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[130]) |
118 | 7.2 | - | - | - | - | - | - | - |
119 | 7.2 | - | - | - | - | - | - | - |
120 | 7.2 | - | - | - | - | - | - | - |
121 | 7 | - | - | - | - | - | - | - |
122 | 6.9 | - | - | - | - | - | - | - |
123 | 6.8 | - | - | - | - | - | - | - |
124 | 6.8 | - | - | - | - | - | - | - |
125 | 6.8 | - | - | - | - | - | - | - |
126 | 6.9 | - | - | - | - | - | - | - |
127 | 7.2 | - | - | - | - | - | - | - |
128 | 7.2 | - | - | - | - | - | - | - |
129 | 7.2 | - | - | - | - | - | - | - |
130 | 7.1 | - | - | - | - | - | - | - |
131 | 7.2 | 7.1288 | 6.9093 | 7.3482 | 0.2623 | 0.6013 | 0.2623 | 0.6013 |
132 | 7.3 | 7.1008 | 6.7174 | 7.4841 | 0.1542 | 0.3059 | 0.3059 | 0.5015 |
133 | 7.5 | 7.0993 | 6.5691 | 7.6295 | 0.0693 | 0.2291 | 0.6432 | 0.499 |
134 | 7.6 | 7.0968 | 6.4723 | 7.7212 | 0.0571 | 0.1028 | 0.7316 | 0.4959 |
135 | 7.7 | 7.14 | 6.4517 | 7.8283 | 0.0554 | 0.0951 | 0.8335 | 0.5453 |
136 | 7.7 | 7.0944 | 6.3603 | 7.8285 | 0.053 | 0.053 | 0.7841 | 0.494 |
137 | 7.7 | 7.1464 | 6.3713 | 7.9216 | 0.0808 | 0.0808 | 0.8095 | 0.5467 |
138 | 7.8 | 7.2718 | 6.4555 | 8.0882 | 0.1024 | 0.152 | 0.814 | 0.66 |
139 | 8 | 7.3385 | 6.4791 | 8.1979 | 0.0657 | 0.1463 | 0.6239 | 0.7068 |
140 | 8.1 | 7.3914 | 6.4886 | 8.2941 | 0.062 | 0.0932 | 0.6611 | 0.7365 |
141 | 8.1 | 7.3775 | 6.4328 | 8.3222 | 0.0669 | 0.0669 | 0.6437 | 0.7176 |
142 | 8 | 7.3343 | 6.3502 | 8.3185 | 0.0925 | 0.0637 | 0.6796 | 0.6796 |
143 | 8.1 | 7.4043 | 6.3821 | 8.4264 | 0.0911 | 0.1267 | 0.6524 | 0.7202 |
144 | 8.2 | 7.409 | 6.3504 | 8.4675 | 0.0715 | 0.1004 | 0.58 | 0.7164 |
145 | 8.3 | 7.4526 | 6.3588 | 8.5464 | 0.0644 | 0.0902 | 0.4661 | 0.7362 |
146 | 8.4 | 7.4621 | 6.3342 | 8.59 | 0.0516 | 0.0727 | 0.4053 | 0.7354 |
147 | 8.4 | 7.5121 | 6.351 | 8.6731 | 0.0669 | 0.0669 | 0.3755 | 0.7567 |
148 | 8.4 | 7.4692 | 6.2758 | 8.6625 | 0.0632 | 0.0632 | 0.3523 | 0.7279 |
149 | 8.5 | 7.5164 | 6.2916 | 8.7411 | 0.0577 | 0.0787 | 0.3844 | 0.7474 |
150 | 8.5 | 7.5996 | 6.3443 | 8.855 | 0.0799 | 0.0799 | 0.3772 | 0.7823 |
151 | 8.6 | 7.5711 | 6.2859 | 8.8562 | 0.0583 | 0.0783 | 0.2565 | 0.7637 |
152 | 8.6 | 7.6174 | 6.3031 | 8.9318 | 0.0714 | 0.0714 | 0.2359 | 0.7798 |
153 | 8.5 | 7.6046 | 6.2617 | 8.9475 | 0.0956 | 0.0731 | 0.2348 | 0.7693 |
154 | 8.5 | 7.596 | 6.2251 | 8.9669 | 0.0981 | 0.0981 | 0.2818 | 0.7609 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
131 | 0.0157 | 0.01 | 0 | 0.0051 | 0 | 0 |
132 | 0.0275 | 0.0281 | 0.019 | 0.0397 | 0.0224 | 0.1496 |
133 | 0.0381 | 0.0564 | 0.0315 | 0.1606 | 0.0684 | 0.2616 |
134 | 0.0449 | 0.0709 | 0.0414 | 0.2533 | 0.1146 | 0.3386 |
135 | 0.0492 | 0.0784 | 0.0488 | 0.3136 | 0.1544 | 0.393 |
136 | 0.0528 | 0.0854 | 0.0549 | 0.3667 | 0.1898 | 0.4357 |
137 | 0.0553 | 0.0775 | 0.0581 | 0.3064 | 0.2065 | 0.4544 |
138 | 0.0573 | 0.0726 | 0.0599 | 0.279 | 0.2155 | 0.4643 |
139 | 0.0598 | 0.0901 | 0.0633 | 0.4376 | 0.2402 | 0.4901 |
140 | 0.0623 | 0.0959 | 0.0665 | 0.5022 | 0.2664 | 0.5161 |
141 | 0.0653 | 0.0979 | 0.0694 | 0.522 | 0.2896 | 0.5382 |
142 | 0.0685 | 0.0908 | 0.0712 | 0.4431 | 0.3024 | 0.5499 |
143 | 0.0704 | 0.094 | 0.0729 | 0.484 | 0.3164 | 0.5625 |
144 | 0.0729 | 0.1068 | 0.0753 | 0.6257 | 0.3385 | 0.5818 |
145 | 0.0749 | 0.1137 | 0.0779 | 0.7182 | 0.3638 | 0.6032 |
146 | 0.0771 | 0.1257 | 0.0809 | 0.8796 | 0.396 | 0.6293 |
147 | 0.0789 | 0.1182 | 0.0831 | 0.7884 | 0.4191 | 0.6474 |
148 | 0.0815 | 0.1246 | 0.0854 | 0.8664 | 0.444 | 0.6663 |
149 | 0.0831 | 0.1309 | 0.0878 | 0.9676 | 0.4715 | 0.6867 |
150 | 0.0843 | 0.1185 | 0.0893 | 0.8107 | 0.4885 | 0.6989 |
151 | 0.0866 | 0.1359 | 0.0915 | 1.0587 | 0.5156 | 0.7181 |
152 | 0.088 | 0.129 | 0.0932 | 0.9655 | 0.5361 | 0.7322 |
153 | 0.0901 | 0.1178 | 0.0943 | 0.8018 | 0.5476 | 0.74 |
154 | 0.0921 | 0.119 | 0.0953 | 0.8173 | 0.5589 | 0.7476 |