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[68]) |
67 | 98 | - | - | - | - | - | - | - |
68 | 99.5 | - | - | - | - | - | - | - |
69 | 97.4 | 103.2893 | 89.6342 | 116.9444 | 0.199 | 0.7067 | 0.7067 | 0.7067 |
70 | 105.6 | 99.8848 | 85.2465 | 114.523 | 0.2221 | 0.6303 | 0.6303 | 0.5205 |
71 | 117.5 | 101.0012 | 86.3571 | 115.6452 | 0.0136 | 0.2691 | 0.2691 | 0.5796 |
72 | 107.4 | 102.937 | 87.3257 | 118.5483 | 0.2876 | 0.0337 | 0.0337 | 0.667 |
73 | 97.8 | 99.3587 | 83.7232 | 114.9942 | 0.4225 | 0.1567 | 0.1567 | 0.4929 |
74 | 91.5 | 100.4211 | 84.7089 | 116.1333 | 0.1329 | 0.6282 | 0.6282 | 0.5457 |
75 | 107.7 | 102.3237 | 84.4872 | 120.1602 | 0.2773 | 0.8829 | 0.8829 | 0.6218 |
76 | 100.1 | 100.0134 | 81.7472 | 118.2795 | 0.4963 | 0.2047 | 0.2047 | 0.522 |
77 | 96.6 | 101.0532 | 82.6435 | 119.463 | 0.3177 | 0.5404 | 0.5404 | 0.5657 |
78 | 106.8 | 102.1386 | 82.8787 | 121.3984 | 0.3176 | 0.7135 | 0.7135 | 0.6058 |
79 | 98 | 99.9995 | 80.6242 | 119.3748 | 0.4199 | 0.2457 | 0.2457 | 0.5201 |
80 | 98.6 | 100.8482 | 81.3101 | 120.3863 | 0.4108 | 0.6125 | 0.6125 | 0.5538 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | 0.0675 | -0.057 | 0.0048 | 34.6841 | 2.8903 | 1.7001 |
70 | 0.0748 | 0.0572 | 0.0048 | 32.6639 | 2.722 | 1.6498 |
71 | 0.074 | 0.1634 | 0.0136 | 272.2119 | 22.6843 | 4.7628 |
72 | 0.0774 | 0.0434 | 0.0036 | 19.9182 | 1.6598 | 1.2884 |
73 | 0.0803 | -0.0157 | 0.0013 | 2.4296 | 0.2025 | 0.45 |
74 | 0.0798 | -0.0888 | 0.0074 | 79.5854 | 6.6321 | 2.5753 |
75 | 0.0889 | 0.0525 | 0.0044 | 28.9045 | 2.4087 | 1.552 |
76 | 0.0932 | 9e-04 | 1e-04 | 0.0075 | 6e-04 | 0.025 |
77 | 0.0929 | -0.0441 | 0.0037 | 19.8314 | 1.6526 | 1.2855 |
78 | 0.0962 | 0.0456 | 0.0038 | 21.7291 | 1.8108 | 1.3456 |
79 | 0.0989 | -0.02 | 0.0017 | 3.998 | 0.3332 | 0.5772 |
80 | 0.0988 | -0.0223 | 0.0019 | 5.0544 | 0.4212 | 0.649 |