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 | 85.65 | - | - | - | - | - | - | - |
85 | 85.74 | - | - | - | - | - | - | - |
86 | 85.89 | - | - | - | - | - | - | - |
87 | 86.08 | - | - | - | - | - | - | - |
88 | 85.49 | - | - | - | - | - | - | - |
89 | 85.97 | - | - | - | - | - | - | - |
90 | 85.84 | - | - | - | - | - | - | - |
91 | 86.72 | - | - | - | - | - | - | - |
92 | 85.42 | - | - | - | - | - | - | - |
93 | 83.87 | - | - | - | - | - | - | - |
94 | 85.45 | - | - | - | - | - | - | - |
95 | 85.35 | - | - | - | - | - | - | - |
96 | 84.27 | - | - | - | - | - | - | - |
97 | 83.13 | 84.4141 | 83.0673 | 85.761 | 0.0308 | 0.5831 | 0.0268 | 0.5831 |
98 | 83.79 | 84.7768 | 82.9604 | 86.5932 | 0.1435 | 0.9622 | 0.1148 | 0.7078 |
99 | 83.7 | 84.7145 | 82.7306 | 86.6985 | 0.1581 | 0.8195 | 0.0887 | 0.6697 |
100 | 83.76 | 84.5592 | 82.3885 | 86.7299 | 0.2353 | 0.7811 | 0.2003 | 0.603 |
101 | 83.47 | 84.636 | 82.2426 | 87.0293 | 0.1698 | 0.7634 | 0.1373 | 0.6178 |
102 | 83.78 | 84.655 | 82.0731 | 87.237 | 0.2533 | 0.8158 | 0.1842 | 0.615 |
103 | 84.83 | 84.7159 | 81.971 | 87.4609 | 0.4675 | 0.748 | 0.0762 | 0.6249 |
104 | 84.43 | 84.5963 | 81.6923 | 87.5003 | 0.4553 | 0.4373 | 0.2891 | 0.5872 |
105 | 84.9 | 84.469 | 81.411 | 87.5271 | 0.3912 | 0.51 | 0.6495 | 0.5508 |
106 | 85.36 | 84.6065 | 81.4036 | 87.8093 | 0.3224 | 0.4287 | 0.3029 | 0.5816 |
107 | 85.49 | 84.5959 | 81.2553 | 87.9365 | 0.2999 | 0.327 | 0.3291 | 0.5758 |
108 | 85.29 | 84.503 | 81.0295 | 87.9765 | 0.3285 | 0.2888 | 0.5523 | 0.5523 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
97 | 0.0081 | -0.0152 | 0 | 1.649 | 0 | 0 |
98 | 0.0109 | -0.0116 | 0.0134 | 0.9738 | 1.3114 | 1.1452 |
99 | 0.0119 | -0.012 | 0.0129 | 1.0293 | 1.2174 | 1.1033 |
100 | 0.0131 | -0.0095 | 0.0121 | 0.6387 | 1.0727 | 1.0357 |
101 | 0.0144 | -0.0138 | 0.0124 | 1.3595 | 1.1301 | 1.063 |
102 | 0.0156 | -0.0103 | 0.0121 | 0.7657 | 1.0693 | 1.0341 |
103 | 0.0165 | 0.0013 | 0.0105 | 0.013 | 0.9184 | 0.9583 |
104 | 0.0175 | -0.002 | 0.0095 | 0.0277 | 0.8071 | 0.8984 |
105 | 0.0185 | 0.0051 | 0.009 | 0.1857 | 0.738 | 0.8591 |
106 | 0.0193 | 0.0089 | 0.009 | 0.5678 | 0.721 | 0.8491 |
107 | 0.0201 | 0.0106 | 0.0091 | 0.7993 | 0.7281 | 0.8533 |
108 | 0.021 | 0.0093 | 0.0091 | 0.6194 | 0.7191 | 0.848 |