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[96]) |
84 | 93.77 | - | - | - | - | - | - | - |
85 | 94.71 | - | - | - | - | - | - | - |
86 | 94.62 | - | - | - | - | - | - | - |
87 | 94.79 | - | - | - | - | - | - | - |
88 | 94.88 | - | - | - | - | - | - | - |
89 | 94.79 | - | - | - | - | - | - | - |
90 | 93.43 | - | - | - | - | - | - | - |
91 | 94.37 | - | - | - | - | - | - | - |
92 | 94.62 | - | - | - | - | - | - | - |
93 | 94.45 | - | - | - | - | - | - | - |
94 | 94.37 | - | - | - | - | - | - | - |
95 | 94.2 | - | - | - | - | - | - | - |
96 | 92.66 | - | - | - | - | - | - | - |
97 | 93.51 | 93.5425 | 92.5626 | 94.5477 | 0.4748 | 0.9573 | 0.0114 | 0.9573 |
98 | 93.6 | 93.5246 | 92.4234 | 94.6579 | 0.4481 | 0.5101 | 0.0291 | 0.9326 |
99 | 93.6 | 93.5783 | 92.3664 | 94.8292 | 0.4865 | 0.4865 | 0.0288 | 0.9249 |
100 | 93.77 | 93.6562 | 92.3419 | 95.0164 | 0.4349 | 0.5323 | 0.0389 | 0.9244 |
101 | 93.6 | 93.5893 | 92.1848 | 95.0463 | 0.4943 | 0.404 | 0.0531 | 0.8944 |
102 | 92.41 | 92.2143 | 90.7749 | 93.7098 | 0.3988 | 0.0347 | 0.0556 | 0.2796 |
103 | 93.6 | 93.1443 | 91.5897 | 94.7638 | 0.2906 | 0.8129 | 0.069 | 0.7211 |
104 | 93.34 | 93.1672 | 91.5354 | 94.8707 | 0.4212 | 0.3093 | 0.0473 | 0.7203 |
105 | 92.92 | 93.1055 | 91.4035 | 94.8855 | 0.4191 | 0.3981 | 0.0694 | 0.6881 |
106 | 92.07 | 93.0152 | 91.2479 | 94.8669 | 0.1585 | 0.5401 | 0.0758 | 0.6465 |
107 | 91.89 | 92.8197 | 90.9951 | 94.7348 | 0.1707 | 0.7786 | 0.0789 | 0.5649 |
108 | 90.27 | 91.2056 | 89.3941 | 93.1079 | 0.1675 | 0.2404 | 0.067 | 0.067 |
109 | 91.72 | 92.1265 | 90.0471 | 94.325 | 0.3585 | 0.951 | 0.1087 | 0.3172 |
110 | 91.98 | 92.1092 | 89.9118 | 94.4402 | 0.4567 | 0.6283 | 0.105 | 0.3216 |
111 | 91.81 | 92.161 | 89.8481 | 94.6222 | 0.3899 | 0.5573 | 0.1259 | 0.3455 |
112 | 91.98 | 92.2361 | 89.8118 | 94.8237 | 0.4231 | 0.6266 | 0.1227 | 0.3741 |
113 | 91.3 | 92.1716 | 89.6493 | 94.8712 | 0.2634 | 0.5553 | 0.1499 | 0.3614 |
114 | 89.93 | 90.8456 | 88.3136 | 93.5592 | 0.2542 | 0.3714 | 0.1292 | 0.095 |
115 | 90.87 | 91.7425 | 89.0586 | 94.6292 | 0.2768 | 0.8908 | 0.1036 | 0.2667 |
116 | 90.53 | 91.7647 | 88.9898 | 94.7566 | 0.2093 | 0.7211 | 0.151 | 0.2788 |
117 | 90.27 | 91.7051 | 88.8484 | 94.7926 | 0.1811 | 0.7722 | 0.2203 | 0.2722 |
118 | 90.1 | 91.6181 | 88.6846 | 94.7957 | 0.1745 | 0.7972 | 0.3902 | 0.2602 |
119 | 89.68 | 91.4296 | 88.43 | 94.6855 | 0.1461 | 0.7883 | 0.3908 | 0.2294 |
120 | 87.89 | 89.8722 | 86.9163 | 93.0814 | 0.113 | 0.5467 | 0.404 | 0.0443 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
97 | 0.0055 | -3e-04 | 0 | 0.0011 | 0 | 0 |
98 | 0.0062 | 8e-04 | 6e-04 | 0.0057 | 0.0034 | 0.058 |
99 | 0.0068 | 2e-04 | 5e-04 | 5e-04 | 0.0024 | 0.049 |
100 | 0.0074 | 0.0012 | 6e-04 | 0.0129 | 0.005 | 0.071 |
101 | 0.0079 | 1e-04 | 5e-04 | 1e-04 | 0.0041 | 0.0637 |
102 | 0.0083 | 0.0021 | 8e-04 | 0.0383 | 0.0098 | 0.0988 |
103 | 0.0089 | 0.0049 | 0.0014 | 0.2077 | 0.038 | 0.195 |
104 | 0.0093 | 0.0019 | 0.0014 | 0.0298 | 0.037 | 0.1924 |
105 | 0.0098 | -0.002 | 0.0015 | 0.0344 | 0.0367 | 0.1916 |
106 | 0.0102 | -0.0102 | 0.0024 | 0.8934 | 0.1224 | 0.3498 |
107 | 0.0105 | -0.01 | 0.0031 | 0.8644 | 0.1898 | 0.4357 |
108 | 0.0106 | -0.0103 | 0.0037 | 0.8754 | 0.247 | 0.497 |
109 | 0.0122 | -0.0044 | 0.0037 | 0.1652 | 0.2407 | 0.4906 |
110 | 0.0129 | -0.0014 | 0.0036 | 0.0167 | 0.2247 | 0.474 |
111 | 0.0136 | -0.0038 | 0.0036 | 0.1232 | 0.2179 | 0.4668 |
112 | 0.0143 | -0.0028 | 0.0035 | 0.0656 | 0.2084 | 0.4565 |
113 | 0.0149 | -0.0095 | 0.0039 | 0.7597 | 0.2408 | 0.4907 |
114 | 0.0152 | -0.0101 | 0.0042 | 0.8383 | 0.274 | 0.5235 |
115 | 0.0161 | -0.0095 | 0.0045 | 0.7613 | 0.2997 | 0.5474 |
116 | 0.0166 | -0.0135 | 0.0049 | 1.5244 | 0.3609 | 0.6008 |
117 | 0.0172 | -0.0156 | 0.0055 | 2.0595 | 0.4418 | 0.6647 |
118 | 0.0177 | -0.0166 | 0.006 | 2.3045 | 0.5265 | 0.7256 |
119 | 0.0182 | -0.0191 | 0.0065 | 3.061 | 0.6367 | 0.7979 |
120 | 0.0182 | -0.0221 | 0.0072 | 3.929 | 0.7738 | 0.8797 |