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[82]) |
70 | 278 | - | - | - | - | - | - | - |
71 | 287 | - | - | - | - | - | - | - |
72 | 279 | - | - | - | - | - | - | - |
73 | 324 | - | - | - | - | - | - | - |
74 | 354 | - | - | - | - | - | - | - |
75 | 354 | - | - | - | - | - | - | - |
76 | 360 | - | - | - | - | - | - | - |
77 | 363 | - | - | - | - | - | - | - |
78 | 385 | - | - | - | - | - | - | - |
79 | 412 | - | - | - | - | - | - | - |
80 | 370 | - | - | - | - | - | - | - |
81 | 389 | - | - | - | - | - | - | - |
82 | 395 | - | - | - | - | - | - | - |
83 | 417 | 412.8346 | 394.1608 | 431.5083 | 0.331 | 0.9694 | 1 | 0.9694 |
84 | 404 | 410.394 | 384.4896 | 436.2983 | 0.3143 | 0.3086 | 1 | 0.8779 |
85 | 456 | 462.7163 | 427.7465 | 497.6862 | 0.3533 | 0.9995 | 1 | 0.9999 |
86 | 478 | 498.2316 | 454.2175 | 542.2457 | 0.1838 | 0.97 | 1 | 1 |
87 | 468 | 504.4507 | 450.8853 | 558.016 | 0.0911 | 0.8334 | 1 | 1 |
88 | 437 | 513.436 | 450.02 | 576.852 | 0.0091 | 0.9199 | 1 | 0.9999 |
89 | 432 | 522.5459 | 448.9714 | 596.1205 | 0.0079 | 0.9887 | 1 | 0.9997 |
90 | 441 | 549.7307 | 465.7445 | 633.7169 | 0.0056 | 0.997 | 0.9999 | 0.9998 |
91 | 449 | 580.2834 | 485.663 | 674.9039 | 0.0033 | 0.998 | 0.9998 | 0.9999 |
92 | 386 | 543.0798 | 437.6355 | 648.5242 | 0.0018 | 0.9598 | 0.9994 | 0.997 |
93 | 396 | 567.0726 | 450.6425 | 683.5027 | 0.002 | 0.9988 | 0.9986 | 0.9981 |
94 | 394 | 577.9413 | 450.3889 | 705.4938 | 0.0024 | 0.9974 | 0.9975 | 0.9975 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
83 | 0.0231 | 0.0101 | 0 | 17.351 | 0 | 0 |
84 | 0.0322 | -0.0156 | 0.0128 | 40.8827 | 29.1168 | 5.396 |
85 | 0.0386 | -0.0145 | 0.0134 | 45.1093 | 34.4477 | 5.8692 |
86 | 0.0451 | -0.0406 | 0.0202 | 409.3181 | 128.1653 | 11.321 |
87 | 0.0542 | -0.0723 | 0.0306 | 1328.6509 | 368.2624 | 19.1902 |
88 | 0.063 | -0.1489 | 0.0503 | 5842.4678 | 1280.6299 | 35.7859 |
89 | 0.0718 | -0.1733 | 0.0679 | 8198.5635 | 2268.9062 | 47.633 |
90 | 0.0779 | -0.1978 | 0.0841 | 11822.3671 | 3463.0888 | 58.848 |
91 | 0.0832 | -0.2262 | 0.0999 | 17235.3414 | 4993.3391 | 70.6636 |
92 | 0.0991 | -0.2892 | 0.1188 | 24674.0657 | 6961.4117 | 83.4351 |
93 | 0.1048 | -0.3017 | 0.1355 | 29265.8261 | 8989.0858 | 94.8108 |
94 | 0.1126 | -0.3183 | 0.1507 | 33834.4108 | 11059.5295 | 105.1643 |