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[108]) |
96 | 160.672 | - | - | - | - | - | - | - |
97 | 152.364 | - | - | - | - | - | - | - |
98 | 144.936 | - | - | - | - | - | - | - |
99 | 122.974 | - | - | - | - | - | - | - |
100 | 94.456 | - | - | - | - | - | - | - |
101 | 82.491 | - | - | - | - | - | - | - |
102 | 84.89 | - | - | - | - | - | - | - |
103 | 85.277 | - | - | - | - | - | - | - |
104 | 81.206 | - | - | - | - | - | - | - |
105 | 71.012 | - | - | - | - | - | - | - |
106 | 87.302 | - | - | - | - | - | - | - |
107 | 97.427 | - | - | - | - | - | - | - |
108 | 133.242 | - | - | - | - | - | - | - |
109 | 137.064 | 138.5079 | 121.0743 | 155.9415 | 0.4355 | 0.7231 | 0.0596 | 0.7231 |
110 | 119.042 | 125.168 | 105.5713 | 144.7647 | 0.27 | 0.1171 | 0.024 | 0.2097 |
111 | 116.47 | 113.817 | 93.1809 | 134.4531 | 0.4005 | 0.3099 | 0.1922 | 0.0325 |
112 | 96.028 | 84.1285 | 62.7101 | 105.5468 | 0.1381 | 0.0015 | 0.1723 | 0 |
113 | 79.281 | 73.9115 | 51.793 | 96.0299 | 0.3171 | 0.025 | 0.2235 | 0 |
114 | 73.872 | 72.7049 | 49.9231 | 95.4867 | 0.46 | 0.2858 | 0.1472 | 0 |
115 | 80.964 | 74.4774 | 51.0554 | 97.8995 | 0.2936 | 0.5202 | 0.1831 | 0 |
116 | 86.739 | 78.6001 | 54.5559 | 102.6442 | 0.2535 | 0.4236 | 0.4159 | 0 |
117 | 89.997 | 74.2908 | 49.6406 | 98.941 | 0.1059 | 0.1611 | 0.6028 | 0 |
118 | 96.292 | 86.4214 | 61.1796 | 111.6633 | 0.2217 | 0.3906 | 0.4727 | 1e-04 |
119 | 101.355 | 94.1849 | 68.3642 | 120.0057 | 0.2931 | 0.4365 | 0.4028 | 0.0015 |
120 | 136.543 | 130.9585 | 104.5694 | 157.3476 | 0.3392 | 0.9861 | 0.4327 | 0.4327 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
109 | 0.0642 | -0.0104 | 0 | 2.0848 | 0 | 0 |
110 | 0.0799 | -0.0489 | 0.0297 | 37.5277 | 19.8063 | 4.4504 |
111 | 0.0925 | 0.0233 | 0.0276 | 7.0383 | 15.5503 | 3.9434 |
112 | 0.1299 | 0.1414 | 0.056 | 141.5987 | 47.0624 | 6.8602 |
113 | 0.1527 | 0.0726 | 0.0594 | 28.8319 | 43.4163 | 6.5891 |
114 | 0.1599 | 0.0161 | 0.0521 | 1.3621 | 36.4073 | 6.0338 |
115 | 0.1605 | 0.0871 | 0.0571 | 42.0754 | 37.217 | 6.1006 |
116 | 0.1561 | 0.1035 | 0.0629 | 66.2422 | 40.8452 | 6.391 |
117 | 0.1693 | 0.2114 | 0.0794 | 246.6847 | 63.7162 | 7.9822 |
118 | 0.149 | 0.1142 | 0.0829 | 97.428 | 67.0874 | 8.1907 |
119 | 0.1399 | 0.0761 | 0.0823 | 51.4103 | 65.6622 | 8.1032 |
120 | 0.1028 | 0.0426 | 0.079 | 31.1866 | 62.7892 | 7.924 |