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 | 84.4162 | 83.0751 | 85.7572 | 0.0301 | 0.5846 | 0.0265 | 0.5846 |
98 | 83.79 | 84.7581 | 82.949 | 86.5672 | 0.1471 | 0.9611 | 0.11 | 0.7015 |
99 | 83.7 | 84.6412 | 82.659 | 86.6233 | 0.176 | 0.8 | 0.0774 | 0.6432 |
100 | 83.76 | 84.4803 | 82.281 | 86.6795 | 0.2605 | 0.7566 | 0.1841 | 0.5743 |
101 | 83.47 | 84.5383 | 82.0716 | 87.0049 | 0.198 | 0.7319 | 0.1276 | 0.5844 |
102 | 83.78 | 84.5465 | 81.8522 | 87.2408 | 0.2886 | 0.7832 | 0.1734 | 0.5797 |
103 | 84.83 | 84.5535 | 81.6556 | 87.4513 | 0.4258 | 0.6996 | 0.0714 | 0.576 |
104 | 84.43 | 84.4637 | 81.3589 | 87.5684 | 0.4915 | 0.4086 | 0.273 | 0.5487 |
105 | 84.9 | 84.3792 | 81.0699 | 87.6884 | 0.3789 | 0.488 | 0.6185 | 0.5258 |
106 | 85.36 | 84.4492 | 80.9447 | 87.9538 | 0.3053 | 0.4005 | 0.2878 | 0.5399 |
107 | 85.49 | 84.4288 | 80.7345 | 88.1232 | 0.2867 | 0.3106 | 0.3125 | 0.5336 |
108 | 85.29 | 84.3621 | 80.4811 | 88.2431 | 0.3197 | 0.2845 | 0.5186 | 0.5186 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
97 | 0.0081 | -0.0152 | 0 | 1.6542 | 0 | 0 |
98 | 0.0109 | -0.0114 | 0.0133 | 0.9372 | 1.2957 | 1.1383 |
99 | 0.0119 | -0.0111 | 0.0126 | 0.8858 | 1.1591 | 1.0766 |
100 | 0.0133 | -0.0085 | 0.0116 | 0.5188 | 0.999 | 0.9995 |
101 | 0.0149 | -0.0126 | 0.0118 | 1.1412 | 1.0274 | 1.0136 |
102 | 0.0163 | -0.0091 | 0.0113 | 0.5875 | 0.9541 | 0.9768 |
103 | 0.0175 | 0.0033 | 0.0102 | 0.0765 | 0.8287 | 0.9104 |
104 | 0.0188 | -4e-04 | 0.009 | 0.0011 | 0.7253 | 0.8516 |
105 | 0.02 | 0.0062 | 0.0086 | 0.2712 | 0.6748 | 0.8215 |
106 | 0.0212 | 0.0108 | 0.0089 | 0.8295 | 0.6903 | 0.8308 |
107 | 0.0223 | 0.0126 | 0.0092 | 1.1261 | 0.7299 | 0.8544 |
108 | 0.0235 | 0.011 | 0.0093 | 0.861 | 0.7408 | 0.8607 |