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 | 123.45 | - | - | - | - | - | - | - |
70 | 122 | - | - | - | - | - | - | - |
71 | 122.1 | - | - | - | - | - | - | - |
72 | 127.4 | - | - | - | - | - | - | - |
73 | 135.2 | - | - | - | - | - | - | - |
74 | 137.3 | - | - | - | - | - | - | - |
75 | 135 | - | - | - | - | - | - | - |
76 | 136 | - | - | - | - | - | - | - |
77 | 138.4 | - | - | - | - | - | - | - |
78 | 134.7 | - | - | - | - | - | - | - |
79 | 138.4 | - | - | - | - | - | - | - |
80 | 133.9 | - | - | - | - | - | - | - |
81 | 133.6 | - | - | - | - | - | - | - |
82 | 141.2 | 134.5786 | 127.2762 | 141.881 | 0.0378 | 0.6036 | 0.9996 | 0.6036 |
83 | 148.9 | 135.069 | 123.2338 | 146.9042 | 0.011 | 0.155 | 0.9841 | 0.5961 |
84 | 148.9 | 135.7317 | 120.6711 | 150.7922 | 0.0433 | 0.0433 | 0.8609 | 0.6093 |
85 | 156.6 | 137.8389 | 120.1315 | 155.5462 | 0.0189 | 0.1104 | 0.6149 | 0.6805 |
86 | 161.6 | 137.6153 | 117.6176 | 157.613 | 0.0094 | 0.0314 | 0.5123 | 0.653 |
87 | 160.7 | 137.8722 | 115.8208 | 159.9236 | 0.0212 | 0.0175 | 0.6008 | 0.6479 |
88 | 156 | 138.9261 | 114.9967 | 162.8556 | 0.081 | 0.0373 | 0.5947 | 0.6687 |
89 | 159.5 | 138.5374 | 112.8668 | 164.208 | 0.0547 | 0.0912 | 0.5042 | 0.6469 |
90 | 168.7 | 137.5491 | 110.2483 | 164.8499 | 0.0127 | 0.0575 | 0.581 | 0.6116 |
91 | 169.9 | 137.764 | 108.9249 | 166.6031 | 0.0145 | 0.0178 | 0.4828 | 0.6114 |
92 | 169.9 | 136.4434 | 106.1441 | 166.7427 | 0.0152 | 0.0152 | 0.5653 | 0.573 |
93 | 169.9 | 136.8173 | 105.1249 | 168.5097 | 0.0204 | 0.0204 | 0.5789 | 0.5789 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
82 | 0.0277 | 0.0492 | 0.0041 | 43.8427 | 3.6536 | 1.9114 |
83 | 0.0447 | 0.1024 | 0.0085 | 191.2957 | 15.9413 | 3.9927 |
84 | 0.0566 | 0.097 | 0.0081 | 173.4048 | 14.4504 | 3.8014 |
85 | 0.0655 | 0.1361 | 0.0113 | 351.9807 | 29.3317 | 5.4159 |
86 | 0.0741 | 0.1743 | 0.0145 | 575.2659 | 47.9388 | 6.9238 |
87 | 0.0816 | 0.1656 | 0.0138 | 521.1081 | 43.4257 | 6.5898 |
88 | 0.0879 | 0.1229 | 0.0102 | 291.5165 | 24.293 | 4.9288 |
89 | 0.0945 | 0.1513 | 0.0126 | 439.4304 | 36.6192 | 6.0514 |
90 | 0.1013 | 0.2265 | 0.0189 | 970.3778 | 80.8648 | 8.9925 |
91 | 0.1068 | 0.2333 | 0.0194 | 1032.7241 | 86.0603 | 9.2769 |
92 | 0.1133 | 0.2452 | 0.0204 | 1119.3433 | 93.2786 | 9.6581 |
93 | 0.1182 | 0.2418 | 0.0202 | 1094.466 | 91.2055 | 9.5502 |