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[168]) |
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 | - | - | - | - | - | - | - |
169 | 1.1 | 1.3448 | 0.968 | 1.7216 | 0.1014 | 0.0922 | 0 | 0.0922 |
170 | 1.2 | 1.2043 | 0.6212 | 1.7874 | 0.4942 | 0.6371 | 0 | 0.0918 |
171 | 0.6 | 1.0725 | 0.3239 | 1.821 | 0.108 | 0.3692 | 0 | 0.0836 |
172 | 0.6 | 1.311 | 0.4239 | 2.198 | 0.0581 | 0.9419 | 0 | 0.2615 |
173 | 0 | 1.0965 | 0.0889 | 2.1041 | 0.0165 | 0.8329 | 0 | 0.1637 |
174 | -0.1 | 0.9059 | -0.2096 | 2.0214 | 0.0386 | 0.9443 | 0 | 0.1113 |
175 | -0.6 | 0.8973 | -0.3165 | 2.1111 | 0.0078 | 0.9463 | 0 | 0.1283 |
176 | -0.2 | 1.0129 | -0.2919 | 2.3177 | 0.0342 | 0.9923 | 0 | 0.1889 |
177 | -0.3 | 1.0254 | -0.3644 | 2.4153 | 0.0308 | 0.958 | 1e-04 | 0.2089 |
178 | -0.1 | 1.1361 | -0.334 | 2.6061 | 0.0497 | 0.9722 | 0.003 | 0.2681 |
179 | 0.5 | 1.6462 | 0.1002 | 3.1921 | 0.0731 | 0.9866 | 0.2825 | 0.5233 |
180 | 0.9 | 1.9293 | 0.3109 | 3.5477 | 0.1063 | 0.9583 | 0.655 | 0.655 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
169 | 0.1429 | -0.182 | 0 | 0.0599 | 0 | 0 |
170 | 0.247 | -0.0036 | 0.0928 | 0 | 0.03 | 0.1731 |
171 | 0.3561 | -0.4405 | 0.2087 | 0.2232 | 0.0944 | 0.3072 |
172 | 0.3452 | -0.5423 | 0.2921 | 0.5055 | 0.1972 | 0.444 |
173 | 0.4688 | -1 | 0.4337 | 1.2024 | 0.3982 | 0.631 |
174 | 0.6282 | -1.1104 | 0.5465 | 1.0119 | 0.5005 | 0.7074 |
175 | 0.6902 | -1.6687 | 0.7068 | 2.242 | 0.7493 | 0.8656 |
176 | 0.6573 | -1.1975 | 0.7681 | 1.4711 | 0.8395 | 0.9162 |
177 | 0.6915 | -1.2926 | 0.8264 | 1.7567 | 0.9414 | 0.9703 |
178 | 0.6602 | -1.088 | 0.8526 | 1.5278 | 1 | 1 |
179 | 0.4792 | -0.6963 | 0.8383 | 1.3137 | 1.0286 | 1.0142 |
180 | 0.428 | -0.5335 | 0.8129 | 1.0595 | 1.0311 | 1.0154 |