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[91]) |
87 | 16.021 | - | - | - | - | - | - | - |
88 | 17.952 | - | - | - | - | - | - | - |
89 | 15.954 | - | - | - | - | - | - | - |
90 | 17.762 | - | - | - | - | - | - | - |
91 | 16.61 | - | - | - | - | - | - | - |
92 | 17.751 | 18.1077 | 16.2497 | 19.9657 | 0.3534 | 0.9429 | 0.5652 | 0.9429 |
93 | 15.458 | 15.5441 | 13.5384 | 17.5498 | 0.4665 | 0.0155 | 0.3444 | 0.1488 |
94 | 18.106 | 17.7664 | 15.7098 | 19.8229 | 0.3731 | 0.9861 | 0.5017 | 0.8648 |
95 | 15.99 | 16.8797 | 14.7924 | 18.9671 | 0.2017 | 0.1248 | 0.6 | 0.6 |
96 | 15.349 | 18.1933 | 15.9215 | 20.4651 | 0.0071 | 0.9713 | 0.6486 | 0.914 |
97 | 13.185 | 15.4581 | 13.1285 | 17.7877 | 0.0279 | 0.5366 | 0.5 | 0.1662 |
98 | 15.409 | 17.787 | 15.4218 | 20.1522 | 0.0244 | 0.9999 | 0.3958 | 0.8353 |
99 | 16.007 | 16.97 | 14.5777 | 19.3623 | 0.2151 | 0.8995 | 0.789 | 0.616 |
100 | 16.633 | 18.2322 | 15.7747 | 20.6897 | 0.1011 | 0.962 | 0.9893 | 0.9021 |
101 | 14.8 | 15.4493 | 12.9624 | 17.9362 | 0.3044 | 0.1754 | 0.9628 | 0.1802 |
102 | 15.974 | 17.8061 | 15.2964 | 20.3159 | 0.0762 | 0.9906 | 0.9694 | 0.8249 |
103 | 15.693 | 17.0071 | 14.4789 | 19.5352 | 0.1542 | 0.7884 | 0.7809 | 0.6209 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
92 | 0.0524 | -0.0197 | 0 | 0.1272 | 0 | 0 |
93 | 0.0658 | -0.0055 | 0.0126 | 0.0074 | 0.0673 | 0.2595 |
94 | 0.0591 | 0.0191 | 0.0148 | 0.1154 | 0.0833 | 0.2887 |
95 | 0.0631 | -0.0527 | 0.0243 | 0.7916 | 0.2604 | 0.5103 |
96 | 0.0637 | -0.1563 | 0.0507 | 8.0902 | 1.8264 | 1.3514 |
97 | 0.0769 | -0.147 | 0.0667 | 5.167 | 2.3831 | 1.5437 |
98 | 0.0678 | -0.1337 | 0.0763 | 5.6549 | 2.8505 | 1.6884 |
99 | 0.0719 | -0.0567 | 0.0739 | 0.9273 | 2.6101 | 1.6156 |
100 | 0.0688 | -0.0877 | 0.0754 | 2.5576 | 2.6043 | 1.6138 |
101 | 0.0821 | -0.042 | 0.0721 | 0.4216 | 2.386 | 1.5447 |
102 | 0.0719 | -0.1029 | 0.0749 | 3.3567 | 2.4743 | 1.573 |
103 | 0.0758 | -0.0773 | 0.0751 | 1.7268 | 2.412 | 1.5531 |