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 | 8.1538 | 7.6117 | 8.7346 | 0.4279 | 0.5721 | 0.0661 | 0.5721 |
83 | 7.9 | 8.0423 | 7.2868 | 8.876 | 0.369 | 0.446 | 0.2002 | 0.446 |
84 | 7.7 | 8.066 | 7.1396 | 9.1125 | 0.2465 | 0.622 | 0.2658 | 0.4746 |
85 | 8.1 | 8.0298 | 7.0551 | 9.1391 | 0.4506 | 0.7199 | 0.1182 | 0.4506 |
86 | 8 | 8.0362 | 7.0151 | 9.206 | 0.4758 | 0.4575 | 0.133 | 0.4575 |
87 | 7.7 | 7.9078 | 6.8623 | 9.1127 | 0.3676 | 0.4404 | 0.1677 | 0.3773 |
88 | 7.8 | 8.075 | 6.942 | 9.3928 | 0.3413 | 0.7115 | 0.3689 | 0.4852 |
89 | 7.6 | 8.0956 | 6.8965 | 9.5032 | 0.245 | 0.6597 | 0.388 | 0.4976 |
90 | 7.4 | 8.0713 | 6.8154 | 9.5586 | 0.1882 | 0.7327 | 0.3816 | 0.4849 |
91 | 7.7 | 7.7736 | 6.5185 | 9.2703 | 0.4616 | 0.6877 | 0.3345 | 0.3345 |
92 | 7.9 | 7.8338 | 6.526 | 9.4037 | 0.4671 | 0.5663 | 0.3238 | 0.3698 |
93 | 7.6 | 7.8257 | 6.4786 | 9.4529 | 0.3929 | 0.4643 | 0.3705 | 0.3705 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
82 | 0.0363 | -0.0066 | 5e-04 | 0.0029 | 2e-04 | 0.0155 |
83 | 0.0529 | -0.0177 | 0.0015 | 0.0202 | 0.0017 | 0.0411 |
84 | 0.0662 | -0.0454 | 0.0038 | 0.1339 | 0.0112 | 0.1056 |
85 | 0.0705 | 0.0087 | 7e-04 | 0.0049 | 4e-04 | 0.0203 |
86 | 0.0743 | -0.0045 | 4e-04 | 0.0013 | 1e-04 | 0.0105 |
87 | 0.0777 | -0.0263 | 0.0022 | 0.0432 | 0.0036 | 0.06 |
88 | 0.0833 | -0.0341 | 0.0028 | 0.0756 | 0.0063 | 0.0794 |
89 | 0.0887 | -0.0612 | 0.0051 | 0.2457 | 0.0205 | 0.1431 |
90 | 0.094 | -0.0832 | 0.0069 | 0.4506 | 0.0376 | 0.1938 |
91 | 0.0982 | -0.0095 | 8e-04 | 0.0054 | 5e-04 | 0.0212 |
92 | 0.1022 | 0.0085 | 7e-04 | 0.0044 | 4e-04 | 0.0191 |
93 | 0.1061 | -0.0288 | 0.0024 | 0.0509 | 0.0042 | 0.0651 |