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[81]) |
69 | 115.4 | - | - | - | - | - | - | - |
70 | 113.6 | - | - | - | - | - | - | - |
71 | 114.4 | - | - | - | - | - | - | - |
72 | 118.4 | - | - | - | - | - | - | - |
73 | 117 | - | - | - | - | - | - | - |
74 | 116.5 | - | - | - | - | - | - | - |
75 | 115.4 | - | - | - | - | - | - | - |
76 | 113.6 | - | - | - | - | - | - | - |
77 | 117.4 | - | - | - | - | - | - | - |
78 | 116.9 | - | - | - | - | - | - | - |
79 | 116.4 | - | - | - | - | - | - | - |
80 | 111.1 | - | - | - | - | - | - | - |
81 | 110.2 | - | - | - | - | - | - | - |
82 | 118.9 | 110.505 | 98.056 | 122.9539 | 0.0931 | 0.5191 | 0.313 | 0.5191 |
83 | 131.8 | 110.8729 | 88.2315 | 133.5143 | 0.035 | 0.2436 | 0.3801 | 0.5232 |
84 | 130.6 | 111.7494 | 79.9461 | 143.5527 | 0.1227 | 0.1083 | 0.341 | 0.538 |
85 | 138.3 | 111.781 | 71.8106 | 151.7514 | 0.0967 | 0.1781 | 0.399 | 0.5309 |
86 | 148.4 | 111.8165 | 64.5106 | 159.1224 | 0.0648 | 0.1363 | 0.4231 | 0.5267 |
87 | 148.7 | 111.2995 | 57.3228 | 165.2762 | 0.0872 | 0.089 | 0.4408 | 0.5159 |
88 | 144.3 | 111.1769 | 51.0554 | 171.2985 | 0.1401 | 0.1106 | 0.4685 | 0.5127 |
89 | 152.5 | 111.8553 | 46.007 | 177.7037 | 0.1132 | 0.1671 | 0.4345 | 0.5196 |
90 | 162.9 | 111.4795 | 40.2404 | 182.7186 | 0.0786 | 0.1295 | 0.4407 | 0.514 |
91 | 167.2 | 111.4604 | 35.1047 | 187.8162 | 0.0762 | 0.0933 | 0.4496 | 0.5129 |
92 | 166.5 | 110.814 | 29.5682 | 192.0598 | 0.0896 | 0.0869 | 0.4972 | 0.5059 |
93 | 185.6 | 111.0324 | 25.0867 | 196.9782 | 0.0445 | 0.1029 | 0.5076 | 0.5076 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
82 | 0.0575 | 0.076 | 0.0063 | 70.4768 | 5.8731 | 2.4234 |
83 | 0.1042 | 0.1887 | 0.0157 | 437.9448 | 36.4954 | 6.0411 |
84 | 0.1452 | 0.1687 | 0.0141 | 355.345 | 29.6121 | 5.4417 |
85 | 0.1824 | 0.2372 | 0.0198 | 703.2567 | 58.6047 | 7.6554 |
86 | 0.2159 | 0.3272 | 0.0273 | 1338.3512 | 111.5293 | 10.5607 |
87 | 0.2474 | 0.336 | 0.028 | 1398.7989 | 116.5666 | 10.7966 |
88 | 0.2759 | 0.2979 | 0.0248 | 1097.1366 | 91.428 | 9.5618 |
89 | 0.3004 | 0.3634 | 0.0303 | 1651.9879 | 137.6657 | 11.7331 |
90 | 0.326 | 0.4613 | 0.0384 | 2644.0697 | 220.3391 | 14.8438 |
91 | 0.3495 | 0.5001 | 0.0417 | 3106.9005 | 258.9084 | 16.0906 |
92 | 0.3741 | 0.5025 | 0.0419 | 3100.935 | 258.4113 | 16.0752 |
93 | 0.3949 | 0.6716 | 0.056 | 5560.3199 | 463.36 | 21.5258 |