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[144]) |
143 | 8.1 | - | - | - | - | - | - | - |
144 | 8.2 | - | - | - | - | - | - | - |
145 | 8.3 | 8.3256 | 8.1093 | 8.5419 | 0.4083 | 0.8725 | 0.8725 | 0.8725 |
146 | 8.4 | 8.3863 | 8.0013 | 8.7713 | 0.4722 | 0.6697 | 0.6697 | 0.8285 |
147 | 8.4 | 8.4048 | 7.8679 | 8.9416 | 0.493 | 0.507 | 0.507 | 0.7726 |
148 | 8.4 | 8.4038 | 7.7681 | 9.0396 | 0.4953 | 0.5047 | 0.5047 | 0.7351 |
149 | 8.5 | 8.4198 | 7.7135 | 9.126 | 0.4119 | 0.5219 | 0.5219 | 0.7291 |
150 | 8.5 | 8.4606 | 7.6901 | 9.2311 | 0.4601 | 0.4601 | 0.4601 | 0.7463 |
151 | 8.6 | 8.5147 | 7.6672 | 9.3622 | 0.4218 | 0.5136 | 0.5136 | 0.7666 |
152 | 8.6 | 8.5628 | 7.6199 | 9.5056 | 0.4691 | 0.4691 | 0.4691 | 0.7746 |
153 | 8.5 | 8.5943 | 7.5458 | 9.6428 | 0.43 | 0.4957 | 0.4957 | 0.7695 |
154 | 8.5 | 8.6119 | 7.4601 | 9.7638 | 0.4245 | 0.5755 | 0.5755 | 0.7583 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
145 | 0.0133 | -0.0031 | 0 | 7e-04 | 0 | 0 |
146 | 0.0234 | 0.0016 | 0.0024 | 2e-04 | 4e-04 | 0.0205 |
147 | 0.0326 | -6e-04 | 0.0018 | 0 | 3e-04 | 0.017 |
148 | 0.0386 | -5e-04 | 0.0014 | 0 | 2e-04 | 0.0148 |
149 | 0.0428 | 0.0095 | 0.0031 | 0.0064 | 0.0015 | 0.0382 |
150 | 0.0465 | 0.0047 | 0.0033 | 0.0016 | 0.0015 | 0.0384 |
151 | 0.0508 | 0.01 | 0.0043 | 0.0073 | 0.0023 | 0.048 |
152 | 0.0562 | 0.0043 | 0.0043 | 0.0014 | 0.0022 | 0.0468 |
153 | 0.0622 | -0.011 | 0.005 | 0.0089 | 0.0029 | 0.0542 |
154 | 0.0682 | -0.013 | 0.0058 | 0.0125 | 0.0039 | 0.0624 |