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[229]) |
217 | 6.7 | - | - | - | - | - | - | - |
218 | 6.6 | - | - | - | - | - | - | - |
219 | 6.6 | - | - | - | - | - | - | - |
220 | 6.5 | - | - | - | - | - | - | - |
221 | 6.5 | - | - | - | - | - | - | - |
222 | 6.4 | - | - | - | - | - | - | - |
223 | 6.4 | - | - | - | - | - | - | - |
224 | 6.4 | - | - | - | - | - | - | - |
225 | 6.4 | - | - | - | - | - | - | - |
226 | 6.3 | - | - | - | - | - | - | - |
227 | 6.4 | - | - | - | - | - | - | - |
228 | 6.4 | - | - | - | - | - | - | - |
229 | 6.4 | - | - | - | - | - | - | - |
230 | 6.4 | 6.3688 | 6.1753 | 6.5622 | 0.3758 | 0.3758 | 0.0096 | 0.3758 |
231 | 6.4 | 6.3668 | 6.0225 | 6.7111 | 0.425 | 0.425 | 0.0921 | 0.425 |
232 | 6.4 | 6.3243 | 5.8359 | 6.8127 | 0.3807 | 0.3807 | 0.2404 | 0.3807 |
233 | 6.4 | 6.3476 | 5.755 | 6.9403 | 0.4313 | 0.4313 | 0.3072 | 0.4313 |
234 | 6.5 | 6.3269 | 5.6431 | 7.0108 | 0.3099 | 0.4171 | 0.4171 | 0.4171 |
235 | 6.5 | 6.3391 | 5.5653 | 7.1129 | 0.3418 | 0.3418 | 0.4387 | 0.4387 |
236 | 6.6 | 6.3222 | 5.4459 | 7.1984 | 0.2671 | 0.3454 | 0.4309 | 0.4309 |
237 | 6.6 | 6.292 | 5.3012 | 7.2827 | 0.2711 | 0.2711 | 0.4154 | 0.4154 |
238 | 6.6 | 6.2936 | 5.1802 | 7.4071 | 0.2948 | 0.2948 | 0.4955 | 0.4257 |
239 | 6.7 | 6.2885 | 5.0497 | 7.5273 | 0.2575 | 0.3111 | 0.43 | 0.43 |
240 | 6.7 | 6.2884 | 4.9229 | 7.6539 | 0.2773 | 0.2773 | 0.4364 | 0.4364 |
241 | 6.8 | 6.2583 | 4.7641 | 7.7526 | 0.2387 | 0.2812 | 0.4263 | 0.4263 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
230 | 0.0155 | 0.0049 | 0 | 0.001 | 0 | 0 |
231 | 0.0276 | 0.0052 | 0.0051 | 0.0011 | 0.001 | 0.0323 |
232 | 0.0394 | 0.012 | 0.0074 | 0.0057 | 0.0026 | 0.051 |
233 | 0.0476 | 0.0082 | 0.0076 | 0.0027 | 0.0026 | 0.0514 |
234 | 0.0551 | 0.0274 | 0.0115 | 0.0299 | 0.0081 | 0.09 |
235 | 0.0623 | 0.0254 | 0.0138 | 0.0259 | 0.0111 | 0.1052 |
236 | 0.0707 | 0.0439 | 0.0181 | 0.0772 | 0.0205 | 0.1432 |
237 | 0.0803 | 0.049 | 0.022 | 0.0949 | 0.0298 | 0.1727 |
238 | 0.0903 | 0.0487 | 0.025 | 0.0939 | 0.0369 | 0.1922 |
239 | 0.1005 | 0.0654 | 0.029 | 0.1693 | 0.0502 | 0.224 |
240 | 0.1108 | 0.0655 | 0.0323 | 0.1694 | 0.061 | 0.247 |
241 | 0.1218 | 0.0865 | 0.0368 | 0.2934 | 0.0804 | 0.2835 |