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[89]) |
77 | 279 | - | - | - | - | - | - | - |
78 | 300 | - | - | - | - | - | - | - |
79 | 324 | - | - | - | - | - | - | - |
80 | 354 | - | - | - | - | - | - | - |
81 | 354 | - | - | - | - | - | - | - |
82 | 360 | - | - | - | - | - | - | - |
83 | 363 | - | - | - | - | - | - | - |
84 | 385 | - | - | - | - | - | - | - |
85 | 412 | - | - | - | - | - | - | - |
86 | 370 | - | - | - | - | - | - | - |
87 | 389 | - | - | - | - | - | - | - |
88 | 395 | - | - | - | - | - | - | - |
89 | 417 | - | - | - | - | - | - | - |
90 | 404 | 411.768 | 362.6257 | 460.9104 | 0.3783 | 0.4174 | 1 | 0.4174 |
91 | 377 | 413.0123 | 351.2233 | 474.8013 | 0.1267 | 0.6125 | 0.9976 | 0.4497 |
92 | 456 | 412.7164 | 338.9823 | 486.4505 | 0.125 | 0.8288 | 0.9407 | 0.4547 |
93 | 478 | 412.7868 | 329.104 | 496.4695 | 0.0633 | 0.1557 | 0.9157 | 0.4607 |
94 | 468 | 412.77 | 320.1344 | 505.4056 | 0.1213 | 0.0838 | 0.8679 | 0.4643 |
95 | 437 | 412.774 | 311.9923 | 513.5557 | 0.3188 | 0.1414 | 0.8335 | 0.4672 |
96 | 432 | 412.7731 | 304.453 | 521.0931 | 0.364 | 0.3306 | 0.6924 | 0.4695 |
97 | 441 | 412.7733 | 297.4071 | 528.1394 | 0.3158 | 0.372 | 0.5052 | 0.4714 |
98 | 449 | 412.7732 | 290.767 | 534.7794 | 0.2803 | 0.3251 | 0.754 | 0.4729 |
99 | 386 | 412.7732 | 284.4702 | 541.0763 | 0.3413 | 0.29 | 0.6418 | 0.4743 |
100 | 396 | 412.7732 | 278.4683 | 547.0782 | 0.4033 | 0.652 | 0.6023 | 0.4754 |
101 | 394 | 412.7732 | 272.7233 | 552.8231 | 0.3964 | 0.5928 | 0.4764 | 0.4764 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
90 | 0.0609 | -0.0189 | 0 | 60.3424 | 0 | 0 |
91 | 0.0763 | -0.0872 | 0.053 | 1296.8847 | 678.6136 | 26.0502 |
92 | 0.0912 | 0.1049 | 0.0703 | 1873.4715 | 1076.8995 | 32.8161 |
93 | 0.1034 | 0.158 | 0.0922 | 4252.7675 | 1870.8665 | 43.2535 |
94 | 0.1145 | 0.1338 | 0.1005 | 3050.3509 | 2106.7634 | 45.8995 |
95 | 0.1246 | 0.0587 | 0.0936 | 586.8992 | 1853.4527 | 43.0517 |
96 | 0.1339 | 0.0466 | 0.0869 | 369.6755 | 1641.4845 | 40.5152 |
97 | 0.1426 | 0.0684 | 0.0845 | 796.7479 | 1535.8924 | 39.1905 |
98 | 0.1508 | 0.0878 | 0.0849 | 1312.3793 | 1511.0576 | 38.8723 |
99 | 0.1586 | -0.0649 | 0.0829 | 716.8062 | 1431.6325 | 37.8369 |
100 | 0.166 | -0.0406 | 0.0791 | 281.3414 | 1327.0606 | 36.4288 |
101 | 0.1731 | -0.0455 | 0.0763 | 352.4343 | 1245.8417 | 35.2965 |