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[97]) |
85 | 55.04 | - | - | - | - | - | - | - |
86 | 58.34 | - | - | - | - | - | - | - |
87 | 61.92 | - | - | - | - | - | - | - |
88 | 67.65 | - | - | - | - | - | - | - |
89 | 67.68 | - | - | - | - | - | - | - |
90 | 70.3 | - | - | - | - | - | - | - |
91 | 75.26 | - | - | - | - | - | - | - |
92 | 71.44 | - | - | - | - | - | - | - |
93 | 76.36 | - | - | - | - | - | - | - |
94 | 81.71 | - | - | - | - | - | - | - |
95 | 92.6 | - | - | - | - | - | - | - |
96 | 90.6 | - | - | - | - | - | - | - |
97 | 92.23 | - | - | - | - | - | - | - |
98 | 94.09 | 92.3026 | 71.8782 | 122.8515 | 0.4543 | 0.5019 | 0.9853 | 0.5019 |
99 | 102.79 | 92.3026 | 64.9284 | 141.49 | 0.338 | 0.4716 | 0.887 | 0.5012 |
100 | 109.65 | 92.3026 | 60.3106 | 158.5975 | 0.304 | 0.3783 | 0.767 | 0.5009 |
101 | 124.05 | 92.3026 | 56.8058 | 175.4636 | 0.2272 | 0.3413 | 0.7192 | 0.5007 |
102 | 132.69 | 92.3026 | 53.9723 | 192.6087 | 0.215 | 0.2675 | 0.6664 | 0.5006 |
103 | 135.81 | 92.3026 | 51.5929 | 210.3372 | 0.235 | 0.2512 | 0.6114 | 0.5005 |
104 | 116.07 | 92.3026 | 49.5432 | 228.8709 | 0.3665 | 0.2662 | 0.6177 | 0.5004 |
105 | 101.42 | 92.3026 | 47.7446 | 248.3973 | 0.4544 | 0.3827 | 0.5793 | 0.5004 |
106 | 75.73 | 92.3026 | 46.144 | 269.0915 | 0.4271 | 0.4597 | 0.5467 | 0.5003 |
107 | 55.48 | 92.3026 | 44.7038 | 291.1282 | 0.3583 | 0.5649 | 0.4988 | 0.5003 |
108 | 43.8 | 92.3026 | 43.3961 | 314.6896 | 0.3345 | 0.6272 | 0.506 | 0.5003 |
109 | 45.29 | 92.3026 | 42.1999 | 339.971 | 0.3549 | 0.6495 | 0.5002 | 0.5002 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
98 | 0.1689 | 0.0194 | 0 | 3.1949 | 0 | 0 |
99 | 0.2719 | 0.1136 | 0.0665 | 109.986 | 56.5904 | 7.5227 |
100 | 0.3664 | 0.1879 | 0.107 | 300.933 | 138.0379 | 11.749 |
101 | 0.4597 | 0.3439 | 0.1662 | 1007.8987 | 355.5031 | 18.8548 |
102 | 0.5544 | 0.4376 | 0.2205 | 1631.1437 | 610.6312 | 24.711 |
103 | 0.6524 | 0.4714 | 0.2623 | 1892.8956 | 824.342 | 28.7114 |
104 | 0.7549 | 0.2575 | 0.2616 | 564.8903 | 787.2774 | 28.0585 |
105 | 0.8628 | 0.0988 | 0.2413 | 83.1274 | 699.2587 | 26.4435 |
106 | 0.9772 | -0.1795 | 0.2344 | 274.6504 | 652.08 | 25.5359 |
107 | 1.099 | -0.3989 | 0.2509 | 1355.9024 | 722.4622 | 26.8787 |
108 | 1.2292 | -0.5255 | 0.2758 | 2352.5002 | 870.6475 | 29.5067 |
109 | 1.369 | -0.5093 | 0.2953 | 2210.1827 | 982.2754 | 31.3413 |