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[216]) |
204 | 5.9 | - | - | - | - | - | - | - |
205 | 7.2 | - | - | - | - | - | - | - |
206 | 6.8 | - | - | - | - | - | - | - |
207 | 8 | - | - | - | - | - | - | - |
208 | 14.3 | - | - | - | - | - | - | - |
209 | 14.6 | - | - | - | - | - | - | - |
210 | 17.5 | - | - | - | - | - | - | - |
211 | 17.2 | - | - | - | - | - | - | - |
212 | 17.2 | - | - | - | - | - | - | - |
213 | 14.1 | - | - | - | - | - | - | - |
214 | 10.5 | - | - | - | - | - | - | - |
215 | 6.8 | - | - | - | - | - | - | - |
216 | 4.1 | - | - | - | - | - | - | - |
217 | 6.5 | 6.2279 | 1.5989 | 10.8569 | 0.4541 | 0.8162 | 0.3403 | 0.8162 |
218 | 6.1 | 6.1904 | 1.5257 | 10.855 | 0.4849 | 0.4482 | 0.3989 | 0.8101 |
219 | 6.3 | 7.5695 | 2.8904 | 12.2487 | 0.2974 | 0.7309 | 0.4285 | 0.9269 |
220 | 9.3 | 14.0495 | 9.2965 | 18.8025 | 0.0251 | 0.9993 | 0.4589 | 1 |
221 | 16.4 | 14.4423 | 9.6841 | 19.2004 | 0.21 | 0.9829 | 0.4741 | 1 |
222 | 16.1 | 17.3944 | 12.6342 | 22.1546 | 0.297 | 0.6589 | 0.4827 | 1 |
223 | 18 | 17.1361 | 12.3729 | 21.8992 | 0.3611 | 0.6651 | 0.4895 | 1 |
224 | 17.6 | 17.1597 | 12.3961 | 21.9233 | 0.4281 | 0.3648 | 0.4934 | 1 |
225 | 14 | 14.0737 | 9.31 | 18.8375 | 0.4879 | 0.0734 | 0.4957 | 1 |
226 | 10.5 | 10.4838 | 5.7199 | 15.2477 | 0.4973 | 0.074 | 0.4973 | 0.9957 |
227 | 6.9 | 6.7898 | 2.0258 | 11.5537 | 0.4819 | 0.0634 | 0.4983 | 0.8658 |
228 | 2.8 | 4.0934 | -0.6705 | 8.8574 | 0.2973 | 0.1241 | 0.4989 | 0.4989 |
229 | 0.7 | 6.2238 | -0.4247 | 12.8722 | 0.0517 | 0.8436 | 0.4675 | 0.7344 |
230 | 3.6 | 6.1878 | -0.486 | 12.8615 | 0.2236 | 0.9465 | 0.5103 | 0.7301 |
231 | 6.7 | 7.5679 | 0.8839 | 14.2519 | 0.3996 | 0.8777 | 0.645 | 0.8454 |
232 | 12.5 | 14.0485 | 7.3123 | 20.7847 | 0.3262 | 0.9837 | 0.9165 | 0.9981 |
233 | 14.4 | 14.4416 | 7.7018 | 21.1815 | 0.4952 | 0.7138 | 0.2845 | 0.9987 |
234 | 16.5 | 17.394 | 10.6527 | 24.1353 | 0.3975 | 0.808 | 0.6466 | 0.9999 |
235 | 18.7 | 17.1358 | 10.3924 | 23.8792 | 0.3247 | 0.5733 | 0.4008 | 0.9999 |
236 | 19.4 | 17.1595 | 10.4158 | 23.9032 | 0.2575 | 0.3272 | 0.4491 | 0.9999 |
237 | 15.8 | 14.0736 | 7.3298 | 20.8175 | 0.3079 | 0.0608 | 0.5085 | 0.9981 |
238 | 11.3 | 10.4837 | 3.7397 | 17.2277 | 0.4062 | 0.0612 | 0.4981 | 0.9682 |
239 | 9.7 | 6.7897 | 0.0457 | 13.5337 | 0.1988 | 0.095 | 0.4872 | 0.7828 |
240 | 2.9 | 4.0934 | -2.6506 | 10.8374 | 0.3644 | 0.0516 | 0.6465 | 0.4992 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
217 | 0.3792 | 0.0437 | 0 | 0.074 | 0 | 0 |
218 | 0.3845 | -0.0146 | 0.0291 | 0.0082 | 0.0411 | 0.2027 |
219 | 0.3154 | -0.1677 | 0.0753 | 1.6117 | 0.5647 | 0.7514 |
220 | 0.1726 | -0.3381 | 0.141 | 22.5581 | 6.063 | 2.4623 |
221 | 0.1681 | 0.1356 | 0.1399 | 3.8327 | 5.6169 | 2.37 |
222 | 0.1396 | -0.0744 | 0.129 | 1.6755 | 4.96 | 2.2271 |
223 | 0.1418 | 0.0504 | 0.1178 | 0.7463 | 4.3581 | 2.0876 |
224 | 0.1416 | 0.0257 | 0.1063 | 0.1939 | 3.8376 | 1.959 |
225 | 0.1727 | -0.0052 | 0.095 | 0.0054 | 3.4118 | 1.8471 |
226 | 0.2318 | 0.0015 | 0.0857 | 3e-04 | 3.0706 | 1.7523 |
227 | 0.358 | 0.0162 | 0.0794 | 0.0122 | 2.7926 | 1.6711 |
228 | 0.5938 | -0.316 | 0.0991 | 1.6729 | 2.6993 | 1.6429 |
229 | 0.545 | -0.8875 | 0.1597 | 30.5121 | 4.8387 | 2.1997 |
230 | 0.5503 | -0.4182 | 0.1782 | 6.6965 | 4.9714 | 2.2297 |
231 | 0.4506 | -0.1147 | 0.174 | 0.7532 | 4.6902 | 2.1657 |
232 | 0.2446 | -0.1102 | 0.17 | 2.3978 | 4.5469 | 2.1324 |
233 | 0.2381 | -0.0029 | 0.1602 | 0.0017 | 4.2796 | 2.0687 |
234 | 0.1977 | -0.0514 | 0.1541 | 0.7993 | 4.0862 | 2.0214 |
235 | 0.2008 | 0.0913 | 0.1508 | 2.4466 | 3.9999 | 2 |
236 | 0.2005 | 0.1306 | 0.1498 | 5.0198 | 4.0509 | 2.0127 |
237 | 0.2445 | 0.1227 | 0.1485 | 2.9803 | 3.9999 | 2 |
238 | 0.3282 | 0.0779 | 0.1453 | 0.6663 | 3.8484 | 1.9617 |
239 | 0.5068 | 0.4286 | 0.1576 | 8.4698 | 4.0493 | 2.0123 |
240 | 0.8406 | -0.2915 | 0.1632 | 1.4242 | 3.94 | 1.9849 |