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[122]) |
110 | 35.41 | - | - | - | - | - | - | - |
111 | 37.01 | - | - | - | - | - | - | - |
112 | 39.19 | - | - | - | - | - | - | - |
113 | 46.5 | - | - | - | - | - | - | - |
114 | 44.79 | - | - | - | - | - | - | - |
115 | 47.01 | - | - | - | - | - | - | - |
116 | 49.15 | - | - | - | - | - | - | - |
117 | 50.85 | - | - | - | - | - | - | - |
118 | 54.09 | - | - | - | - | - | - | - |
119 | 55.4 | - | - | - | - | - | - | - |
120 | 56.16 | - | - | - | - | - | - | - |
121 | 54.37 | - | - | - | - | - | - | - |
122 | 52.34 | - | - | - | - | - | - | - |
123 | 56.13 | 51.9843 | 46.6843 | 57.2842 | 0.0626 | 0.4477 | 1 | 0.4477 |
124 | 51.29 | 52.3694 | 45.0606 | 59.6782 | 0.3861 | 0.1566 | 0.9998 | 0.5031 |
125 | 42.95 | 52.434 | 43.278 | 61.5899 | 0.0212 | 0.5967 | 0.898 | 0.508 |
126 | 28.88 | 52.3868 | 42.2243 | 62.5493 | 0 | 0.9656 | 0.9286 | 0.5036 |
127 | 38.47 | 52.1385 | 40.9994 | 63.2777 | 0.0081 | 1 | 0.8166 | 0.4859 |
128 | 34.83 | 51.8603 | 39.8984 | 63.8222 | 0.0026 | 0.9859 | 0.6715 | 0.4687 |
129 | 41.17 | 51.545 | 38.7277 | 64.3622 | 0.0563 | 0.9947 | 0.5423 | 0.4516 |
130 | 40.8 | 51.2951 | 37.6964 | 64.8938 | 0.0652 | 0.9278 | 0.3435 | 0.4401 |
131 | 40 | 51.3373 | 36.979 | 65.6955 | 0.0609 | 0.9248 | 0.2896 | 0.4456 |
132 | 44 | 51.2295 | 36.1673 | 66.2918 | 0.1734 | 0.928 | 0.2606 | 0.4426 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
123 | 0.052 | 0.0797 | 0 | 17.1871 | 0 | 0 |
124 | 0.0712 | -0.0206 | 0.0502 | 1.165 | 9.1761 | 3.0292 |
125 | 0.0891 | -0.1809 | 0.0937 | 89.9457 | 36.0993 | 6.0083 |
126 | 0.099 | -0.4487 | 0.1825 | 552.5686 | 165.2166 | 12.8537 |
127 | 0.109 | -0.2622 | 0.1984 | 186.8288 | 169.5391 | 13.0207 |
128 | 0.1177 | -0.3284 | 0.2201 | 290.0306 | 189.621 | 13.7703 |
129 | 0.1269 | -0.2013 | 0.2174 | 107.6398 | 177.9094 | 13.3383 |
130 | 0.1353 | -0.2046 | 0.2158 | 110.1473 | 169.4391 | 13.0169 |
131 | 0.1427 | -0.2208 | 0.2164 | 128.5336 | 164.8941 | 12.8411 |
132 | 0.15 | -0.1411 | 0.2088 | 52.2662 | 153.6313 | 12.3948 |