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]) |
80 | 111.1 | - | - | - | - | - | - | - |
81 | 110.2 | - | - | - | - | - | - | - |
82 | 118.9 | 108.4032 | 94.1622 | 122.6443 | 0.0743 | 0.4023 | 0.4023 | 0.4023 |
83 | 131.8 | 106.6593 | 78.0845 | 135.2342 | 0.0423 | 0.2006 | 0.2006 | 0.4041 |
84 | 130.6 | 104.9155 | 59.3072 | 150.5237 | 0.1348 | 0.124 | 0.124 | 0.4102 |
85 | 138.3 | 103.1716 | 38.1661 | 168.1771 | 0.1448 | 0.2041 | 0.2041 | 0.4161 |
86 | 148.4 | 101.4277 | 14.909 | 187.9463 | 0.1436 | 0.2018 | 0.2018 | 0.4212 |
87 | 148.7 | 99.6838 | -10.2778 | 209.6454 | 0.1911 | 0.1926 | 0.1926 | 0.4257 |
88 | 144.3 | 97.9399 | -37.2491 | 233.129 | 0.2507 | 0.2309 | 0.2309 | 0.4295 |
89 | 152.5 | 96.1961 | -65.8879 | 258.28 | 0.248 | 0.2804 | 0.2804 | 0.4328 |
90 | 162.9 | 94.4522 | -96.0972 | 285.0015 | 0.2407 | 0.2752 | 0.2752 | 0.4357 |
91 | 167.2 | 92.7083 | -127.7952 | 313.2118 | 0.2539 | 0.2663 | 0.2663 | 0.4382 |
92 | 166.5 | 90.9644 | -160.9117 | 342.8405 | 0.2783 | 0.2765 | 0.2765 | 0.4405 |
93 | 185.6 | 89.2205 | -195.3854 | 373.8265 | 0.2534 | 0.2973 | 0.2973 | 0.4426 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
82 | 0.067 | 0.0968 | 0.0081 | 110.1824 | 9.1819 | 3.0302 |
83 | 0.1367 | 0.2357 | 0.0196 | 632.0529 | 52.6711 | 7.2575 |
84 | 0.2218 | 0.2448 | 0.0204 | 659.6958 | 54.9746 | 7.4145 |
85 | 0.3215 | 0.3405 | 0.0284 | 1234.0062 | 102.8339 | 10.1407 |
86 | 0.4352 | 0.4631 | 0.0386 | 2206.3975 | 183.8665 | 13.5597 |
87 | 0.5628 | 0.4917 | 0.041 | 2402.5866 | 200.2155 | 14.1498 |
88 | 0.7042 | 0.4734 | 0.0394 | 2149.2559 | 179.1047 | 13.383 |
89 | 0.8597 | 0.5853 | 0.0488 | 3170.1347 | 264.1779 | 16.2536 |
90 | 1.0293 | 0.7247 | 0.0604 | 4685.1054 | 390.4255 | 19.7592 |
91 | 1.2135 | 0.8035 | 0.067 | 5549.015 | 462.4179 | 21.5039 |
92 | 1.4127 | 0.8304 | 0.0692 | 5705.6257 | 475.4688 | 21.8052 |
93 | 1.6275 | 1.0802 | 0.09 | 9289.0028 | 774.0836 | 27.8224 |