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[108]) |
96 | 92.66 | - | - | - | - | - | - | - |
97 | 93.51 | - | - | - | - | - | - | - |
98 | 93.6 | - | - | - | - | - | - | - |
99 | 93.6 | - | - | - | - | - | - | - |
100 | 93.77 | - | - | - | - | - | - | - |
101 | 93.6 | - | - | - | - | - | - | - |
102 | 92.41 | - | - | - | - | - | - | - |
103 | 93.6 | - | - | - | - | - | - | - |
104 | 93.34 | - | - | - | - | - | - | - |
105 | 92.92 | - | - | - | - | - | - | - |
106 | 92.07 | - | - | - | - | - | - | - |
107 | 91.89 | - | - | - | - | - | - | - |
108 | 90.27 | - | - | - | - | - | - | - |
109 | 91.72 | 91.2749 | 90.3867 | 92.1844 | 0.1687 | 0.9848 | 0 | 0.9848 |
110 | 91.98 | 91.3043 | 90.2995 | 92.3363 | 0.0997 | 0.2149 | 0 | 0.9752 |
111 | 91.81 | 91.3249 | 90.2161 | 92.467 | 0.2026 | 0.1305 | 0 | 0.9649 |
112 | 91.98 | 91.4278 | 90.2215 | 92.6735 | 0.1925 | 0.2738 | 1e-04 | 0.9658 |
113 | 91.3 | 91.3266 | 90.0364 | 92.662 | 0.4845 | 0.1688 | 4e-04 | 0.9395 |
114 | 89.93 | 90.1158 | 88.7872 | 91.4933 | 0.3957 | 0.046 | 5e-04 | 0.4132 |
115 | 90.87 | 91.09 | 89.6509 | 92.5858 | 0.3866 | 0.9357 | 5e-04 | 0.8587 |
116 | 90.53 | 90.9823 | 89.4754 | 92.5515 | 0.2861 | 0.5558 | 0.0016 | 0.8132 |
117 | 90.27 | 90.7754 | 89.2087 | 92.4099 | 0.2722 | 0.6157 | 0.0051 | 0.7278 |
118 | 90.1 | 90.3713 | 88.7567 | 92.0582 | 0.3763 | 0.5468 | 0.0242 | 0.5468 |
119 | 89.68 | 90.1849 | 88.5168 | 91.9305 | 0.2854 | 0.538 | 0.0278 | 0.4619 |
120 | 87.89 | 88.6594 | 87.0006 | 90.3961 | 0.1926 | 0.1247 | 0.0346 | 0.0346 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
109 | 0.0051 | 0.0049 | 0 | 0.1981 | 0 | 0 |
110 | 0.0058 | 0.0074 | 0.0061 | 0.4566 | 0.3273 | 0.5721 |
111 | 0.0064 | 0.0053 | 0.0059 | 0.2353 | 0.2967 | 0.5447 |
112 | 0.007 | 0.006 | 0.0059 | 0.3049 | 0.2987 | 0.5466 |
113 | 0.0075 | -3e-04 | 0.0048 | 7e-04 | 0.2391 | 0.489 |
114 | 0.0078 | -0.0021 | 0.0043 | 0.0345 | 0.205 | 0.4528 |
115 | 0.0084 | -0.0024 | 0.0041 | 0.0484 | 0.1826 | 0.4274 |
116 | 0.0088 | -0.005 | 0.0042 | 0.2045 | 0.1854 | 0.4306 |
117 | 0.0092 | -0.0056 | 0.0043 | 0.2554 | 0.1932 | 0.4395 |
118 | 0.0095 | -0.003 | 0.0042 | 0.0736 | 0.1812 | 0.4257 |
119 | 0.0099 | -0.0056 | 0.0043 | 0.2549 | 0.1879 | 0.4335 |
120 | 0.01 | -0.0087 | 0.0047 | 0.5919 | 0.2216 | 0.4707 |