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 | 115.1 | - | - | - | - | - | - | - |
118 | 115.4 | - | - | - | - | - | - | - |
119 | 110.8 | - | - | - | - | - | - | - |
120 | 116 | - | - | - | - | - | - | - |
121 | 119.2 | - | - | - | - | - | - | - |
122 | 126.5 | - | - | - | - | - | - | - |
123 | 127.8 | - | - | - | - | - | - | - |
124 | 131.3 | - | - | - | - | - | - | - |
125 | 140.3 | - | - | - | - | - | - | - |
126 | 137.3 | - | - | - | - | - | - | - |
127 | 143 | - | - | - | - | - | - | - |
128 | 134.5 | - | - | - | - | - | - | - |
129 | 139.9 | - | - | - | - | - | - | - |
130 | 159.3 | 140.7192 | 129.3007 | 153.1461 | 0.0017 | 0.5514 | 1 | 0.5514 |
131 | 170.4 | 139.5757 | 121.6337 | 160.1644 | 0.0017 | 0.0302 | 0.9969 | 0.4877 |
132 | 175 | 140.5375 | 117.4952 | 168.0987 | 0.0071 | 0.0168 | 0.9595 | 0.5181 |
133 | 175.8 | 142.9933 | 115.5076 | 177.0194 | 0.0294 | 0.0326 | 0.9147 | 0.5707 |
134 | 180.9 | 145.2793 | 113.9188 | 185.2731 | 0.0404 | 0.0674 | 0.8213 | 0.604 |
135 | 180.3 | 146.8472 | 112.1367 | 192.3019 | 0.0746 | 0.071 | 0.7943 | 0.6177 |
136 | 169.6 | 148.074 | 110.3776 | 198.6446 | 0.2021 | 0.1058 | 0.7422 | 0.6243 |
137 | 172.3 | 150.0609 | 109.3922 | 205.849 | 0.2173 | 0.2462 | 0.6342 | 0.6394 |
138 | 184.8 | 145.3259 | 103.757 | 203.5487 | 0.0919 | 0.1819 | 0.6065 | 0.5725 |
139 | 177.7 | 141.937 | 99.3696 | 202.7393 | 0.1245 | 0.0835 | 0.4863 | 0.5262 |
140 | 184.6 | 141.788 | 97.4372 | 206.326 | 0.0968 | 0.1377 | 0.5876 | 0.5229 |
141 | 211.4 | 144.2419 | 97.3837 | 213.647 | 0.0289 | 0.1272 | 0.5488 | 0.5488 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
130 | 0.0451 | 0.132 | 0.011 | 345.246 | 28.7705 | 5.3638 |
131 | 0.0753 | 0.2208 | 0.0184 | 950.1353 | 79.1779 | 8.8982 |
132 | 0.1001 | 0.2452 | 0.0204 | 1187.6624 | 98.9719 | 9.9485 |
133 | 0.1214 | 0.2294 | 0.0191 | 1076.2791 | 89.6899 | 9.4705 |
134 | 0.1405 | 0.2452 | 0.0204 | 1268.8331 | 105.7361 | 10.2828 |
135 | 0.1579 | 0.2278 | 0.019 | 1119.0907 | 93.2576 | 9.657 |
136 | 0.1742 | 0.1454 | 0.0121 | 463.3684 | 38.614 | 6.214 |
137 | 0.1897 | 0.1482 | 0.0124 | 494.5776 | 41.2148 | 6.4199 |
138 | 0.2044 | 0.2716 | 0.0226 | 1558.2064 | 129.8505 | 11.3952 |
139 | 0.2186 | 0.252 | 0.021 | 1278.992 | 106.5827 | 10.3239 |
140 | 0.2322 | 0.3019 | 0.0252 | 1832.8684 | 152.739 | 12.3588 |
141 | 0.2455 | 0.4656 | 0.0388 | 4510.2084 | 375.8507 | 19.3869 |