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 | 19.7 | - | - | - | - | - | - | - |
98 | 15.6 | - | - | - | - | - | - | - |
99 | 14.4 | - | - | - | - | - | - | - |
100 | 13.7 | - | - | - | - | - | - | - |
101 | 14.1 | - | - | - | - | - | - | - |
102 | 15 | - | - | - | - | - | - | - |
103 | 14.2 | - | - | - | - | - | - | - |
104 | 13.6 | - | - | - | - | - | - | - |
105 | 15.4 | - | - | - | - | - | - | - |
106 | 14.8 | - | - | - | - | - | - | - |
107 | 12.5 | - | - | - | - | - | - | - |
108 | 16.2 | - | - | - | - | - | - | - |
109 | 16.1 | - | - | - | - | - | - | - |
110 | 16 | 14.0099 | 12.6 | 15.4198 | 0.0028 | 0.0018 | 0.0135 | 0.0018 |
111 | 15.8 | 13.0838 | 11.4723 | 14.6952 | 5e-04 | 2e-04 | 0.0547 | 1e-04 |
112 | 15.2 | 12.7387 | 10.7847 | 14.6926 | 0.0068 | 0.0011 | 0.1674 | 4e-04 |
113 | 15.7 | 12.8458 | 10.364 | 15.3276 | 0.0121 | 0.0315 | 0.161 | 0.0051 |
114 | 18.9 | 14.8643 | 12.1543 | 17.5744 | 0.0018 | 0.2728 | 0.4609 | 0.1858 |
115 | 17.4 | 12.8359 | 9.7687 | 15.9031 | 0.0018 | 1e-04 | 0.1917 | 0.0185 |
116 | 17 | 13.0376 | 9.6474 | 16.4277 | 0.011 | 0.0058 | 0.3725 | 0.0383 |
117 | 19.8 | 14.276 | 10.6576 | 17.8945 | 0.0014 | 0.07 | 0.2713 | 0.1616 |
118 | 17.7 | 13.1624 | 9.248 | 17.0768 | 0.0115 | 4e-04 | 0.2061 | 0.0707 |
119 | 16 | 11.5221 | 7.3698 | 15.6744 | 0.0173 | 0.0018 | 0.3222 | 0.0154 |
120 | 19.6 | 14.6921 | 10.3222 | 19.0621 | 0.0139 | 0.2787 | 0.2494 | 0.2639 |
121 | 19.7 | 15.2067 | 10.5965 | 19.817 | 0.028 | 0.0309 | 0.3521 | 0.3521 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
110 | 0.0513 | 0.1421 | 0 | 3.9605 | 0 | 0 |
111 | 0.0628 | 0.2076 | 0.1748 | 7.3779 | 5.6692 | 2.381 |
112 | 0.0783 | 0.1932 | 0.181 | 6.0582 | 5.7989 | 2.4081 |
113 | 0.0986 | 0.2222 | 0.1913 | 8.1463 | 6.3857 | 2.527 |
114 | 0.093 | 0.2715 | 0.2073 | 16.2866 | 8.3659 | 2.8924 |
115 | 0.1219 | 0.3556 | 0.232 | 20.8308 | 10.4434 | 3.2316 |
116 | 0.1327 | 0.3039 | 0.2423 | 15.7007 | 11.1944 | 3.3458 |
117 | 0.1293 | 0.3869 | 0.2604 | 30.5142 | 13.6094 | 3.6891 |
118 | 0.1517 | 0.3447 | 0.2697 | 20.5902 | 14.385 | 3.7928 |
119 | 0.1839 | 0.3886 | 0.2816 | 20.0515 | 14.9517 | 3.8667 |
120 | 0.1518 | 0.334 | 0.2864 | 24.0871 | 15.7822 | 3.9727 |
121 | 0.1547 | 0.2955 | 0.2872 | 20.1896 | 16.1495 | 4.0186 |