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 | 152.0587 | 151.3441 | 152.7767 | 0.3499 | 0.6476 | 0.0735 | 0.6476 |
193 | 152.75 | 152.4944 | 151.402 | 153.5947 | 0.3245 | 0.7 | 0.2461 | 0.8469 |
194 | 153.49 | 153.1521 | 151.7582 | 154.5587 | 0.3189 | 0.7123 | 0.4238 | 0.957 |
195 | 153.78 | 153.1761 | 151.5335 | 154.8365 | 0.238 | 0.3555 | 0.8353 | 0.9309 |
196 | 154.1 | 153.4667 | 151.6041 | 155.3522 | 0.2552 | 0.3723 | 0.845 | 0.9461 |
197 | 154.62 | 153.684 | 151.6243 | 155.7717 | 0.1898 | 0.3481 | 0.9182 | 0.9512 |
198 | 154.65 | 153.7067 | 151.4693 | 155.9771 | 0.2077 | 0.2152 | 0.9674 | 0.9385 |
199 | 154.81 | 154.1863 | 151.7773 | 156.6336 | 0.3087 | 0.3552 | 0.9826 | 0.9652 |
200 | 154.92 | 154.1824 | 151.6196 | 156.7885 | 0.2895 | 0.3185 | 0.964 | 0.9556 |
201 | 155.4 | 154.2278 | 151.5192 | 156.9847 | 0.2023 | 0.3113 | 0.9729 | 0.9496 |
202 | 155.63 | 154.3666 | 151.5181 | 157.2686 | 0.1967 | 0.2426 | 0.9608 | 0.9508 |
203 | 155.76 | 154.6348 | 151.6501 | 157.6782 | 0.2343 | 0.2608 | 0.9598 | 0.9598 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
192 | 0.0024 | 9e-04 | 0 | 0.02 | 0 | 0 |
193 | 0.0037 | 0.0017 | 0.0013 | 0.0653 | 0.0426 | 0.2065 |
194 | 0.0047 | 0.0022 | 0.0016 | 0.1142 | 0.0665 | 0.2579 |
195 | 0.0055 | 0.0039 | 0.0022 | 0.3647 | 0.1411 | 0.3756 |
196 | 0.0063 | 0.0041 | 0.0026 | 0.4011 | 0.1931 | 0.4394 |
197 | 0.0069 | 0.0061 | 0.0032 | 0.8761 | 0.3069 | 0.554 |
198 | 0.0075 | 0.0061 | 0.0036 | 0.8899 | 0.3902 | 0.6246 |
199 | 0.0081 | 0.004 | 0.0036 | 0.389 | 0.39 | 0.6245 |
200 | 0.0086 | 0.0048 | 0.0038 | 0.544 | 0.4071 | 0.6381 |
201 | 0.0091 | 0.0076 | 0.0042 | 1.3742 | 0.5038 | 0.7098 |
202 | 0.0096 | 0.0082 | 0.0045 | 1.5962 | 0.6031 | 0.7766 |
203 | 0.01 | 0.0073 | 0.0047 | 1.2662 | 0.6584 | 0.8114 |