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[156]) |
155 | 100 | - | - | - | - | - | - | - |
156 | 100 | - | - | - | - | - | - | - |
157 | 108 | 100 | 82.1189 | 120.8685 | 0.2262 | 0.5 | 0.5 | 0.5 |
158 | 109 | 100 | 74.6106 | 131.8739 | 0.29 | 0.3114 | 0.3114 | 0.5 |
159 | 115 | 100 | 69.2963 | 140.7342 | 0.2352 | 0.3325 | 0.3325 | 0.5 |
160 | 114 | 100 | 65.0952 | 148.4909 | 0.2857 | 0.2722 | 0.2722 | 0.5 |
161 | 108 | 100 | 61.5848 | 155.5635 | 0.3889 | 0.3107 | 0.3107 | 0.5 |
162 | 113 | 100 | 58.5537 | 162.163 | 0.3409 | 0.4004 | 0.4004 | 0.5 |
163 | 118 | 100 | 55.8794 | 168.412 | 0.303 | 0.3548 | 0.3548 | 0.5 |
164 | 122 | 100 | 53.4831 | 174.3893 | 0.2811 | 0.3177 | 0.3177 | 0.5 |
165 | 118 | 100 | 51.3109 | 180.1487 | 0.3299 | 0.2953 | 0.2953 | 0.5 |
166 | 121 | 100 | 49.324 | 185.729 | 0.3156 | 0.3403 | 0.3403 | 0.5 |
167 | 118 | 100 | 47.4933 | 191.1593 | 0.3494 | 0.3258 | 0.3258 | 0.5 |
168 | 121 | 100 | 45.7966 | 196.4621 | 0.3348 | 0.3573 | 0.3573 | 0.5 |
169 | 121 | 100 | 44.216 | 201.6548 | 0.3428 | 0.3428 | 0.3428 | 0.5 |
170 | 112 | 100 | 42.7373 | 206.7519 | 0.4128 | 0.3499 | 0.3499 | 0.5 |
171 | 119 | 100 | 41.349 | 211.7649 | 0.3695 | 0.4167 | 0.4167 | 0.5 |
172 | 116 | 100 | 40.0413 | 216.7036 | 0.3941 | 0.3748 | 0.3748 | 0.5 |
173 | 110 | 100 | 38.806 | 221.5761 | 0.436 | 0.3982 | 0.3982 | 0.5 |
174 | 111 | 100 | 37.6362 | 226.3892 | 0.4323 | 0.4384 | 0.4384 | 0.5 |
175 | 106 | 100 | 36.5261 | 231.1491 | 0.4643 | 0.4347 | 0.4347 | 0.5 |
176 | 108 | 100 | 35.4704 | 235.8607 | 0.4541 | 0.4655 | 0.4655 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
157 | 0.1065 | 0.08 | 0 | 64 | 0 | 0 |
158 | 0.1626 | 0.09 | 0.085 | 81 | 72.5 | 8.5147 |
159 | 0.2078 | 0.15 | 0.1067 | 225 | 123.3333 | 11.1056 |
160 | 0.2474 | 0.14 | 0.115 | 196 | 141.5 | 11.8954 |
161 | 0.2835 | 0.08 | 0.108 | 64 | 126 | 11.225 |
162 | 0.3172 | 0.13 | 0.1117 | 169 | 133.1667 | 11.5398 |
163 | 0.349 | 0.18 | 0.1214 | 324 | 160.4286 | 12.666 |
164 | 0.3795 | 0.22 | 0.1338 | 484 | 200.875 | 14.173 |
165 | 0.4089 | 0.18 | 0.1389 | 324 | 214.5556 | 14.6477 |
166 | 0.4374 | 0.21 | 0.146 | 441 | 237.2 | 15.4013 |
167 | 0.4651 | 0.18 | 0.1491 | 324 | 245.0909 | 15.6554 |
168 | 0.4922 | 0.21 | 0.1542 | 441 | 261.4167 | 16.1684 |
169 | 0.5186 | 0.21 | 0.1585 | 441 | 275.2308 | 16.5901 |
170 | 0.5447 | 0.12 | 0.1557 | 144 | 265.8571 | 16.3051 |
171 | 0.5702 | 0.19 | 0.158 | 361 | 272.2 | 16.4985 |
172 | 0.5954 | 0.16 | 0.1581 | 256 | 271.1875 | 16.4678 |
173 | 0.6203 | 0.1 | 0.1547 | 100 | 261.1176 | 16.1591 |
174 | 0.6448 | 0.11 | 0.1522 | 121 | 253.3333 | 15.9164 |
175 | 0.6691 | 0.06 | 0.1474 | 36 | 241.8947 | 15.553 |
176 | 0.6932 | 0.08 | 0.144 | 64 | 233 | 15.2643 |