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 | 8.695 | - | - | - | - | - | - | - |
97 | 9.2205 | - | - | - | - | - | - | - |
98 | 9.0496 | - | - | - | - | - | - | - |
99 | 8.7406 | - | - | - | - | - | - | - |
100 | 8.921 | - | - | - | - | - | - | - |
101 | 9.011 | - | - | - | - | - | - | - |
102 | 9.3157 | - | - | - | - | - | - | - |
103 | 9.5786 | - | - | - | - | - | - | - |
104 | 9.6246 | - | - | - | - | - | - | - |
105 | 9.7485 | - | - | - | - | - | - | - |
106 | 9.9431 | - | - | - | - | - | - | - |
107 | 10.1152 | - | - | - | - | - | - | - |
108 | 10.1827 | - | - | - | - | - | - | - |
109 | 9.9777 | 10.1882 | 9.7852 | 10.5913 | 0.153 | 0.5107 | 1 | 0.5107 |
110 | 9.7436 | 10.2462 | 9.5511 | 10.9413 | 0.0782 | 0.7755 | 0.9996 | 0.5711 |
111 | 9.3462 | 10.2712 | 9.3753 | 11.167 | 0.0215 | 0.8758 | 0.9996 | 0.5767 |
112 | 9.2623 | 10.2823 | 9.2279 | 11.3366 | 0.029 | 0.9591 | 0.9943 | 0.5734 |
113 | 9.1505 | 10.2625 | 9.0485 | 11.4765 | 0.0363 | 0.9468 | 0.9783 | 0.5513 |
114 | 8.5794 | 10.2685 | 8.8967 | 11.6403 | 0.0079 | 0.9449 | 0.9133 | 0.5488 |
115 | 8.3245 | 10.2179 | 8.7112 | 11.7247 | 0.0069 | 0.9835 | 0.7972 | 0.5183 |
116 | 8.6538 | 10.2292 | 8.6087 | 11.8498 | 0.0284 | 0.9894 | 0.7677 | 0.5224 |
117 | 8.752 | 10.1602 | 8.4309 | 11.8896 | 0.0552 | 0.9561 | 0.6796 | 0.4898 |
118 | 8.8104 | 10.1115 | 8.2727 | 11.9502 | 0.0827 | 0.9263 | 0.5712 | 0.4697 |
119 | 9.2665 | 10.0641 | 8.122 | 12.0062 | 0.2104 | 0.8971 | 0.4794 | 0.4523 |
120 | 9.0895 | 10.0671 | 8.0315 | 12.1026 | 0.1733 | 0.7796 | 0.4557 | 0.4557 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
109 | 0.0202 | -0.0207 | 0 | 0.0443 | 0 | 0 |
110 | 0.0346 | -0.0491 | 0.0349 | 0.2526 | 0.1485 | 0.3853 |
111 | 0.0445 | -0.0901 | 0.0533 | 0.8556 | 0.3842 | 0.6198 |
112 | 0.0523 | -0.0992 | 0.0647 | 1.0403 | 0.5482 | 0.7404 |
113 | 0.0604 | -0.1084 | 0.0735 | 1.2365 | 0.6859 | 0.8282 |
114 | 0.0682 | -0.1645 | 0.0886 | 2.853 | 1.0471 | 1.0233 |
115 | 0.0752 | -0.1853 | 0.1024 | 3.5851 | 1.4096 | 1.1873 |
116 | 0.0808 | -0.154 | 0.1089 | 2.482 | 1.5437 | 1.2425 |
117 | 0.0868 | -0.1386 | 0.1122 | 1.9831 | 1.5925 | 1.262 |
118 | 0.0928 | -0.1287 | 0.1138 | 1.6928 | 1.6025 | 1.2659 |
119 | 0.0985 | -0.0792 | 0.1107 | 0.6361 | 1.5147 | 1.2307 |
120 | 0.1032 | -0.0971 | 0.1096 | 0.9556 | 1.4681 | 1.2117 |