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[119]) |
107 | 40.454 | - | - | - | - | - | - | - |
108 | 38.661 | - | - | - | - | - | - | - |
109 | 37.246 | - | - | - | - | - | - | - |
110 | 36.843 | - | - | - | - | - | - | - |
111 | 36.424 | - | - | - | - | - | - | - |
112 | 37.594 | - | - | - | - | - | - | - |
113 | 38.144 | - | - | - | - | - | - | - |
114 | 38.737 | - | - | - | - | - | - | - |
115 | 34.56 | - | - | - | - | - | - | - |
116 | 36.08 | - | - | - | - | - | - | - |
117 | 33.508 | - | - | - | - | - | - | - |
118 | 35.462 | - | - | - | - | - | - | - |
119 | 33.374 | - | - | - | - | - | - | - |
120 | 32.11 | 31.4353 | 28.2413 | 34.6294 | 0.3394 | 0.1171 | 0 | 0.1171 |
121 | 35.533 | 33.0027 | 28.4856 | 37.5197 | 0.1361 | 0.6507 | 0.0328 | 0.436 |
122 | 35.532 | 35.5686 | 30.0438 | 41.0935 | 0.4948 | 0.505 | 0.3256 | 0.7819 |
123 | 37.903 | 37.5169 | 31.1417 | 43.8922 | 0.4528 | 0.7291 | 0.6316 | 0.8986 |
124 | 36.763 | 38.294 | 31.1691 | 45.4189 | 0.3368 | 0.5428 | 0.5763 | 0.912 |
125 | 40.399 | 39.3159 | 31.5131 | 47.1187 | 0.3928 | 0.7393 | 0.6158 | 0.9322 |
126 | 44.164 | 39.9504 | 31.524 | 48.3768 | 0.1635 | 0.4584 | 0.6111 | 0.937 |
127 | 44.496 | 38.6901 | 29.6832 | 47.697 | 0.1032 | 0.1168 | 0.8156 | 0.8763 |
128 | 43.11 | 39.0801 | 29.5279 | 48.6323 | 0.2042 | 0.1332 | 0.7309 | 0.8792 |
129 | 43.88 | 37.1207 | 27.0527 | 47.1887 | 0.0941 | 0.1218 | 0.7591 | 0.7671 |
130 | 43.93 | 35.2953 | 24.7367 | 45.8539 | 0.0545 | 0.0555 | 0.4877 | 0.6393 |
131 | 44.327 | 33.8537 | 22.8262 | 44.8812 | 0.0313 | 0.0367 | 0.534 | 0.534 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
120 | 0.0518 | 0.0215 | 0 | 0.4552 | 0 | 0 |
121 | 0.0698 | 0.0767 | 0.0491 | 6.4025 | 3.4289 | 1.8517 |
122 | 0.0792 | -0.001 | 0.0331 | 0.0013 | 2.2864 | 1.5121 |
123 | 0.0867 | 0.0103 | 0.0274 | 0.1491 | 1.752 | 1.3236 |
124 | 0.0949 | -0.04 | 0.0299 | 2.3439 | 1.8704 | 1.3676 |
125 | 0.1013 | 0.0275 | 0.0295 | 1.1731 | 1.7542 | 1.3245 |
126 | 0.1076 | 0.1055 | 0.0404 | 17.7546 | 4.04 | 2.01 |
127 | 0.1188 | 0.1501 | 0.0541 | 33.7082 | 7.7485 | 2.7836 |
128 | 0.1247 | 0.1031 | 0.0595 | 16.2401 | 8.692 | 2.9482 |
129 | 0.1384 | 0.1821 | 0.0718 | 45.6879 | 12.3916 | 3.5202 |
130 | 0.1526 | 0.2446 | 0.0875 | 74.5577 | 18.0431 | 4.2477 |
131 | 0.1662 | 0.3094 | 0.106 | 109.6901 | 25.6803 | 5.0676 |