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 | 115.4 | - | - | - | - | - | - | - |
118 | 113.6 | - | - | - | - | - | - | - |
119 | 114.4 | - | - | - | - | - | - | - |
120 | 118.4 | - | - | - | - | - | - | - |
121 | 117 | - | - | - | - | - | - | - |
122 | 116.5 | - | - | - | - | - | - | - |
123 | 115.4 | - | - | - | - | - | - | - |
124 | 113.6 | - | - | - | - | - | - | - |
125 | 117.4 | - | - | - | - | - | - | - |
126 | 116.9 | - | - | - | - | - | - | - |
127 | 116.4 | - | - | - | - | - | - | - |
128 | 111.1 | - | - | - | - | - | - | - |
129 | 110.2 | - | - | - | - | - | - | - |
130 | 118.9 | 111.278 | 101.1473 | 122.4234 | 0.0901 | 0.5752 | 0.3415 | 0.5752 |
131 | 131.8 | 114.6228 | 97.4781 | 134.783 | 0.0475 | 0.3388 | 0.5086 | 0.6664 |
132 | 130.6 | 115.0585 | 93.9195 | 140.9554 | 0.1197 | 0.1026 | 0.4002 | 0.6435 |
133 | 138.3 | 116.0204 | 91.8171 | 146.6037 | 0.0767 | 0.1751 | 0.475 | 0.6454 |
134 | 148.4 | 116.2503 | 89.7466 | 150.581 | 0.0332 | 0.104 | 0.4943 | 0.6351 |
135 | 148.7 | 120.008 | 90.7674 | 158.6684 | 0.0729 | 0.075 | 0.5924 | 0.6905 |
136 | 144.3 | 122.2778 | 90.898 | 164.4905 | 0.1533 | 0.1099 | 0.6565 | 0.7125 |
137 | 152.5 | 123.86 | 90.7219 | 169.1026 | 0.1074 | 0.1879 | 0.6102 | 0.723 |
138 | 162.9 | 121.4644 | 87.8375 | 167.9648 | 0.0404 | 0.0954 | 0.5763 | 0.6825 |
139 | 167.2 | 118.127 | 84.4794 | 165.1761 | 0.0205 | 0.0311 | 0.5287 | 0.6294 |
140 | 166.5 | 110.6554 | 78.3699 | 156.2414 | 0.0082 | 0.0075 | 0.4924 | 0.5078 |
141 | 185.6 | 110.8932 | 77.8696 | 157.9217 | 9e-04 | 0.0102 | 0.5115 | 0.5115 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
130 | 0.0511 | 0.0685 | 0.0057 | 58.0948 | 4.8412 | 2.2003 |
131 | 0.0897 | 0.1499 | 0.0125 | 295.0546 | 24.5879 | 4.9586 |
132 | 0.1148 | 0.1351 | 0.0113 | 241.5391 | 20.1283 | 4.4865 |
133 | 0.1345 | 0.192 | 0.016 | 496.3827 | 41.3652 | 6.4316 |
134 | 0.1507 | 0.2766 | 0.023 | 1033.6018 | 86.1335 | 9.2808 |
135 | 0.1644 | 0.2391 | 0.0199 | 823.2321 | 68.6027 | 8.2827 |
136 | 0.1761 | 0.1801 | 0.015 | 484.9786 | 40.4149 | 6.3573 |
137 | 0.1864 | 0.2312 | 0.0193 | 820.2486 | 68.354 | 8.2677 |
138 | 0.1953 | 0.3411 | 0.0284 | 1716.9067 | 143.0756 | 11.9614 |
139 | 0.2032 | 0.4154 | 0.0346 | 2408.1608 | 200.6801 | 14.1662 |
140 | 0.2102 | 0.5047 | 0.0421 | 3118.6169 | 259.8847 | 16.1209 |
141 | 0.2164 | 0.6737 | 0.0561 | 5581.1098 | 465.0925 | 21.566 |