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[129]) |
117 | 120.8 | - | - | - | - | - | - | - |
118 | 122 | - | - | - | - | - | - | - |
119 | 122.1 | - | - | - | - | - | - | - |
120 | 127.4 | - | - | - | - | - | - | - |
121 | 135.2 | - | - | - | - | - | - | - |
122 | 137.3 | - | - | - | - | - | - | - |
123 | 135 | - | - | - | - | - | - | - |
124 | 136 | - | - | - | - | - | - | - |
125 | 138.4 | - | - | - | - | - | - | - |
126 | 134.7 | - | - | - | - | - | - | - |
127 | 138.4 | - | - | - | - | - | - | - |
128 | 133.9 | - | - | - | - | - | - | - |
129 | 133.6 | - | - | - | - | - | - | - |
130 | 141.2 | 134.777 | 126.297 | 143.8263 | 0.0821 | 0.6006 | 0.9972 | 0.6006 |
131 | 151.8 | 134.127 | 120.7852 | 148.9426 | 0.0097 | 0.1747 | 0.9442 | 0.5278 |
132 | 155.4 | 134.6115 | 117.4104 | 154.3327 | 0.0194 | 0.0438 | 0.7632 | 0.54 |
133 | 156.6 | 136.1678 | 115.2119 | 160.9354 | 0.0529 | 0.064 | 0.5305 | 0.5805 |
134 | 161.6 | 135.8961 | 111.9714 | 164.9329 | 0.0414 | 0.0811 | 0.4623 | 0.5616 |
135 | 160.7 | 135.0626 | 108.6536 | 167.8904 | 0.0629 | 0.0565 | 0.5015 | 0.5348 |
136 | 156 | 135.7997 | 106.8759 | 172.5511 | 0.1407 | 0.0921 | 0.4957 | 0.5467 |
137 | 159.5 | 135.6502 | 104.6246 | 175.8762 | 0.1226 | 0.1607 | 0.4467 | 0.5398 |
138 | 168.7 | 134.8192 | 102.0461 | 178.1179 | 0.0626 | 0.1319 | 0.5022 | 0.522 |
139 | 169.9 | 135.1187 | 100.483 | 181.693 | 0.0716 | 0.0788 | 0.4451 | 0.5255 |
140 | 169.9 | 134.4641 | 98.3428 | 183.8528 | 0.0798 | 0.0798 | 0.5089 | 0.5137 |
141 | 185.9 | 134.7723 | 97.0193 | 187.216 | 0.028 | 0.0946 | 0.5175 | 0.5175 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
130 | 0.0343 | 0.0477 | 0.004 | 41.2553 | 3.4379 | 1.8542 |
131 | 0.0564 | 0.1318 | 0.011 | 312.3339 | 26.0278 | 5.1017 |
132 | 0.0747 | 0.1544 | 0.0129 | 432.1616 | 36.0135 | 6.0011 |
133 | 0.0928 | 0.1501 | 0.0125 | 417.4742 | 34.7895 | 5.8983 |
134 | 0.109 | 0.1891 | 0.0158 | 660.6891 | 55.0574 | 7.4201 |
135 | 0.124 | 0.1898 | 0.0158 | 657.2785 | 54.7732 | 7.4009 |
136 | 0.1381 | 0.1488 | 0.0124 | 408.0533 | 34.0044 | 5.8313 |
137 | 0.1513 | 0.1758 | 0.0147 | 568.8118 | 47.401 | 6.8848 |
138 | 0.1639 | 0.2513 | 0.0209 | 1147.9059 | 95.6588 | 9.7805 |
139 | 0.1759 | 0.2574 | 0.0215 | 1209.7402 | 100.8117 | 10.0405 |
140 | 0.1874 | 0.2635 | 0.022 | 1255.7044 | 104.642 | 10.2295 |
141 | 0.1985 | 0.3794 | 0.0316 | 2614.0415 | 217.8368 | 14.7593 |