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 | 120.8 | - | - | - | - | - | - | - |
118 | 122 | - | - | - | - | - | - | - |
119 | 122.1 | - | - | - | - | - | - | - |
120 | 127.4 | - | - | - | - | - | - | - |
121 | 135.2 | - | - | - | - | - | - | - |
122 | 137.3 | - | - | - | - | - | - | - |
123 | 135 | - | - | - | - | - | - | - |
124 | 136 | - | - | - | - | - | - | - |
125 | 138.4 | - | - | - | - | - | - | - |
126 | 134.7 | - | - | - | - | - | - | - |
127 | 138.4 | - | - | - | - | - | - | - |
128 | 133.9 | - | - | - | - | - | - | - |
129 | 133.6 | - | - | - | - | - | - | - |
130 | 141.2 | 134.0297 | 125.4493 | 143.1969 | 0.0626 | 0.5366 | 0.9949 | 0.5366 |
131 | 151.8 | 134.0297 | 120.2644 | 149.3706 | 0.0116 | 0.1798 | 0.9363 | 0.5219 |
132 | 155.4 | 134.0297 | 116.7249 | 153.8999 | 0.0175 | 0.0398 | 0.7434 | 0.5169 |
133 | 156.6 | 134.0297 | 113.9025 | 157.7135 | 0.0309 | 0.0385 | 0.4614 | 0.5142 |
134 | 161.6 | 134.0297 | 111.5077 | 161.1006 | 0.023 | 0.0511 | 0.4064 | 0.5124 |
135 | 160.7 | 134.0297 | 109.405 | 164.1969 | 0.0416 | 0.0366 | 0.4749 | 0.5111 |
136 | 156 | 134.0297 | 107.5179 | 167.0787 | 0.0963 | 0.0569 | 0.4535 | 0.5102 |
137 | 159.5 | 134.0297 | 105.7984 | 169.7942 | 0.0814 | 0.1143 | 0.4054 | 0.5094 |
138 | 168.7 | 134.0297 | 104.2137 | 172.3761 | 0.0382 | 0.0965 | 0.4863 | 0.5088 |
139 | 169.9 | 134.0297 | 102.7406 | 174.8476 | 0.0425 | 0.048 | 0.4169 | 0.5082 |
140 | 169.9 | 134.0297 | 101.3618 | 177.2261 | 0.0518 | 0.0518 | 0.5023 | 0.5078 |
141 | 185.9 | 134.0297 | 100.0639 | 179.5249 | 0.0127 | 0.0611 | 0.5074 | 0.5074 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
130 | 0.0349 | 0.0535 | 0.0045 | 51.4133 | 4.2844 | 2.0699 |
131 | 0.0584 | 0.1326 | 0.011 | 315.7837 | 26.3153 | 5.1298 |
132 | 0.0756 | 0.1594 | 0.0133 | 456.6899 | 38.0575 | 6.1691 |
133 | 0.0902 | 0.1684 | 0.014 | 509.4186 | 42.4516 | 6.5155 |
134 | 0.103 | 0.2057 | 0.0171 | 760.1216 | 63.3435 | 7.9589 |
135 | 0.1148 | 0.199 | 0.0166 | 711.3051 | 59.2754 | 7.6991 |
136 | 0.1258 | 0.1639 | 0.0137 | 482.6942 | 40.2245 | 6.3423 |
137 | 0.1361 | 0.19 | 0.0158 | 648.7364 | 54.0614 | 7.3526 |
138 | 0.146 | 0.2587 | 0.0216 | 1202.03 | 100.1692 | 10.0085 |
139 | 0.1554 | 0.2676 | 0.0223 | 1286.6787 | 107.2232 | 10.3549 |
140 | 0.1644 | 0.2676 | 0.0223 | 1286.6787 | 107.2232 | 10.3549 |
141 | 0.1732 | 0.387 | 0.0323 | 2690.5284 | 224.2107 | 14.9737 |