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 | 136.2314 | 119.0559 | 154.5638 | 0.4645 | 0.6254 | 0.0423 | 0.6254 |
110 | 119.042 | 124.0611 | 105.4614 | 144.1706 | 0.3124 | 0.1025 | 0.0209 | 0.1854 |
111 | 116.47 | 113.312 | 94.5647 | 133.7535 | 0.381 | 0.2914 | 0.1771 | 0.028 |
112 | 96.028 | 85.7413 | 68.9275 | 104.3884 | 0.1398 | 6e-04 | 0.1798 | 0 |
113 | 79.281 | 76.3456 | 60.0332 | 94.6162 | 0.3764 | 0.0174 | 0.2549 | 0 |
114 | 73.872 | 75.4012 | 58.7363 | 94.1446 | 0.4365 | 0.3425 | 0.1605 | 0 |
115 | 80.964 | 76.9448 | 59.6554 | 96.4314 | 0.343 | 0.6214 | 0.201 | 0 |
116 | 86.739 | 80.497 | 62.3478 | 100.9615 | 0.275 | 0.4822 | 0.4729 | 0 |
117 | 89.997 | 76.4445 | 58.3731 | 96.9492 | 0.0976 | 0.1626 | 0.6982 | 0 |
118 | 96.292 | 87.5593 | 67.6976 | 109.9723 | 0.2225 | 0.4156 | 0.509 | 0 |
119 | 101.355 | 94.8754 | 73.7036 | 118.7166 | 0.2971 | 0.4536 | 0.4169 | 8e-04 |
120 | 136.543 | 128.5265 | 103.1494 | 156.6917 | 0.2885 | 0.9707 | 0.3714 | 0.3714 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
109 | 0.0687 | 0.0061 | 0 | 0.6932 | 0 | 0 |
110 | 0.0827 | -0.0405 | 0.0233 | 25.1916 | 12.9424 | 3.5976 |
111 | 0.092 | 0.0279 | 0.0248 | 9.973 | 11.9526 | 3.4573 |
112 | 0.111 | 0.12 | 0.0486 | 105.8159 | 35.4184 | 5.9513 |
113 | 0.1221 | 0.0384 | 0.0466 | 8.6164 | 30.058 | 5.4825 |
114 | 0.1268 | -0.0203 | 0.0422 | 2.3385 | 25.4381 | 5.0436 |
115 | 0.1292 | 0.0522 | 0.0436 | 16.1539 | 24.1118 | 4.9104 |
116 | 0.1297 | 0.0775 | 0.0479 | 38.9627 | 25.9682 | 5.0959 |
117 | 0.1369 | 0.1773 | 0.0622 | 183.6695 | 43.4905 | 6.5947 |
118 | 0.1306 | 0.0997 | 0.066 | 76.26 | 46.7675 | 6.8387 |
119 | 0.1282 | 0.0683 | 0.0662 | 41.9856 | 46.3328 | 6.8068 |
120 | 0.1118 | 0.0624 | 0.0659 | 64.2643 | 47.8271 | 6.9157 |