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[105]) |
93 | 113.66 | - | - | - | - | - | - | - |
94 | 107.59 | - | - | - | - | - | - | - |
95 | 92.67 | - | - | - | - | - | - | - |
96 | 85.35 | - | - | - | - | - | - | - |
97 | 90.13 | - | - | - | - | - | - | - |
98 | 89.31 | - | - | - | - | - | - | - |
99 | 105.12 | - | - | - | - | - | - | - |
100 | 125.83 | - | - | - | - | - | - | - |
101 | 135.81 | - | - | - | - | - | - | - |
102 | 142.43 | - | - | - | - | - | - | - |
103 | 163.39 | - | - | - | - | - | - | - |
104 | 168.21 | - | - | - | - | - | - | - |
105 | 185.35 | - | - | - | - | - | - | - |
106 | 188.5 | 189.6452 | 141.4433 | 256.5365 | 0.4866 | 0.5501 | 0.9919 | 0.5501 |
107 | 199.91 | 192.7553 | 124.6425 | 304.0739 | 0.4499 | 0.5299 | 0.961 | 0.5519 |
108 | 210.73 | 194.9934 | 111.9891 | 350.7588 | 0.4215 | 0.4753 | 0.9162 | 0.5483 |
109 | 192.06 | 196.5968 | 101.7033 | 398.1285 | 0.4824 | 0.4453 | 0.8498 | 0.5435 |
110 | 204.62 | 197.7418 | 93.0907 | 446.6468 | 0.4784 | 0.5178 | 0.8034 | 0.5389 |
111 | 235 | 198.5577 | 85.7579 | 496.5231 | 0.4053 | 0.4841 | 0.7306 | 0.5346 |
112 | 261.09 | 199.1382 | 79.44 | 547.8918 | 0.3639 | 0.4201 | 0.6598 | 0.5309 |
113 | 256.88 | 199.5507 | 73.9434 | 600.8651 | 0.3897 | 0.3819 | 0.6222 | 0.5276 |
114 | 251.53 | 199.8436 | 69.1204 | 655.55 | 0.412 | 0.4031 | 0.5975 | 0.5249 |
115 | 257.25 | 200.0515 | 64.8562 | 712.054 | 0.4133 | 0.4219 | 0.5558 | 0.5224 |
116 | 243.1 | 200.1989 | 61.0596 | 770.4859 | 0.4414 | 0.4223 | 0.5438 | 0.5204 |
117 | 283.75 | 200.3035 | 57.6579 | 830.9559 | 0.3977 | 0.4471 | 0.5185 | 0.5185 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
106 | 0.18 | -0.006 | 0 | 1.3114 | 0 | 0 |
107 | 0.2946 | 0.0371 | 0.0216 | 51.1893 | 26.2504 | 5.1235 |
108 | 0.4076 | 0.0807 | 0.0413 | 247.6407 | 100.0471 | 10.0024 |
109 | 0.523 | -0.0231 | 0.0367 | 20.5823 | 80.1809 | 8.9544 |
110 | 0.6422 | 0.0348 | 0.0363 | 47.3092 | 73.6066 | 8.5794 |
111 | 0.7656 | 0.1835 | 0.0609 | 1328.0377 | 282.6784 | 16.813 |
112 | 0.8935 | 0.3111 | 0.0966 | 3838.0236 | 790.5849 | 28.1173 |
113 | 1.0261 | 0.2873 | 0.1205 | 3286.6474 | 1102.5927 | 33.2053 |
114 | 1.1634 | 0.2586 | 0.1358 | 2671.4833 | 1276.9139 | 35.7339 |
115 | 1.3058 | 0.2859 | 0.1508 | 3271.6728 | 1476.3898 | 38.4238 |
116 | 1.4534 | 0.2143 | 0.1566 | 1840.5037 | 1509.491 | 38.8522 |
117 | 1.6064 | 0.4166 | 0.1783 | 6963.3229 | 1963.977 | 44.3168 |