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 | 129.6 | - | - | - | - | - | - | - |
70 | 134.1 | - | - | - | - | - | - | - |
71 | 136.8 | - | - | - | - | - | - | - |
72 | 143.5 | - | - | - | - | - | - | - |
73 | 162.5 | - | - | - | - | - | - | - |
74 | 163.1 | - | - | - | - | - | - | - |
75 | 157.2 | - | - | - | - | - | - | - |
76 | 158.8 | - | - | - | - | - | - | - |
77 | 155.4 | - | - | - | - | - | - | - |
78 | 148.5 | - | - | - | - | - | - | - |
79 | 154.2 | - | - | - | - | - | - | - |
80 | 153.3 | - | - | - | - | - | - | - |
81 | 149.4 | - | - | - | - | - | - | - |
82 | 147.9 | 149.871 | 140.284 | 159.4579 | 0.3435 | 0.5384 | 0.9994 | 0.5384 |
83 | 156 | 149.6409 | 134.1391 | 165.1426 | 0.2107 | 0.5871 | 0.9478 | 0.5121 |
84 | 163 | 149.7533 | 130.795 | 168.7116 | 0.0854 | 0.2592 | 0.741 | 0.5146 |
85 | 159.1 | 149.6984 | 127.5075 | 171.8893 | 0.2032 | 0.12 | 0.1291 | 0.5105 |
86 | 159.5 | 149.7252 | 124.8542 | 174.5962 | 0.2206 | 0.23 | 0.1459 | 0.5102 |
87 | 157.3 | 149.7121 | 122.3618 | 177.0624 | 0.2933 | 0.2415 | 0.2958 | 0.5089 |
88 | 156.4 | 149.7185 | 120.1234 | 179.3136 | 0.3291 | 0.3078 | 0.2738 | 0.5084 |
89 | 156.6 | 149.7154 | 118.0215 | 181.4093 | 0.3351 | 0.3397 | 0.3626 | 0.5078 |
90 | 162.4 | 149.7169 | 116.0606 | 183.3732 | 0.2301 | 0.3443 | 0.5282 | 0.5074 |
91 | 166.8 | 149.7161 | 114.2031 | 185.2292 | 0.1729 | 0.242 | 0.4023 | 0.507 |
92 | 162.6 | 149.7165 | 112.4403 | 186.9927 | 0.2491 | 0.1845 | 0.4253 | 0.5066 |
93 | 168.1 | 149.7163 | 110.7561 | 188.6766 | 0.1775 | 0.2584 | 0.5063 | 0.5063 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
82 | 0.0326 | -0.0132 | 0.0011 | 3.8848 | 0.3237 | 0.569 |
83 | 0.0529 | 0.0425 | 0.0035 | 40.4386 | 3.3699 | 1.8357 |
84 | 0.0646 | 0.0885 | 0.0074 | 175.4752 | 14.6229 | 3.824 |
85 | 0.0756 | 0.0628 | 0.0052 | 88.3908 | 7.3659 | 2.714 |
86 | 0.0848 | 0.0653 | 0.0054 | 95.5467 | 7.9622 | 2.8217 |
87 | 0.0932 | 0.0507 | 0.0042 | 57.5764 | 4.798 | 2.1904 |
88 | 0.1009 | 0.0446 | 0.0037 | 44.6425 | 3.7202 | 1.9288 |
89 | 0.108 | 0.046 | 0.0038 | 47.3982 | 3.9498 | 1.9874 |
90 | 0.1147 | 0.0847 | 0.0071 | 160.8612 | 13.4051 | 3.6613 |
91 | 0.121 | 0.1141 | 0.0095 | 291.858 | 24.3215 | 4.9317 |
92 | 0.127 | 0.0861 | 0.0072 | 165.9842 | 13.832 | 3.7191 |
93 | 0.1328 | 0.1228 | 0.0102 | 337.9592 | 28.1633 | 5.3069 |