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[84]) |
72 | 9.963 | - | - | - | - | - | - | - |
73 | 10.158 | - | - | - | - | - | - | - |
74 | 9.225 | - | - | - | - | - | - | - |
75 | 10.474 | - | - | - | - | - | - | - |
76 | 9.757 | - | - | - | - | - | - | - |
77 | 10.49 | - | - | - | - | - | - | - |
78 | 10.281 | - | - | - | - | - | - | - |
79 | 10.444 | - | - | - | - | - | - | - |
80 | 10.64 | - | - | - | - | - | - | - |
81 | 10.695 | - | - | - | - | - | - | - |
82 | 10.786 | - | - | - | - | - | - | - |
83 | 9.832 | - | - | - | - | - | - | - |
84 | 9.747 | - | - | - | - | - | - | - |
85 | 10.411 | 10.3477 | 9.7903 | 10.965 | 0.4204 | 0.9718 | 0.7265 | 0.9718 |
86 | 9.511 | 9.4283 | 8.9497 | 9.9552 | 0.3792 | 1e-04 | 0.7753 | 0.1179 |
87 | 10.402 | 10.5548 | 9.9644 | 11.2114 | 0.3241 | 0.9991 | 0.5953 | 0.9921 |
88 | 9.701 | 9.9469 | 9.4093 | 10.5424 | 0.2092 | 0.0671 | 0.734 | 0.7447 |
89 | 10.54 | 10.5007 | 9.9033 | 11.1662 | 0.4539 | 0.9907 | 0.5125 | 0.9868 |
90 | 10.112 | 10.2802 | 9.6992 | 10.927 | 0.3051 | 0.2155 | 0.499 | 0.9469 |
91 | 10.915 | 10.6636 | 10.0383 | 11.3627 | 0.2404 | 0.939 | 0.7309 | 0.9949 |
92 | 11.183 | 10.7331 | 10.0951 | 11.4476 | 0.1086 | 0.3089 | 0.6008 | 0.9966 |
93 | 10.384 | 10.58 | 9.9527 | 11.2822 | 0.2922 | 0.0462 | 0.3741 | 0.99 |
94 | 10.834 | 10.712 | 10.0658 | 11.4369 | 0.3707 | 0.8124 | 0.4207 | 0.9955 |
95 | 9.886 | 9.8352 | 9.2748 | 10.4596 | 0.4366 | 9e-04 | 0.504 | 0.609 |
96 | 10.216 | 9.9749 | 9.3963 | 10.621 | 0.2322 | 0.6063 | 0.7553 | 0.7553 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
85 | 0.0304 | 0.0061 | 0 | 0.004 | 0 | 0 |
86 | 0.0285 | 0.0088 | 0.0074 | 0.0068 | 0.0054 | 0.0736 |
87 | 0.0317 | -0.0145 | 0.0098 | 0.0234 | 0.0114 | 0.1068 |
88 | 0.0305 | -0.0247 | 0.0135 | 0.0604 | 0.0237 | 0.1538 |
89 | 0.0323 | 0.0037 | 0.0116 | 0.0015 | 0.0192 | 0.1387 |
90 | 0.0321 | -0.0164 | 0.0124 | 0.0283 | 0.0207 | 0.144 |
91 | 0.0334 | 0.0236 | 0.014 | 0.0632 | 0.0268 | 0.1637 |
92 | 0.034 | 0.0419 | 0.0175 | 0.2024 | 0.0488 | 0.2208 |
93 | 0.0339 | -0.0185 | 0.0176 | 0.0384 | 0.0476 | 0.2182 |
94 | 0.0345 | 0.0114 | 0.017 | 0.0149 | 0.0443 | 0.2106 |
95 | 0.0324 | 0.0052 | 0.0159 | 0.0026 | 0.0405 | 0.2013 |
96 | 0.033 | 0.0242 | 0.0166 | 0.0581 | 0.042 | 0.205 |