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[69]) |
68 | 128.1 | - | - | - | - | - | - | - |
69 | 144.3 | - | - | - | - | - | - | - |
70 | 153 | 137.9864 | 118.8782 | 157.0947 | 0.0618 | 0.2586 | 0.2586 | 0.2586 |
71 | 149.9 | 137.416 | 117.3999 | 157.4321 | 0.1108 | 0.0635 | 0.0635 | 0.2501 |
72 | 150.9 | 137.3788 | 116.7955 | 157.962 | 0.099 | 0.1166 | 0.1166 | 0.2549 |
73 | 141 | 137.3766 | 116.2583 | 158.4949 | 0.3683 | 0.1047 | 0.1047 | 0.2603 |
74 | 138.9 | 137.3765 | 115.7374 | 159.0156 | 0.4451 | 0.3714 | 0.3714 | 0.2653 |
75 | 157.4 | 137.3765 | 115.2289 | 159.5241 | 0.0382 | 0.4464 | 0.4464 | 0.27 |
76 | 142.9 | 137.3765 | 114.7317 | 160.0212 | 0.3163 | 0.0415 | 0.0415 | 0.2745 |
77 | 151.7 | 137.3765 | 114.2453 | 160.5077 | 0.1124 | 0.3199 | 0.3199 | 0.2787 |
78 | 161 | 137.3765 | 113.7689 | 160.9841 | 0.0249 | 0.1172 | 0.1172 | 0.2827 |
79 | 138.6 | 137.3765 | 113.3019 | 161.4511 | 0.4603 | 0.0272 | 0.0272 | 0.2865 |
80 | 136 | 137.3765 | 112.8438 | 161.9092 | 0.4562 | 0.4611 | 0.4611 | 0.2901 |
81 | 151.9 | 137.3765 | 112.3941 | 162.3589 | 0.1273 | 0.543 | 0.543 | 0.2935 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
70 | 0.0707 | 0.1088 | 0.0091 | 225.4076 | 18.784 | 4.334 |
71 | 0.0743 | 0.0908 | 0.0076 | 155.8496 | 12.9875 | 3.6038 |
72 | 0.0764 | 0.0984 | 0.0082 | 182.8241 | 15.2353 | 3.9032 |
73 | 0.0784 | 0.0264 | 0.0022 | 13.129 | 1.0941 | 1.046 |
74 | 0.0804 | 0.0111 | 9e-04 | 2.3211 | 0.1934 | 0.4398 |
75 | 0.0823 | 0.1458 | 0.0121 | 400.9411 | 33.4118 | 5.7803 |
76 | 0.0841 | 0.0402 | 0.0034 | 30.5092 | 2.5424 | 1.5945 |
77 | 0.0859 | 0.1043 | 0.0087 | 205.1631 | 17.0969 | 4.1348 |
78 | 0.0877 | 0.172 | 0.0143 | 558.0705 | 46.5059 | 6.8195 |
79 | 0.0894 | 0.0089 | 7e-04 | 1.497 | 0.1247 | 0.3532 |
80 | 0.0911 | -0.01 | 8e-04 | 1.8947 | 0.1579 | 0.3974 |
81 | 0.0928 | 0.1057 | 0.0088 | 210.9325 | 17.5777 | 4.1926 |