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[167]) |
155 | 3.1 | - | - | - | - | - | - | - |
156 | 3.1 | - | - | - | - | - | - | - |
157 | 3.2 | - | - | - | - | - | - | - |
158 | 3.3 | - | - | - | - | - | - | - |
159 | 3.6 | - | - | - | - | - | - | - |
160 | 3.3 | - | - | - | - | - | - | - |
161 | 3.7 | - | - | - | - | - | - | - |
162 | 4 | - | - | - | - | - | - | - |
163 | 4 | - | - | - | - | - | - | - |
164 | 3.8 | - | - | - | - | - | - | - |
165 | 3.6 | - | - | - | - | - | - | - |
166 | 3.2 | - | - | - | - | - | - | - |
167 | 2.1 | - | - | - | - | - | - | - |
168 | 1.6 | 2.0108 | 1.652 | 2.3696 | 0.0124 | 0.3131 | 0 | 0.3131 |
169 | 1.1 | 2.0026 | 1.4557 | 2.5495 | 6e-04 | 0.9255 | 0 | 0.3635 |
170 | 1.2 | 1.962 | 1.2815 | 2.6426 | 0.0141 | 0.9935 | 1e-04 | 0.3455 |
171 | 0.6 | 1.7436 | 0.9575 | 2.5297 | 0.0022 | 0.9124 | 0 | 0.1871 |
172 | 0.6 | 1.9463 | 1.0703 | 2.8223 | 0.0013 | 0.9987 | 0.0012 | 0.3655 |
173 | 0 | 1.6867 | 0.7304 | 2.643 | 3e-04 | 0.987 | 0 | 0.1985 |
174 | -0.1 | 1.4911 | 0.4612 | 2.521 | 0.0012 | 0.9977 | 0 | 0.1233 |
175 | -0.6 | 1.5272 | 0.4288 | 2.6256 | 1e-04 | 0.9982 | 0 | 0.1534 |
176 | -0.2 | 1.6941 | 0.5313 | 2.857 | 7e-04 | 0.9999 | 2e-04 | 0.247 |
177 | -0.3 | 1.6817 | 0.4578 | 2.9057 | 8e-04 | 0.9987 | 0.0011 | 0.2515 |
178 | -0.1 | 1.7645 | 0.4824 | 3.0466 | 0.0022 | 0.9992 | 0.0141 | 0.304 |
179 | 0.5 | 2.3058 | 0.9681 | 3.6435 | 0.0041 | 0.9998 | 0.6185 | 0.6185 |
180 | 0.9 | 2.3642 | 1.0185 | 3.7099 | 0.0165 | 0.9967 | 0.8671 | 0.6498 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
168 | 0.091 | -0.2043 | 0 | 0.1688 | 0 | 0 |
169 | 0.1393 | -0.4507 | 0.3275 | 0.8146 | 0.4917 | 0.7012 |
170 | 0.177 | -0.3884 | 0.3478 | 0.5807 | 0.5214 | 0.7221 |
171 | 0.23 | -0.6559 | 0.4248 | 1.3078 | 0.718 | 0.8473 |
172 | 0.2296 | -0.6917 | 0.4782 | 1.8126 | 0.9369 | 0.9679 |
173 | 0.2893 | -1 | 0.5652 | 2.8451 | 1.2549 | 1.1202 |
174 | 0.3524 | -1.0671 | 0.6369 | 2.5315 | 1.4373 | 1.1989 |
175 | 0.367 | -1.3929 | 0.7314 | 4.525 | 1.8233 | 1.3503 |
176 | 0.3502 | -1.1181 | 0.7743 | 3.5877 | 2.0193 | 1.421 |
177 | 0.3713 | -1.1784 | 0.8147 | 3.9273 | 2.2101 | 1.4866 |
178 | 0.3707 | -1.0567 | 0.8367 | 3.4764 | 2.3252 | 1.5249 |
179 | 0.296 | -0.7832 | 0.8323 | 3.2608 | 2.4032 | 1.5502 |
180 | 0.2904 | -0.6193 | 0.8159 | 2.1438 | 2.3832 | 1.5438 |