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[121]) |
109 | 1.9 | - | - | - | - | - | - | - |
110 | 2.4 | - | - | - | - | - | - | - |
111 | 2.2 | - | - | - | - | - | - | - |
112 | 2.7 | - | - | - | - | - | - | - |
113 | 2.4 | - | - | - | - | - | - | - |
114 | 2.3 | - | - | - | - | - | - | - |
115 | 2 | - | - | - | - | - | - | - |
116 | 2 | - | - | - | - | - | - | - |
117 | 2.2 | - | - | - | - | - | - | - |
118 | 1.8 | - | - | - | - | - | - | - |
119 | 1.7 | - | - | - | - | - | - | - |
120 | 1.6 | - | - | - | - | - | - | - |
121 | 1.4 | - | - | - | - | - | - | - |
122 | 1.2 | 1.3587 | 0.7467 | 1.9707 | 0.3056 | 0.4474 | 4e-04 | 0.4474 |
123 | 1.1 | 1.4683 | 0.7963 | 2.1403 | 0.1414 | 0.7831 | 0.0164 | 0.579 |
124 | 1 | 1.0919 | 0.3501 | 1.8338 | 0.404 | 0.4915 | 0 | 0.2079 |
125 | 1.3 | 1.2734 | 0.4336 | 2.1131 | 0.4752 | 0.7383 | 0.0043 | 0.3838 |
126 | 1.1 | 1.3798 | 0.4468 | 2.3128 | 0.2783 | 0.5666 | 0.0266 | 0.4831 |
127 | 0.7 | 1.3207 | 0.3618 | 2.2795 | 0.1023 | 0.674 | 0.0825 | 0.4356 |
128 | 1.1 | 1.5197 | 0.4364 | 2.6031 | 0.2238 | 0.931 | 0.1924 | 0.5858 |
129 | 1.1 | 1.2116 | 0.097 | 2.3261 | 0.4222 | 0.5778 | 0.0411 | 0.3702 |
130 | 1.2 | 1.3765 | 0.2 | 2.553 | 0.3844 | 0.6775 | 0.2402 | 0.4844 |
131 | 1.4 | 1.4991 | 0.2649 | 2.7332 | 0.4375 | 0.6826 | 0.3748 | 0.5625 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
122 | 0.2298 | -0.1168 | 0 | 0.0252 | 0 | 0 |
123 | 0.2335 | -0.2508 | 0.1838 | 0.1357 | 0.0804 | 0.2836 |
124 | 0.3466 | -0.0842 | 0.1506 | 0.0085 | 0.0564 | 0.2375 |
125 | 0.3365 | 0.0209 | 0.1182 | 7e-04 | 0.0425 | 0.2062 |
126 | 0.345 | -0.2028 | 0.1351 | 0.0783 | 0.0497 | 0.2228 |
127 | 0.3704 | -0.47 | 0.1909 | 0.3852 | 0.1056 | 0.3249 |
128 | 0.3637 | -0.2762 | 0.2031 | 0.1762 | 0.1157 | 0.3401 |
129 | 0.4693 | -0.0921 | 0.1892 | 0.0124 | 0.1028 | 0.3206 |
130 | 0.4361 | -0.1282 | 0.1824 | 0.0311 | 0.0948 | 0.3079 |
131 | 0.42 | -0.0661 | 0.1708 | 0.0098 | 0.0863 | 0.2938 |