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[84]) |
83 | 132.63 | - | - | - | - | - | - | - |
84 | 130.26 | - | - | - | - | - | - | - |
85 | 129 | 130.5791 | 133.9508 | 127.3168 | 0.8286 | 0.424 | 0.424 | 0.424 |
86 | 131.65 | 130.4363 | 135.7168 | 125.4199 | 0.6823 | 0.2873 | 0.2873 | 0.4725 |
87 | 134.21 | 130.7171 | 137.2589 | 124.5748 | 0.8675 | 0.617 | 0.617 | 0.442 |
88 | 138.63 | 130.8152 | 138.6101 | 123.5807 | 0.9829 | 0.8211 | 0.8211 | 0.4402 |
89 | 138.1 | 130.3074 | 139.0217 | 122.2901 | 0.9716 | 0.9791 | 0.9791 | 0.4954 |
90 | 140.51 | 130.3157 | 140.094 | 121.4064 | 0.9875 | 0.9566 | 0.9566 | 0.4951 |
91 | 144.36 | 130.3276 | 141.2188 | 120.5035 | 0.9974 | 0.9789 | 0.9789 | 0.4946 |
92 | 145.57 | 130.2981 | 142.157 | 119.6937 | 0.9976 | 0.9953 | 0.9953 | 0.4972 |
93 | 148.7 | 130.3761 | 143.191 | 119.0129 | 0.9992 | 0.9956 | 0.9956 | 0.492 |
94 | 147.86 | 130.3017 | 143.9883 | 118.2592 | 0.9979 | 0.9986 | 0.9986 | 0.4973 |
95 | 143.16 | 130.2744 | 144.7955 | 117.5908 | 0.9768 | 0.9967 | 0.9967 | 0.4991 |
96 | 141.96 | 130.2947 | 145.6513 | 116.978 | 0.957 | 0.9709 | 0.9709 | 0.498 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
85 | -0.0127 | -0.0121 | 0.001 | 2.4934 | 0.2078 | 0.4558 |
86 | -0.0196 | 0.0093 | 8e-04 | 1.473 | 0.1227 | 0.3504 |
87 | -0.024 | 0.0267 | 0.0022 | 12.2005 | 1.0167 | 1.0083 |
88 | -0.0282 | 0.0597 | 0.005 | 61.0713 | 5.0893 | 2.2559 |
89 | -0.0314 | 0.0598 | 0.005 | 60.7241 | 5.0603 | 2.2495 |
90 | -0.0349 | 0.0782 | 0.0065 | 103.9236 | 8.6603 | 2.9428 |
91 | -0.0385 | 0.1077 | 0.009 | 196.908 | 16.409 | 4.0508 |
92 | -0.0415 | 0.1172 | 0.0098 | 233.2323 | 19.436 | 4.4086 |
93 | -0.0445 | 0.1405 | 0.0117 | 335.7665 | 27.9805 | 5.2897 |
94 | -0.0472 | 0.1348 | 0.0112 | 308.2943 | 25.6912 | 5.0686 |
95 | -0.0497 | 0.0989 | 0.0082 | 166.0397 | 13.8366 | 3.7198 |
96 | -0.0521 | 0.0895 | 0.0075 | 136.0798 | 11.34 | 3.3675 |