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 | 109.7374 | 100.2475 | 119.2274 | 0.0292 | 0.4619 | 0.2125 | 0.4619 |
83 | 131.8 | 109.943 | 96.5222 | 123.3638 | 7e-04 | 0.0954 | 0.2576 | 0.485 |
84 | 130.6 | 110.971 | 94.5339 | 127.408 | 0.0096 | 0.0065 | 0.1878 | 0.5366 |
85 | 138.3 | 110.6112 | 91.6313 | 129.5911 | 0.0021 | 0.0195 | 0.2547 | 0.5169 |
86 | 148.4 | 110.4827 | 89.2625 | 131.7029 | 2e-04 | 0.0051 | 0.2892 | 0.5104 |
87 | 148.7 | 110.2 | 86.9545 | 133.4455 | 6e-04 | 6e-04 | 0.3305 | 0.5 |
88 | 144.3 | 109.7374 | 84.6294 | 134.8454 | 0.0035 | 0.0012 | 0.3815 | 0.4856 |
89 | 152.5 | 110.714 | 83.8724 | 137.5556 | 0.0011 | 0.0071 | 0.3127 | 0.515 |
90 | 162.9 | 110.5855 | 82.1157 | 139.0553 | 2e-04 | 0.002 | 0.3319 | 0.5106 |
91 | 167.2 | 110.457 | 80.4472 | 140.4668 | 1e-04 | 3e-04 | 0.349 | 0.5067 |
92 | 166.5 | 109.0949 | 77.6204 | 140.5695 | 2e-04 | 1e-04 | 0.4503 | 0.4726 |
93 | 166.5 | 108.8636 | 75.9895 | 141.7378 | 3e-04 | 3e-04 | 0.4682 | 0.4682 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
82 | 0.0441 | 0.0835 | 0.007 | 83.953 | 6.9961 | 2.645 |
83 | 0.0623 | 0.1988 | 0.0166 | 477.7281 | 39.8107 | 6.3096 |
84 | 0.0756 | 0.1769 | 0.0147 | 385.2986 | 32.1082 | 5.6664 |
85 | 0.0875 | 0.2503 | 0.0209 | 766.6704 | 63.8892 | 7.9931 |
86 | 0.098 | 0.3432 | 0.0286 | 1437.7223 | 119.8102 | 10.9458 |
87 | 0.1076 | 0.3494 | 0.0291 | 1482.25 | 123.5208 | 11.114 |
88 | 0.1167 | 0.315 | 0.0262 | 1194.5723 | 99.5477 | 9.9774 |
89 | 0.1237 | 0.3774 | 0.0315 | 1746.0712 | 145.5059 | 12.0626 |
90 | 0.1314 | 0.4731 | 0.0394 | 2736.8082 | 228.0674 | 15.1019 |
91 | 0.1386 | 0.5137 | 0.0428 | 3219.769 | 268.3141 | 16.3803 |
92 | 0.1472 | 0.5262 | 0.0438 | 3295.3413 | 274.6118 | 16.5714 |
93 | 0.1541 | 0.5294 | 0.0441 | 3321.9495 | 276.8291 | 16.6382 |