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 | 84.3427 | 83.0401 | 85.6454 | 0.034 | 0.5436 | 0.0178 | 0.5436 |
98 | 83.79 | 84.6948 | 82.9496 | 86.4401 | 0.1548 | 0.9606 | 0.0898 | 0.6834 |
99 | 83.7 | 84.5319 | 82.6105 | 86.4533 | 0.198 | 0.7754 | 0.0571 | 0.6053 |
100 | 83.76 | 84.4543 | 82.297 | 86.6116 | 0.2641 | 0.7534 | 0.1734 | 0.5665 |
101 | 83.47 | 84.3787 | 81.9408 | 86.8166 | 0.2325 | 0.6905 | 0.1004 | 0.5348 |
102 | 83.78 | 84.2854 | 81.6104 | 86.9604 | 0.3556 | 0.7249 | 0.1273 | 0.5045 |
103 | 84.83 | 84.4093 | 81.5164 | 87.3022 | 0.3878 | 0.6651 | 0.0587 | 0.5376 |
104 | 84.43 | 84.1594 | 81.0437 | 87.2752 | 0.4324 | 0.3366 | 0.2139 | 0.4723 |
105 | 84.9 | 84.2619 | 80.9277 | 87.5961 | 0.3538 | 0.4607 | 0.5911 | 0.4981 |
106 | 85.36 | 84.5193 | 80.9764 | 88.0622 | 0.3209 | 0.4166 | 0.3033 | 0.5548 |
107 | 85.49 | 84.4524 | 80.7061 | 88.1986 | 0.2936 | 0.3174 | 0.3193 | 0.538 |
108 | 85.29 | 84.5361 | 80.5901 | 88.482 | 0.354 | 0.3178 | 0.5526 | 0.5526 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
97 | 0.0079 | -0.0144 | 0 | 1.4707 | 0 | 0 |
98 | 0.0105 | -0.0107 | 0.0125 | 0.8187 | 1.1447 | 1.0699 |
99 | 0.0116 | -0.0098 | 0.0116 | 0.6921 | 0.9939 | 0.9969 |
100 | 0.013 | -0.0082 | 0.0108 | 0.482 | 0.8659 | 0.9305 |
101 | 0.0147 | -0.0108 | 0.0108 | 0.8257 | 0.8579 | 0.9262 |
102 | 0.0162 | -0.006 | 0.01 | 0.2554 | 0.7574 | 0.8703 |
103 | 0.0175 | 0.005 | 0.0093 | 0.177 | 0.6745 | 0.8213 |
104 | 0.0189 | 0.0032 | 0.0085 | 0.0732 | 0.5994 | 0.7742 |
105 | 0.0202 | 0.0076 | 0.0084 | 0.4071 | 0.578 | 0.7603 |
106 | 0.0214 | 0.0099 | 0.0086 | 0.7068 | 0.5909 | 0.7687 |
107 | 0.0226 | 0.0123 | 0.0089 | 1.0767 | 0.635 | 0.7969 |
108 | 0.0238 | 0.0089 | 0.0089 | 0.5684 | 0.6295 | 0.7934 |