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 | 40.6504 | 31.8652 | 53.6409 | 0.2627 | 0.4442 | 0 | 0.4442 |
110 | 43.24 | 42.3598 | 29.3392 | 66.4493 | 0.4715 | 0.4194 | 0 | 0.5253 |
111 | 46.84 | 44.0938 | 28.2929 | 78.0535 | 0.437 | 0.5197 | 3e-04 | 0.5577 |
112 | 50.85 | 46.6711 | 27.6374 | 95.1108 | 0.4329 | 0.4973 | 0.0049 | 0.5816 |
113 | 57.94 | 49.7272 | 27.5306 | 115.5431 | 0.4034 | 0.4867 | 0.0136 | 0.5959 |
114 | 68.59 | 52.4475 | 27.1786 | 140.5575 | 0.3598 | 0.4514 | 0.0365 | 0.5955 |
115 | 64.92 | 52.3022 | 25.9776 | 154.9039 | 0.4048 | 0.3778 | 0.0595 | 0.5811 |
116 | 72.5 | 47.4255 | 23.271 | 144.7337 | 0.3068 | 0.3623 | 0.0905 | 0.5469 |
117 | 67.69 | 43.1413 | 21.0326 | 133.8091 | 0.2978 | 0.2628 | 0.1134 | 0.5135 |
118 | 73.19 | 35.1288 | 17.6285 | 101.4789 | 0.1304 | 0.1681 | 0.1326 | 0.4244 |
119 | 77.04 | 28.0608 | 14.613 | 74.3693 | 0.0191 | 0.0281 | 0.1433 | 0.2836 |
120 | 74.67 | 23.4124 | 12.5053 | 58.6679 | 0.0022 | 0.0014 | 0.1562 | 0.1562 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
109 | 0.163 | 0.1036 | 0 | 17.7205 | 0 | 0 |
110 | 0.2901 | 0.0208 | 0.0622 | 0.7748 | 9.2477 | 3.041 |
111 | 0.3929 | 0.0623 | 0.0622 | 7.5417 | 8.679 | 2.946 |
112 | 0.5295 | 0.0895 | 0.069 | 17.4628 | 10.875 | 3.2977 |
113 | 0.6753 | 0.1652 | 0.0883 | 67.4506 | 22.1901 | 4.7106 |
114 | 0.8571 | 0.3078 | 0.1248 | 260.5804 | 61.9218 | 7.869 |
115 | 1.0009 | 0.2412 | 0.1415 | 159.2088 | 75.8199 | 8.7075 |
116 | 1.0468 | 0.5287 | 0.1899 | 628.7323 | 144.934 | 12.0389 |
117 | 1.0723 | 0.569 | 0.232 | 602.6388 | 195.7901 | 13.9925 |
118 | 0.9637 | 1.0835 | 0.3172 | 1448.6577 | 321.0768 | 17.9186 |
119 | 0.842 | 1.7455 | 0.447 | 2398.9572 | 509.9751 | 22.5826 |
120 | 0.7683 | 2.1893 | 0.5922 | 2627.3453 | 686.4226 | 26.1997 |