | 0.3669 | 0.4853 |
89 | 7.6 | 8.1049 | 6.9245 | 9.4867 | 0.2369 | 0.6673 | 0.391 | 0.5028 |
90 | 7.4 | 8.0819 | 6.8449 | 9.5424 | 0.1801 | 0.7411 | 0.3849 | 0.4903 |
91 | 7.7 | 7.7852 | 6.5484 | 9.2555 | 0.4548 | 0.6962 | 0.3374 | 0.3374 |
92 | 7.9 | 7.8404 | 6.5535 | 9.38 | 0.4698 | 0.5709 | 0.3235 | 0.3705 |
93 | 7.6 | 7.8313 | 6.507 | 9.4251 | 0.388 | 0.4663 | 0.3705 | 0.3705 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
82 | 0.0363 | -0.0064 | 5e-04 | 0.0027 | 2e-04 | 0.0151 |
83 | 0.0526 | -0.0196 | 0.0016 | 0.0248 | 0.0021 | 0.0455 |
84 | 0.0657 | -0.0471 | 0.0039 | 0.145 | 0.0121 | 0.1099 |
85 | 0.0699 | 0.0068 | 6e-04 | 0.003 | 3e-04 | 0.0159 |
86 | 0.0733 | -0.0047 | 4e-04 | 0.0014 | 1e-04 | 0.0109 |
87 | 0.0765 | -0.0264 | 0.0022 | 0.0437 | 0.0036 | 0.0604 |
88 | 0.0817 | -0.0341 | 0.0028 | 0.076 | 0.0063 | 0.0796 |
89 | 0.087 | -0.0623 | 0.0052 | 0.255 | 0.0212 | 0.1458 |
90 | 0.0922 | -0.0844 | 0.007 | 0.4649 | 0.0387 | 0.1968 |
91 | 0.0964 | -0.0109 | 9e-04 | 0.0073 | 6e-04 | 0.0246 |
92 | 0.1002 | 0.0076 | 6e-04 | 0.0036 | 3e-04 | 0.0172 |
93 | 0.1038 | -0.0295 | 0.0025 | 0.0535 | 0.0045 | 0.0668 |