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 | 14.0525 | 12.6428 | 15.4622 | 0.0034 | 0.0022 | 0.0157 | 0.0022 |
111 | 15.8 | 13.1314 | 11.5396 | 14.7232 | 5e-04 | 2e-04 | 0.0591 | 1e-04 |
112 | 15.2 | 12.7996 | 10.8696 | 14.7296 | 0.0074 | 0.0012 | 0.1802 | 4e-04 |
113 | 15.7 | 12.9646 | 10.4974 | 15.4318 | 0.0149 | 0.0379 | 0.1835 | 0.0064 |
114 | 18.9 | 14.9509 | 12.2385 | 17.6632 | 0.0022 | 0.2941 | 0.4858 | 0.2032 |
115 | 17.4 | 12.9627 | 9.8817 | 16.0437 | 0.0024 | 1e-04 | 0.2156 | 0.023 |
116 | 17 | 13.1849 | 9.7546 | 16.6153 | 0.0146 | 0.008 | 0.4063 | 0.0479 |
117 | 19.8 | 14.4012 | 10.7183 | 18.0841 | 0.002 | 0.0833 | 0.2975 | 0.183 |
118 | 17.7 | 13.3106 | 9.3143 | 17.3068 | 0.0157 | 7e-04 | 0.2325 | 0.0856 |
119 | 16 | 11.6564 | 7.3941 | 15.9187 | 0.0229 | 0.0027 | 0.349 | 0.0205 |
120 | 19.6 | 14.8234 | 10.3222 | 19.3245 | 0.0188 | 0.3042 | 0.2744 | 0.2891 |
121 | 19.7 | 15.3379 | 10.577 | 20.0988 | 0.0363 | 0.0397 | 0.3769 | 0.3769 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
110 | 0.0512 | 0.1386 | 0 | 3.7928 | 0 | 0 |
111 | 0.0618 | 0.2032 | 0.1709 | 7.1215 | 5.4572 | 2.3361 |
112 | 0.0769 | 0.1875 | 0.1765 | 5.762 | 5.5588 | 2.3577 |
113 | 0.0971 | 0.211 | 0.1851 | 7.4823 | 6.0397 | 2.4576 |
114 | 0.0926 | 0.2641 | 0.2009 | 15.5957 | 7.9509 | 2.8197 |
115 | 0.1213 | 0.3423 | 0.2245 | 19.6899 | 9.9074 | 3.1476 |
116 | 0.1327 | 0.2894 | 0.2337 | 14.5548 | 10.5713 | 3.2514 |
117 | 0.1305 | 0.3749 | 0.2514 | 29.1468 | 12.8932 | 3.5907 |
118 | 0.1532 | 0.3298 | 0.2601 | 19.2669 | 13.6014 | 3.688 |
119 | 0.1866 | 0.3726 | 0.2713 | 18.8665 | 14.1279 | 3.7587 |
120 | 0.1549 | 0.3222 | 0.276 | 22.8164 | 14.9178 | 3.8624 |
121 | 0.1584 | 0.2844 | 0.2767 | 19.0279 | 15.2603 | 3.9064 |