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 | 129.6 | - | - | - | - | - | - | - |
118 | 134.1 | - | - | - | - | - | - | - |
119 | 136.8 | - | - | - | - | - | - | - |
120 | 143.5 | - | - | - | - | - | - | - |
121 | 162.5 | - | - | - | - | - | - | - |
122 | 163.1 | - | - | - | - | - | - | - |
123 | 157.2 | - | - | - | - | - | - | - |
124 | 158.8 | - | - | - | - | - | - | - |
125 | 155.4 | - | - | - | - | - | - | - |
126 | 148.5 | - | - | - | - | - | - | - |
127 | 154.2 | - | - | - | - | - | - | - |
128 | 153.3 | - | - | - | - | - | - | - |
129 | 149.4 | - | - | - | - | - | - | - |
130 | 147.9 | 148.545 | 135.5524 | 162.7831 | 0.4646 | 0.4532 | 0.9766 | 0.4532 |
131 | 156 | 148.545 | 127.9855 | 172.4073 | 0.2702 | 0.5211 | 0.8327 | 0.472 |
132 | 163 | 148.545 | 122.8707 | 179.5841 | 0.1807 | 0.3189 | 0.625 | 0.4785 |
133 | 159.1 | 148.545 | 118.8284 | 185.6933 | 0.2888 | 0.2228 | 0.2308 | 0.482 |
134 | 159.5 | 148.545 | 115.4255 | 191.1677 | 0.3072 | 0.3137 | 0.2516 | 0.4843 |
135 | 157.3 | 148.545 | 112.4589 | 196.2107 | 0.3594 | 0.3262 | 0.361 | 0.486 |
136 | 156.4 | 148.545 | 109.8137 | 200.9369 | 0.3844 | 0.3716 | 0.3506 | 0.4872 |
137 | 156.6 | 148.545 | 107.4179 | 205.4186 | 0.3907 | 0.3933 | 0.4066 | 0.4882 |
138 | 162.4 | 148.545 | 105.2224 | 209.7047 | 0.3285 | 0.3981 | 0.5006 | 0.4891 |
139 | 166.8 | 148.545 | 103.1923 | 213.8302 | 0.2918 | 0.3387 | 0.4326 | 0.4898 |
140 | 162.6 | 148.545 | 101.3016 | 217.8211 | 0.3454 | 0.3028 | 0.4465 | 0.4904 |
141 | 168.1 | 148.545 | 99.5305 | 221.6972 | 0.3002 | 0.3532 | 0.4909 | 0.4909 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
130 | 0.0489 | -0.0043 | 4e-04 | 0.4161 | 0.0347 | 0.1862 |
131 | 0.082 | 0.0502 | 0.0042 | 55.5763 | 4.6314 | 2.1521 |
132 | 0.1066 | 0.0973 | 0.0081 | 208.9457 | 17.4121 | 4.1728 |
133 | 0.1276 | 0.0711 | 0.0059 | 111.407 | 9.2839 | 3.047 |
134 | 0.1464 | 0.0737 | 0.0061 | 120.011 | 10.0009 | 3.1624 |
135 | 0.1637 | 0.0589 | 0.0049 | 76.6492 | 6.3874 | 2.5273 |
136 | 0.1799 | 0.0529 | 0.0044 | 61.7003 | 5.1417 | 2.2675 |
137 | 0.1953 | 0.0542 | 0.0045 | 64.8823 | 5.4069 | 2.3253 |
138 | 0.2101 | 0.0933 | 0.0078 | 191.9597 | 15.9966 | 3.9996 |
139 | 0.2242 | 0.1229 | 0.0102 | 333.2433 | 27.7703 | 5.2698 |
140 | 0.2379 | 0.0946 | 0.0079 | 197.5417 | 16.4618 | 4.0573 |
141 | 0.2513 | 0.1316 | 0.011 | 382.3962 | 31.8663 | 5.645 |