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[96]) |
84 | 7.1 | - | - | - | - | - | - | - |
85 | 7.2 | - | - | - | - | - | - | - |
86 | 7.1 | - | - | - | - | - | - | - |
87 | 6.9 | - | - | - | - | - | - | - |
88 | 7 | - | - | - | - | - | - | - |
89 | 6.8 | - | - | - | - | - | - | - |
90 | 6.4 | - | - | - | - | - | - | - |
91 | 6.7 | - | - | - | - | - | - | - |
92 | 6.6 | - | - | - | - | - | - | - |
93 | 6.4 | - | - | - | - | - | - | - |
94 | 6.3 | - | - | - | - | - | - | - |
95 | 6.2 | - | - | - | - | - | - | - |
96 | 6.5 | - | - | - | - | - | - | - |
97 | 6.8 | 6.779 | 6.405 | 7.1529 | 0.4561 | 0.9281 | 0.0137 | 0.9281 |
98 | 6.8 | 6.8373 | 6.1514 | 7.5231 | 0.4576 | 0.5424 | 0.2264 | 0.8324 |
99 | 6.4 | 6.6717 | 5.7389 | 7.6046 | 0.284 | 0.3938 | 0.3158 | 0.6409 |
100 | 6.1 | 6.5179 | 5.456 | 7.5798 | 0.2203 | 0.5861 | 0.1868 | 0.5131 |
101 | 5.8 | 6.2556 | 5.1338 | 7.3773 | 0.213 | 0.6071 | 0.1707 | 0.3347 |
102 | 6.1 | 5.9389 | 4.783 | 7.0949 | 0.3924 | 0.5931 | 0.2172 | 0.1707 |
103 | 7.2 | 6.25 | 5.0564 | 7.4436 | 0.0594 | 0.5973 | 0.23 | 0.3407 |
104 | 7.3 | 6.3236 | 5.074 | 7.5733 | 0.0628 | 0.0846 | 0.3323 | 0.391 |
105 | 6.9 | 6.3666 | 5.0432 | 7.6899 | 0.2147 | 0.0834 | 0.4803 | 0.4217 |
106 | 6.1 | 6.4569 | 5.0576 | 7.8562 | 0.3086 | 0.2674 | 0.587 | 0.4759 |
107 | 5.8 | 6.4108 | 4.9464 | 7.8753 | 0.2068 | 0.6613 | 0.6111 | 0.4525 |
108 | 6.2 | 6.5388 | 5.0222 | 8.0553 | 0.3308 | 0.8302 | 0.52 | 0.52 |
109 | 7.1 | 6.6387 | 5.0458 | 8.2316 | 0.2851 | 0.7053 | 0.4213 | 0.5677 |
110 | 7.7 | 6.6098 | 4.9258 | 8.2939 | 0.1023 | 0.2842 | 0.4124 | 0.5509 |
111 | 8 | 6.4904 | 4.7087 | 8.2721 | 0.0484 | 0.0917 | 0.5396 | 0.4958 |
112 | 7.8 | 6.394 | 4.5264 | 8.2616 | 0.07 | 0.046 | 0.6212 | 0.4557 |
113 | 7.4 | 6.2157 | 4.2768 | 8.1545 | 0.1156 | 0.0546 | 0.6628 | 0.3869 |
114 | 7.4 | 5.9411 | 3.9415 | 7.9408 | 0.0764 | 0.0764 | 0.4381 | 0.2919 |
115 | 7.7 | 6.2151 | 4.1576 | 8.2727 | 0.0786 | 0.1295 | 0.1741 | 0.3931 |
116 | 7.8 | 6.2684 | 4.1509 | 8.3859 | 0.0781 | 0.0926 | 0.1698 | 0.4151 |
117 | 7.8 | 6.33 | 4.1493 | 8.5108 | 0.0932 | 0.0932 | 0.3042 | 0.4393 |
118 | 8 | 6.4649 | 4.2197 | 8.71 | 0.0901 | 0.1219 | 0.625 | 0.4878 |
119 | 8.1 | 6.4569 | 4.1494 | 8.7644 | 0.0814 | 0.095 | 0.7116 | 0.4854 |
120 | 8.4 | 6.573 | 4.2072 | 8.9388 | 0.0651 | 0.1029 | 0.6213 | 0.5241 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
97 | 0.0281 | 0.0031 | 0 | 4e-04 | 0 | 0 |
98 | 0.0512 | -0.0054 | 0.0043 | 0.0014 | 9e-04 | 0.0302 |
99 | 0.0713 | -0.0407 | 0.0164 | 0.0738 | 0.0252 | 0.1588 |
100 | 0.0831 | -0.0641 | 0.0283 | 0.1746 | 0.0626 | 0.2501 |
101 | 0.0915 | -0.0728 | 0.0372 | 0.2075 | 0.0916 | 0.3026 |
102 | 0.0993 | 0.0271 | 0.0356 | 0.0259 | 0.0806 | 0.2839 |
103 | 0.0974 | 0.152 | 0.0522 | 0.9025 | 0.198 | 0.445 |
104 | 0.1008 | 0.1544 | 0.065 | 0.9533 | 0.2924 | 0.5408 |
105 | 0.106 | 0.0838 | 0.0671 | 0.2846 | 0.2916 | 0.54 |
106 | 0.1106 | -0.0553 | 0.0659 | 0.1274 | 0.2752 | 0.5245 |
107 | 0.1165 | -0.0953 | 0.0686 | 0.3731 | 0.2841 | 0.533 |
108 | 0.1183 | -0.0518 | 0.0672 | 0.1148 | 0.27 | 0.5196 |
109 | 0.1224 | 0.0695 | 0.0673 | 0.2128 | 0.2656 | 0.5153 |
110 | 0.13 | 0.1649 | 0.0743 | 1.1885 | 0.3315 | 0.5757 |
111 | 0.1401 | 0.2326 | 0.0849 | 2.2788 | 0.4613 | 0.6792 |
112 | 0.149 | 0.2199 | 0.0933 | 1.9768 | 0.556 | 0.7457 |
113 | 0.1591 | 0.1905 | 0.099 | 1.4027 | 0.6058 | 0.7783 |
114 | 0.1717 | 0.2456 | 0.1072 | 2.1284 | 0.6904 | 0.8309 |
115 | 0.1689 | 0.2389 | 0.1141 | 2.2049 | 0.7701 | 0.8776 |
116 | 0.1723 | 0.2443 | 0.1206 | 2.3458 | 0.8489 | 0.9214 |
117 | 0.1758 | 0.2322 | 0.1259 | 2.1608 | 0.9114 | 0.9547 |
118 | 0.1772 | 0.2375 | 0.131 | 2.3567 | 0.9771 | 0.9885 |
119 | 0.1823 | 0.2545 | 0.1364 | 2.6997 | 1.052 | 1.0257 |
120 | 0.1836 | 0.278 | 0.1423 | 3.338 | 1.1472 | 1.0711 |