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[78]) |
66 | 3.497704 | - | - | - | - | - | - | - |
67 | 3.296867 | - | - | - | - | - | - | - |
68 | 3.602417 | - | - | - | - | - | - | - |
69 | 3.3001 | - | - | - | - | - | - | - |
70 | 3.40193 | - | - | - | - | - | - | - |
71 | 3.502591 | - | - | - | - | - | - | - |
72 | 3.402348 | - | - | - | - | - | - | - |
73 | 3.498551 | - | - | - | - | - | - | - |
74 | 3.199823 | - | - | - | - | - | - | - |
75 | 2.700064 | - | - | - | - | - | - | - |
76 | 2.801034 | - | - | - | - | - | - | - |
77 | 2.898628 | - | - | - | - | - | - | - |
78 | 2.800854 | - | - | - | - | - | - | - |
79 | 2.3999 | 2.8221 | 2.1863 | 3.5389 | 0.1242 | 0.5231 | 0.0971 | 0.5231 |
80 | 2.4027 | 2.8221 | 2.0523 | 3.7141 | 0.1784 | 0.8232 | 0.0432 | 0.5186 |
81 | 2.2023 | 2.8221 | 1.9429 | 3.8648 | 0.122 | 0.7847 | 0.1845 | 0.5159 |
82 | 2.1026 | 2.8221 | 1.8491 | 3.9999 | 0.1156 | 0.8488 | 0.1673 | 0.5141 |
83 | 1.7983 | 2.8221 | 1.7664 | 4.1239 | 0.0616 | 0.8606 | 0.1528 | 0.5127 |
84 | 1.2025 | 2.8221 | 1.692 | 4.2396 | 0.0126 | 0.9215 | 0.2112 | 0.5117 |
85 | 1.4002 | 2.8221 | 1.6243 | 4.3487 | 0.034 | 0.9812 | 0.1926 | 0.5109 |
86 | 1.2008 | 2.8221 | 1.5619 | 4.4523 | 0.0256 | 0.9563 | 0.3249 | 0.5102 |
87 | 1.2981 | 2.8221 | 1.504 | 4.5515 | 0.0421 | 0.9669 | 0.555 | 0.5096 |
88 | 1.0997 | 2.8221 | 1.45 | 4.6467 | 0.0322 | 0.9492 | 0.509 | 0.5091 |
89 | 1.0014 | 2.8221 | 1.3994 | 4.7387 | 0.0313 | 0.9609 | 0.4688 | 0.5087 |
90 | 0.8362 | 2.8221 | 1.3516 | 4.8277 | 0.0261 | 0.9624 | 0.5083 | 0.5083 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
79 | 0.1296 | -0.1496 | 0 | 0.1782 | 0 | 0 |
80 | 0.1613 | -0.1486 | 0.1491 | 0.1759 | 0.177 | 0.4207 |
81 | 0.1885 | -0.2196 | 0.1726 | 0.3841 | 0.246 | 0.496 |
82 | 0.2129 | -0.2549 | 0.1932 | 0.5177 | 0.3139 | 0.5603 |
83 | 0.2354 | -0.3628 | 0.2271 | 1.0481 | 0.4608 | 0.6788 |
84 | 0.2563 | -0.5739 | 0.2849 | 2.6231 | 0.8212 | 0.9062 |
85 | 0.276 | -0.5038 | 0.3162 | 2.0217 | 0.9927 | 0.9963 |
86 | 0.2947 | -0.5745 | 0.3485 | 2.6284 | 1.1971 | 1.0941 |
87 | 0.3127 | -0.54 | 0.3698 | 2.3226 | 1.3222 | 1.1499 |
88 | 0.3299 | -0.6103 | 0.3938 | 2.9664 | 1.4866 | 1.2193 |
89 | 0.3465 | -0.6452 | 0.4167 | 3.3149 | 1.6528 | 1.2856 |
90 | 0.3626 | -0.7037 | 0.4406 | 3.9438 | 1.8437 | 1.3578 |