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 | 115.1 | - | - | - | - | - | - | - |
70 | 115.4 | - | - | - | - | - | - | - |
71 | 110.8 | - | - | - | - | - | - | - |
72 | 116 | - | - | - | - | - | - | - |
73 | 119.2 | - | - | - | - | - | - | - |
74 | 126.5 | - | - | - | - | - | - | - |
75 | 127.8 | - | - | - | - | - | - | - |
76 | 131.3 | - | - | - | - | - | - | - |
77 | 140.3 | - | - | - | - | - | - | - |
78 | 137.3 | - | - | - | - | - | - | - |
79 | 143 | - | - | - | - | - | - | - |
80 | 134.5 | - | - | - | - | - | - | - |
81 | 139.9 | - | - | - | - | - | - | - |
82 | 159.3 | 142.8308 | 134.4384 | 151.2232 | 1e-04 | 0.7532 | 1 | 0.7532 |
83 | 170.4 | 142.4135 | 129.0997 | 155.7273 | 0 | 0.0065 | 1 | 0.6443 |
84 | 175 | 142.2069 | 125.3522 | 159.0616 | 1e-04 | 5e-04 | 0.9988 | 0.6058 |
85 | 175.8 | 142.5894 | 122.8181 | 162.3608 | 5e-04 | 7e-04 | 0.9898 | 0.6051 |
86 | 180.9 | 142.9408 | 120.6309 | 165.2507 | 4e-04 | 0.0019 | 0.9257 | 0.6053 |
87 | 180.3 | 140.8819 | 116.2942 | 165.4697 | 8e-04 | 7e-04 | 0.8515 | 0.5312 |
88 | 169.6 | 142.617 | 115.9453 | 169.2888 | 0.0237 | 0.0028 | 0.7972 | 0.5791 |
89 | 172.3 | 142.7565 | 114.1522 | 171.3608 | 0.0215 | 0.0329 | 0.5668 | 0.5776 |
90 | 184.8 | 141.992 | 111.5777 | 172.4063 | 0.0029 | 0.0254 | 0.6188 | 0.5536 |
91 | 177.7 | 140.6018 | 108.4793 | 172.7244 | 0.0118 | 0.0035 | 0.4418 | 0.5171 |
92 | 184.6 | 141.8246 | 108.0802 | 175.5689 | 0.0065 | 0.0186 | 0.6647 | 0.5445 |
93 | 211.4 | 141.7581 | 106.4664 | 177.0499 | 1e-04 | 0.0087 | 0.5411 | 0.5411 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
82 | 0.03 | 0.1153 | 0.0096 | 271.235 | 22.6029 | 4.7543 |
83 | 0.0477 | 0.1965 | 0.0164 | 783.2426 | 65.2702 | 8.079 |
84 | 0.0605 | 0.2306 | 0.0192 | 1075.3866 | 89.6156 | 9.4665 |
85 | 0.0707 | 0.2329 | 0.0194 | 1102.9429 | 91.9119 | 9.5871 |
86 | 0.0796 | 0.2656 | 0.0221 | 1440.8996 | 120.075 | 10.9579 |
87 | 0.089 | 0.2798 | 0.0233 | 1553.7841 | 129.482 | 11.379 |
88 | 0.0954 | 0.1892 | 0.0158 | 728.0806 | 60.6734 | 7.7893 |
89 | 0.1022 | 0.207 | 0.0172 | 872.817 | 72.7347 | 8.5285 |
90 | 0.1093 | 0.3015 | 0.0251 | 1832.5255 | 152.7105 | 12.3576 |
91 | 0.1166 | 0.2639 | 0.022 | 1376.2733 | 114.6894 | 10.7093 |
92 | 0.1214 | 0.3016 | 0.0251 | 1829.7373 | 152.4781 | 12.3482 |
93 | 0.127 | 0.4913 | 0.0409 | 4849.9897 | 404.1658 | 20.1039 |