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[109]) |
97 | 7.1 | - | - | - | - | - | - | - |
98 | 7.2 | - | - | - | - | - | - | - |
99 | 7.3 | - | - | - | - | - | - | - |
100 | 7.5 | - | - | - | - | - | - | - |
101 | 7.6 | - | - | - | - | - | - | - |
102 | 7.7 | - | - | - | - | - | - | - |
103 | 7.7 | - | - | - | - | - | - | - |
104 | 7.7 | - | - | - | - | - | - | - |
105 | 7.8 | - | - | - | - | - | - | - |
106 | 8 | - | - | - | - | - | - | - |
107 | 8.1 | - | - | - | - | - | - | - |
108 | 8.1 | - | - | - | - | - | - | - |
109 | 8 | - | - | - | - | - | - | - |
110 | 8.1 | 7.9167 | 7.6913 | 8.1421 | 0.0555 | 0.2345 | 1 | 0.2345 |
111 | 8.2 | 7.8814 | 7.4713 | 8.2915 | 0.0639 | 0.1481 | 0.9973 | 0.2854 |
112 | 8.3 | 7.901 | 7.3382 | 8.4638 | 0.0823 | 0.1489 | 0.9187 | 0.3651 |
113 | 8.4 | 7.94 | 7.2886 | 8.5915 | 0.0832 | 0.1394 | 0.8469 | 0.4284 |
114 | 8.4 | 7.9698 | 7.2692 | 8.6705 | 0.1144 | 0.1144 | 0.7748 | 0.4664 |
115 | 8.4 | 7.9761 | 7.2438 | 8.7083 | 0.1282 | 0.1282 | 0.77 | 0.4745 |
116 | 8.5 | 7.9647 | 7.2022 | 8.7272 | 0.0844 | 0.1316 | 0.7519 | 0.4639 |
117 | 8.5 | 7.949 | 7.1501 | 8.7479 | 0.0882 | 0.0882 | 0.6427 | 0.4502 |
118 | 8.6 | 7.9398 | 7.0978 | 8.7817 | 0.0622 | 0.0961 | 0.4443 | 0.4443 |
119 | 8.6 | 7.9398 | 7.0531 | 8.8265 | 0.0722 | 0.0722 | 0.3616 | 0.4471 |
120 | 8.5 | 7.9455 | 7.0174 | 8.8735 | 0.1208 | 0.0834 | 0.3721 | 0.4542 |
121 | 8.5 | 7.9513 | 6.9868 | 8.9158 | 0.1324 | 0.1324 | 0.4606 | 0.4606 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
110 | 0.0145 | 0.0232 | 0 | 0.0336 | 0 | 0 |
111 | 0.0265 | 0.0404 | 0.0318 | 0.1015 | 0.0675 | 0.2599 |
112 | 0.0363 | 0.0505 | 0.038 | 0.1592 | 0.0981 | 0.3132 |
113 | 0.0419 | 0.0579 | 0.043 | 0.2116 | 0.1265 | 0.3556 |
114 | 0.0449 | 0.054 | 0.0452 | 0.185 | 0.1382 | 0.3717 |
115 | 0.0468 | 0.0532 | 0.0465 | 0.1797 | 0.1451 | 0.3809 |
116 | 0.0488 | 0.0672 | 0.0495 | 0.2865 | 0.1653 | 0.4066 |
117 | 0.0513 | 0.0693 | 0.052 | 0.3036 | 0.1826 | 0.4273 |
118 | 0.0541 | 0.0832 | 0.0554 | 0.4359 | 0.2107 | 0.4591 |
119 | 0.057 | 0.0832 | 0.0582 | 0.4359 | 0.2332 | 0.483 |
120 | 0.0596 | 0.0698 | 0.0592 | 0.3075 | 0.24 | 0.4899 |
121 | 0.0619 | 0.069 | 0.0601 | 0.3011 | 0.2451 | 0.4951 |