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[191]) |
179 | 152.38 | - | - | - | - | - | - | - |
180 | 152.59 | - | - | - | - | - | - | - |
181 | 152.88 | - | - | - | - | - | - | - |
182 | 153.29 | - | - | - | - | - | - | - |
183 | 152.35 | - | - | - | - | - | - | - |
184 | 152.49 | - | - | - | - | - | - | - |
185 | 152.2 | - | - | - | - | - | - | - |
186 | 151.57 | - | - | - | - | - | - | - |
187 | 151.55 | - | - | - | - | - | - | - |
188 | 151.79 | - | - | - | - | - | - | - |
189 | 151.52 | - | - | - | - | - | - | - |
190 | 151.76 | - | - | - | - | - | - | - |
191 | 151.92 | - | - | - | - | - | - | - |
192 | 152.2 | 152.0437 | 151.3299 | 152.7609 | 0.3346 | 0.6323 | 0.0677 | 0.6323 |
193 | 152.75 | 152.4923 | 151.4046 | 153.5878 | 0.3224 | 0.6995 | 0.2439 | 0.8471 |
194 | 153.49 | 153.1315 | 151.7652 | 154.5101 | 0.3051 | 0.7062 | 0.4109 | 0.9575 |
195 | 153.78 | 153.149 | 151.5555 | 154.7593 | 0.2212 | 0.3391 | 0.8346 | 0.9327 |
196 | 154.1 | 153.4386 | 151.6435 | 155.255 | 0.2377 | 0.3563 | 0.847 | 0.9494 |
197 | 154.62 | 153.6512 | 151.675 | 155.6531 | 0.1714 | 0.3302 | 0.9223 | 0.955 |
198 | 154.65 | 153.6721 | 151.5321 | 155.8423 | 0.1886 | 0.196 | 0.9712 | 0.9432 |
199 | 154.81 | 154.1538 | 151.855 | 156.4874 | 0.2908 | 0.3384 | 0.9856 | 0.9697 |
200 | 154.92 | 154.1568 | 151.7155 | 156.6374 | 0.2732 | 0.3029 | 0.9693 | 0.9614 |
201 | 155.4 | 154.1961 | 151.6197 | 156.8162 | 0.1839 | 0.2941 | 0.9773 | 0.9557 |
202 | 155.63 | 154.3231 | 151.6169 | 157.0777 | 0.1762 | 0.2218 | 0.9659 | 0.9564 |
203 | 155.76 | 154.5902 | 151.7572 | 157.4759 | 0.2134 | 0.24 | 0.9651 | 0.9651 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
192 | 0.0024 | 0.001 | 0 | 0.0244 | 0 | 0 |
193 | 0.0037 | 0.0017 | 0.0014 | 0.0664 | 0.0454 | 0.2131 |
194 | 0.0046 | 0.0023 | 0.0017 | 0.1285 | 0.0731 | 0.2704 |
195 | 0.0054 | 0.0041 | 0.0023 | 0.3981 | 0.1544 | 0.3929 |
196 | 0.006 | 0.0043 | 0.0027 | 0.4374 | 0.211 | 0.4593 |
197 | 0.0066 | 0.0063 | 0.0033 | 0.9387 | 0.3323 | 0.5764 |
198 | 0.0072 | 0.0064 | 0.0037 | 0.9563 | 0.4214 | 0.6492 |
199 | 0.0077 | 0.0043 | 0.0038 | 0.4305 | 0.4226 | 0.65 |
200 | 0.0082 | 0.005 | 0.0039 | 0.5825 | 0.4403 | 0.6636 |
201 | 0.0087 | 0.0078 | 0.0043 | 1.4495 | 0.5412 | 0.7357 |
202 | 0.0091 | 0.0085 | 0.0047 | 1.7079 | 0.6473 | 0.8045 |
203 | 0.0095 | 0.0076 | 0.0049 | 1.3685 | 0.7074 | 0.8411 |