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[69]) |
68 | 128.1 | - | - | - | - | - | - | - |
69 | 144.3 | - | - | - | - | - | - | - |
70 | 153 | 138.2633 | 114.2733 | 167.2896 | 0.1598 | 0.3418 | 0.3418 | 0.3418 |
71 | 149.9 | 140.8173 | 112.5599 | 176.1685 | 0.3073 | 0.2497 | 0.2497 | 0.4234 |
72 | 150.9 | 140.8807 | 108.072 | 183.6496 | 0.3231 | 0.3397 | 0.3397 | 0.4377 |
73 | 141 | 141.6056 | 105.0302 | 190.9181 | 0.4904 | 0.3559 | 0.3559 | 0.4574 |
74 | 138.9 | 142.17 | 102.1635 | 197.8426 | 0.4542 | 0.5164 | 0.5164 | 0.4701 |
75 | 157.4 | 142.7757 | 99.6211 | 204.6243 | 0.3215 | 0.5489 | 0.5489 | 0.4807 |
76 | 142.9 | 143.3749 | 97.2854 | 211.2994 | 0.4945 | 0.3428 | 0.3428 | 0.4894 |
77 | 151.7 | 143.9787 | 95.126 | 217.9201 | 0.4189 | 0.5114 | 0.5114 | 0.4966 |
78 | 161 | 144.5845 | 93.1096 | 224.5171 | 0.3437 | 0.4307 | 0.4307 | 0.5028 |
79 | 138.6 | 145.1931 | 91.2142 | 231.1156 | 0.4402 | 0.3592 | 0.3592 | 0.5081 |
80 | 136 | 145.8041 | 89.4224 | 237.735 | 0.4172 | 0.561 | 0.561 | 0.5128 |
81 | 151.9 | 146.4178 | 87.7206 | 244.3914 | 0.4563 | 0.5825 | 0.5825 | 0.5169 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
70 | 0.1071 | 0.1066 | 0.0089 | 217.1712 | 18.0976 | 4.2541 |
71 | 0.1281 | 0.0645 | 0.0054 | 82.4959 | 6.8747 | 2.622 |
72 | 0.1549 | 0.0711 | 0.0059 | 100.3859 | 8.3655 | 2.8923 |
73 | 0.1777 | -0.0043 | 4e-04 | 0.3668 | 0.0306 | 0.1748 |
74 | 0.1998 | -0.023 | 0.0019 | 10.6927 | 0.8911 | 0.944 |
75 | 0.221 | 0.1024 | 0.0085 | 213.8709 | 17.8226 | 4.2217 |
76 | 0.2417 | -0.0033 | 3e-04 | 0.2255 | 0.0188 | 0.1371 |
77 | 0.262 | 0.0536 | 0.0045 | 59.6189 | 4.9682 | 2.229 |
78 | 0.2821 | 0.1135 | 0.0095 | 269.4674 | 22.4556 | 4.7387 |
79 | 0.3019 | -0.0454 | 0.0038 | 43.4684 | 3.6224 | 1.9033 |
80 | 0.3217 | -0.0672 | 0.0056 | 96.1207 | 8.0101 | 2.8302 |
81 | 0.3414 | 0.0374 | 0.0031 | 30.0551 | 2.5046 | 1.5826 |