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[117]) |
105 | 111.5 | - | - | - | - | - | - | - |
106 | 108.5 | - | - | - | - | - | - | - |
107 | 112.3 | - | - | - | - | - | - | - |
108 | 116.6 | - | - | - | - | - | - | - |
109 | 115.5 | - | - | - | - | - | - | - |
110 | 120.1 | - | - | - | - | - | - | - |
111 | 132.9 | - | - | - | - | - | - | - |
112 | 128.1 | - | - | - | - | - | - | - |
113 | 129.3 | - | - | - | - | - | - | - |
114 | 132.5 | - | - | - | - | - | - | - |
115 | 131 | - | - | - | - | - | - | - |
116 | 124.9 | - | - | - | - | - | - | - |
117 | 120.8 | - | - | - | - | - | - | - |
118 | 122 | 118.5894 | 111.0686 | 126.6196 | 0.2026 | 0.2948 | 0.9931 | 0.2948 |
119 | 122.1 | 117.4268 | 105.6579 | 130.5066 | 0.2419 | 0.2466 | 0.7788 | 0.3066 |
120 | 127.4 | 116.962 | 101.8882 | 134.2658 | 0.1185 | 0.2803 | 0.5164 | 0.3319 |
121 | 135.2 | 115.6114 | 97.6096 | 136.9333 | 0.0359 | 0.1393 | 0.5041 | 0.3167 |
122 | 137.3 | 115.8811 | 95.1957 | 141.0612 | 0.0477 | 0.0663 | 0.3713 | 0.3509 |
123 | 135 | 115.4015 | 92.4868 | 143.9936 | 0.0896 | 0.0667 | 0.1152 | 0.3557 |
124 | 136 | 114.6117 | 89.7894 | 146.2962 | 0.0929 | 0.1036 | 0.202 | 0.3509 |
125 | 138.4 | 115.3726 | 88.5147 | 150.38 | 0.0987 | 0.1241 | 0.2178 | 0.3806 |
126 | 134.7 | 115.7903 | 87.1206 | 153.8945 | 0.1654 | 0.1224 | 0.195 | 0.3983 |
127 | 138.4 | 116.2487 | 85.8803 | 157.3558 | 0.1454 | 0.1895 | 0.2409 | 0.4141 |
128 | 133.9 | 117.2555 | 85.1412 | 161.4829 | 0.2304 | 0.1744 | 0.3674 | 0.4376 |
129 | 133.6 | 117.0194 | 83.5879 | 163.8219 | 0.2437 | 0.2398 | 0.4371 | 0.4371 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
118 | 0.0345 | 0.0288 | 0.0024 | 11.6319 | 0.9693 | 0.9845 |
119 | 0.0568 | 0.0398 | 0.0033 | 21.8384 | 1.8199 | 1.349 |
120 | 0.0755 | 0.0892 | 0.0074 | 108.9526 | 9.0794 | 3.0132 |
121 | 0.0941 | 0.1694 | 0.0141 | 383.7129 | 31.9761 | 5.6547 |
122 | 0.1109 | 0.1848 | 0.0154 | 458.7702 | 38.2308 | 6.1831 |
123 | 0.1264 | 0.1698 | 0.0142 | 384.1016 | 32.0085 | 5.6576 |
124 | 0.141 | 0.1866 | 0.0156 | 457.458 | 38.1215 | 6.1743 |
125 | 0.1548 | 0.1996 | 0.0166 | 530.2589 | 44.1882 | 6.6474 |
126 | 0.1679 | 0.1633 | 0.0136 | 357.578 | 29.7982 | 5.4588 |
127 | 0.1804 | 0.1906 | 0.0159 | 490.6799 | 40.89 | 6.3945 |
128 | 0.1924 | 0.142 | 0.0118 | 277.0387 | 23.0866 | 4.8048 |
129 | 0.2041 | 0.1417 | 0.0118 | 274.9175 | 22.9098 | 4.7864 |