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 | 115.348 | - | - | - | - | - | - | - |
85 | 131.284 | - | - | - | - | - | - | - |
86 | 134.701 | - | - | - | - | - | - | - |
87 | 127.193 | - | - | - | - | - | - | - |
88 | 87.077 | - | - | - | - | - | - | - |
89 | 72.744 | - | - | - | - | - | - | - |
90 | 77.542 | - | - | - | - | - | - | - |
91 | 78.005 | - | - | - | - | - | - | - |
92 | 85.329 | - | - | - | - | - | - | - |
93 | 86.041 | - | - | - | - | - | - | - |
94 | 96.384 | - | - | - | - | - | - | - |
95 | 116.678 | - | - | - | - | - | - | - |
96 | 160.672 | - | - | - | - | - | - | - |
97 | 152.364 | 157.7948 | 139.6448 | 175.9448 | 0.2788 | 0.378 | 0.9979 | 0.378 |
98 | 144.936 | 140.0086 | 120.3416 | 159.6756 | 0.3117 | 0.1091 | 0.7016 | 0.0197 |
99 | 122.974 | 130.8729 | 109.7978 | 151.9479 | 0.2313 | 0.0955 | 0.6339 | 0.0028 |
100 | 94.456 | 101.766 | 79.3713 | 124.1608 | 0.2612 | 0.0317 | 0.9007 | 0 |
101 | 82.491 | 91.8741 | 68.2332 | 115.515 | 0.2183 | 0.4153 | 0.9436 | 0 |
102 | 84.89 | 89.4236 | 64.599 | 114.2482 | 0.3602 | 0.7079 | 0.8259 | 0 |
103 | 85.277 | 91.7598 | 65.8055 | 117.7142 | 0.3122 | 0.698 | 0.8505 | 0 |
104 | 81.206 | 97.9465 | 70.9096 | 124.9834 | 0.1125 | 0.8208 | 0.8198 | 0 |
105 | 71.012 | 94.9735 | 66.8957 | 123.0513 | 0.0472 | 0.8317 | 0.7335 | 0 |
106 | 87.302 | 106.6637 | 77.5823 | 135.7452 | 0.096 | 0.9919 | 0.7558 | 1e-04 |
107 | 97.427 | 112.998 | 82.9464 | 143.0496 | 0.1549 | 0.9531 | 0.4052 | 9e-04 |
108 | 133.242 | 150.0518 | 119.0604 | 181.0431 | 0.1439 | 0.9996 | 0.2509 | 0.2509 |
109 | 137.064 | 156.1521 | 123.5419 | 188.7623 | 0.1256 | 0.9157 | 0.5901 | 0.3929 |
110 | 119.042 | 138.3659 | 104.666 | 172.0658 | 0.1305 | 0.5302 | 0.3512 | 0.0973 |
111 | 116.47 | 129.2302 | 94.4747 | 163.9857 | 0.2359 | 0.7172 | 0.6379 | 0.0381 |
112 | 96.028 | 100.1234 | 64.3435 | 135.9033 | 0.4112 | 0.1853 | 0.6219 | 5e-04 |
113 | 79.281 | 90.2314 | 53.4556 | 127.0072 | 0.2797 | 0.3787 | 0.66 | 1e-04 |
114 | 73.872 | 87.781 | 50.0355 | 125.5264 | 0.2351 | 0.6705 | 0.5597 | 1e-04 |
115 | 80.964 | 90.1171 | 51.4264 | 128.8079 | 0.3214 | 0.7947 | 0.5968 | 2e-04 |
116 | 86.739 | 96.3038 | 56.6903 | 135.9173 | 0.318 | 0.7761 | 0.7725 | 7e-04 |
117 | 89.997 | 93.3309 | 52.8156 | 133.8462 | 0.4359 | 0.6251 | 0.8599 | 6e-04 |
118 | 96.292 | 105.0211 | 63.6236 | 146.4185 | 0.3397 | 0.7616 | 0.7992 | 0.0042 |
119 | 101.355 | 111.3553 | 69.0942 | 153.6165 | 0.3214 | 0.7576 | 0.7409 | 0.0111 |
120 | 136.543 | 148.4091 | 105.3015 | 191.5167 | 0.2948 | 0.9838 | 0.7548 | 0.2886 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
97 | 0.0587 | -0.0344 | 0 | 29.4934 | 0 | 0 |
98 | 0.0717 | 0.0352 | 0.0348 | 24.2792 | 26.8863 | 5.1852 |
99 | 0.0822 | -0.0604 | 0.0433 | 62.392 | 38.7215 | 6.2227 |
100 | 0.1123 | -0.0718 | 0.0504 | 53.4367 | 42.4003 | 6.5116 |
101 | 0.1313 | -0.1021 | 0.0608 | 88.0426 | 51.5288 | 7.1784 |
102 | 0.1416 | -0.0507 | 0.0591 | 20.5537 | 46.3663 | 6.8093 |
103 | 0.1443 | -0.0706 | 0.0608 | 42.027 | 45.7464 | 6.7636 |
104 | 0.1408 | -0.1709 | 0.0745 | 280.2438 | 75.0585 | 8.6636 |
105 | 0.1508 | -0.2523 | 0.0943 | 574.1553 | 130.5137 | 11.4243 |
106 | 0.1391 | -0.1815 | 0.103 | 374.8764 | 154.95 | 12.4479 |
107 | 0.1357 | -0.1378 | 0.1062 | 242.4563 | 162.9051 | 12.7634 |
108 | 0.1054 | -0.112 | 0.1067 | 282.5681 | 172.877 | 13.1483 |
109 | 0.1065 | -0.1222 | 0.1079 | 364.3561 | 187.6062 | 13.6969 |
110 | 0.1243 | -0.1397 | 0.1101 | 373.4144 | 200.8782 | 14.1732 |
111 | 0.1372 | -0.0987 | 0.1094 | 162.8224 | 198.3412 | 14.0834 |
112 | 0.1823 | -0.0409 | 0.1051 | 16.772 | 186.9931 | 13.6745 |
113 | 0.2079 | -0.1214 | 0.106 | 119.9119 | 183.0471 | 13.5295 |
114 | 0.2194 | -0.1585 | 0.109 | 193.459 | 183.6256 | 13.5509 |
115 | 0.2191 | -0.1016 | 0.1086 | 83.7801 | 178.3705 | 13.3555 |
116 | 0.2099 | -0.0993 | 0.1081 | 91.4856 | 174.0263 | 13.1919 |
117 | 0.2215 | -0.0357 | 0.1047 | 11.1147 | 166.2686 | 12.8945 |
118 | 0.2011 | -0.0831 | 0.1037 | 76.1964 | 162.1744 | 12.7348 |
119 | 0.1936 | -0.0898 | 0.1031 | 100.0067 | 159.4715 | 12.6282 |
120 | 0.1482 | -0.08 | 0.1021 | 140.8041 | 158.6937 | 12.5974 |