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 | 91.45 | - | - | - | - | - | - | - |
97 | 91.92 | - | - | - | - | - | - | - |
98 | 94.82 | - | - | - | - | - | - | - |
99 | 103.28 | - | - | - | - | - | - | - |
100 | 110.44 | - | - | - | - | - | - | - |
101 | 123.94 | - | - | - | - | - | - | - |
102 | 133.05 | - | - | - | - | - | - | - |
103 | 133.9 | - | - | - | - | - | - | - |
104 | 113.85 | - | - | - | - | - | - | - |
105 | 99.06 | - | - | - | - | - | - | - |
106 | 72.84 | - | - | - | - | - | - | - |
107 | 53.24 | - | - | - | - | - | - | - |
108 | 41.58 | - | - | - | - | - | - | - |
109 | 44.86 | 34.4947 | 23.5194 | 45.47 | 0.0321 | 0.1029 | 0 | 0.1029 |
110 | 43.24 | 31.5843 | 12.5114 | 50.6571 | 0.1155 | 0.0862 | 0 | 0.1522 |
111 | 46.84 | 33.931 | 7.4171 | 60.4448 | 0.17 | 0.2457 | 0 | 0.2859 |
112 | 50.85 | 36.6748 | 3.3816 | 69.9681 | 0.202 | 0.2748 | 0 | 0.3864 |
113 | 57.94 | 40.372 | 0.911 | 79.8329 | 0.1914 | 0.3014 | 0 | 0.4761 |
114 | 68.59 | 43.919 | -1.1736 | 89.0117 | 0.1418 | 0.2711 | 1e-04 | 0.5405 |
115 | 64.92 | 46.4256 | -3.8403 | 96.6914 | 0.2354 | 0.1937 | 3e-04 | 0.5749 |
116 | 72.5 | 39.1376 | -15.9128 | 94.188 | 0.1175 | 0.1793 | 0.0039 | 0.4654 |
117 | 67.69 | 33.7475 | -25.7583 | 93.2533 | 0.1318 | 0.1009 | 0.0157 | 0.3982 |
118 | 73.19 | 25.4675 | -38.2139 | 89.1488 | 0.0709 | 0.0969 | 0.0724 | 0.31 |
119 | 77.04 | 20.099 | -47.5184 | 87.7163 | 0.0494 | 0.0619 | 0.1684 | 0.2668 |
120 | 74.67 | 16.4111 | -54.9357 | 87.7578 | 0.0547 | 0.0479 | 0.2446 | 0.2446 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
109 | 0.1623 | 0.3005 | 0 | 107.4395 | 0 | 0 |
110 | 0.3081 | 0.369 | 0.3348 | 135.8565 | 121.648 | 11.0294 |
111 | 0.3987 | 0.3804 | 0.35 | 166.6427 | 136.6462 | 11.6896 |
112 | 0.4632 | 0.3865 | 0.3591 | 200.936 | 152.7186 | 12.3579 |
113 | 0.4987 | 0.4352 | 0.3743 | 308.636 | 183.9021 | 13.5611 |
114 | 0.5238 | 0.5617 | 0.4056 | 608.6567 | 254.6945 | 15.9592 |
115 | 0.5524 | 0.3984 | 0.4045 | 342.044 | 267.173 | 16.3454 |
116 | 0.7176 | 0.8524 | 0.4605 | 1113.0521 | 372.9079 | 19.3108 |
117 | 0.8996 | 1.0058 | 0.5211 | 1152.0943 | 459.4842 | 21.4356 |
118 | 1.2758 | 1.8739 | 0.6564 | 2277.4379 | 641.2796 | 25.3235 |
119 | 1.7164 | 2.833 | 0.8543 | 3242.2796 | 877.7341 | 29.6266 |
120 | 2.2181 | 3.55 | 1.0789 | 3394.105 | 1087.4317 | 32.9762 |