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[108]) |
96 | 9.893 | - | - | - | - | - | - | - |
97 | 11.572 | - | - | - | - | - | - | - |
98 | 12.38 | - | - | - | - | - | - | - |
99 | 16.692 | - | - | - | - | - | - | - |
100 | 16.052 | - | - | - | - | - | - | - |
101 | 16.459 | - | - | - | - | - | - | - |
102 | 14.761 | - | - | - | - | - | - | - |
103 | 13.654 | - | - | - | - | - | - | - |
104 | 13.48 | - | - | - | - | - | - | - |
105 | 18.068 | - | - | - | - | - | - | - |
106 | 16.56 | - | - | - | - | - | - | - |
107 | 14.53 | - | - | - | - | - | - | - |
108 | 10.65 | - | - | - | - | - | - | - |
109 | 11.651 | 11.3113 | 8.0834 | 14.5392 | 0.4183 | 0.656 | 0.4371 | 0.656 |
110 | 13.735 | 12.111 | 8.2202 | 16.0018 | 0.2067 | 0.5916 | 0.4461 | 0.7691 |
111 | 13.36 | 15.6091 | 11.2966 | 19.9216 | 0.1533 | 0.8028 | 0.3113 | 0.9879 |
112 | 17.818 | 15.1242 | 10.4641 | 19.7842 | 0.1286 | 0.771 | 0.3482 | 0.9701 |
113 | 20.613 | 16.6913 | 11.7178 | 21.6648 | 0.0611 | 0.3285 | 0.5365 | 0.9914 |
114 | 16.231 | 15.6174 | 10.3518 | 20.8829 | 0.4097 | 0.0315 | 0.6251 | 0.9678 |
115 | 13.862 | 13.9987 | 8.4572 | 19.5401 | 0.4807 | 0.2149 | 0.5485 | 0.8819 |
116 | 12.004 | 13.1649 | 7.3609 | 18.9689 | 0.3475 | 0.4069 | 0.4576 | 0.8021 |
117 | 17.734 | 16.0337 | 9.9785 | 22.0889 | 0.291 | 0.9039 | 0.2551 | 0.9593 |
118 | 15.034 | 15.4432 | 9.1468 | 21.7396 | 0.4493 | 0.2379 | 0.364 | 0.9322 |
119 | 12.609 | 14.5833 | 8.0544 | 21.1123 | 0.2767 | 0.4462 | 0.5064 | 0.8812 |
120 | 12.32 | 11.5522 | 4.7979 | 18.3065 | 0.4118 | 0.3795 | 0.6033 | 0.6033 |
121 | 10.833 | 11.3568 | 4.0076 | 18.7061 | 0.4444 | 0.3986 | 0.4687 | 0.5748 |
122 | 11.35 | 11.9754 | 4.2189 | 19.7319 | 0.4372 | 0.6136 | 0.3283 | 0.6312 |
123 | 13.648 | 15.2116 | 7.1011 | 23.3221 | 0.3528 | 0.8246 | 0.6727 | 0.8648 |
124 | 14.89 | 14.7502 | 6.3097 | 23.1906 | 0.487 | 0.601 | 0.2381 | 0.8295 |
125 | 16.325 | 16.609 | 7.8537 | 25.3643 | 0.4747 | 0.6498 | 0.185 | 0.9089 |
126 | 18.045 | 15.6932 | 6.6347 | 24.7517 | 0.3054 | 0.4456 | 0.4537 | 0.8624 |
127 | 15.616 | 13.9433 | 4.5916 | 23.2949 | 0.3629 | 0.195 | 0.5068 | 0.755 |
128 | 11.926 | 12.9407 | 3.3049 | 22.5765 | 0.4182 | 0.2932 | 0.5756 | 0.6794 |
129 | 16.855 | 15.37 | 5.4581 | 25.2818 | 0.3845 | 0.7521 | 0.3201 | 0.8247 |
130 | 15.083 | 15.014 | 4.8334 | 25.1945 | 0.4947 | 0.3615 | 0.4985 | 0.7996 |
131 | 12.52 | 14.4532 | 4.0105 | 24.896 | 0.3584 | 0.453 | 0.6354 | 0.7623 |
132 | 12.355 | 11.6391 | 0.9392 | 22.339 | 0.4478 | 0.4359 | 0.4504 | 0.5719 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
109 | 0.1456 | 0.03 | 0 | 0.1154 | 0 | 0 |
110 | 0.1639 | 0.1341 | 0.0821 | 2.6372 | 1.3763 | 1.1732 |
111 | 0.141 | -0.1441 | 0.1027 | 5.0584 | 2.6037 | 1.6136 |
112 | 0.1572 | 0.1781 | 0.1216 | 7.2567 | 3.7669 | 1.9409 |
113 | 0.152 | 0.235 | 0.1443 | 15.3801 | 6.0896 | 2.4677 |
114 | 0.172 | 0.0393 | 0.1268 | 0.3765 | 5.1374 | 2.2666 |
115 | 0.202 | -0.0098 | 0.11 | 0.0187 | 4.4061 | 2.0991 |
116 | 0.2249 | -0.0882 | 0.1073 | 1.3477 | 4.0238 | 2.006 |
117 | 0.1927 | 0.106 | 0.1072 | 2.891 | 3.898 | 1.9743 |
118 | 0.208 | -0.0265 | 0.0991 | 0.1674 | 3.5249 | 1.8775 |
119 | 0.2284 | -0.1354 | 0.1024 | 3.8979 | 3.5588 | 1.8865 |
120 | 0.2983 | 0.0665 | 0.0994 | 0.5896 | 3.3114 | 1.8197 |
121 | 0.3302 | -0.0461 | 0.0953 | 0.2744 | 3.0778 | 1.7544 |
122 | 0.3305 | -0.0522 | 0.0922 | 0.3912 | 2.8859 | 1.6988 |
123 | 0.272 | -0.1028 | 0.0929 | 2.4449 | 2.8565 | 1.6901 |
124 | 0.292 | 0.0095 | 0.0877 | 0.0195 | 2.6792 | 1.6368 |
125 | 0.269 | -0.0171 | 0.0836 | 0.0807 | 2.5263 | 1.5894 |
126 | 0.2945 | 0.1499 | 0.0872 | 5.5308 | 2.6932 | 1.6411 |
127 | 0.3422 | 0.12 | 0.089 | 2.7981 | 2.6987 | 1.6428 |
128 | 0.3799 | -0.0784 | 0.0884 | 1.0296 | 2.6153 | 1.6172 |
129 | 0.329 | 0.0966 | 0.0888 | 2.2053 | 2.5958 | 1.6111 |
130 | 0.346 | 0.0046 | 0.085 | 0.0048 | 2.478 | 1.5742 |
131 | 0.3686 | -0.1338 | 0.0871 | 3.7374 | 2.5328 | 1.5915 |
132 | 0.469 | 0.0615 | 0.0861 | 0.5125 | 2.4486 | 1.5648 |