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[78]) |
66 | 0.700902 | - | - | - | - | - | - | - |
67 | 0.603085 | - | - | - | - | - | - | - |
68 | 0.698092 | - | - | - | - | - | - | - |
69 | 0.597656 | - | - | - | - | - | - | - |
70 | 0.802342 | - | - | - | - | - | - | - |
71 | 0.601711 | - | - | - | - | - | - | - |
72 | 0.599313 | - | - | - | - | - | - | - |
73 | 0.602563 | - | - | - | - | - | - | - |
74 | 0.701663 | - | - | - | - | - | - | - |
75 | 0.499571 | - | - | - | - | - | - | - |
76 | 0.498092 | - | - | - | - | - | - | - |
77 | 0.497569 | - | - | - | - | - | - | - |
78 | 0.600183 | - | - | - | - | - | - | - |
79 | 0.334 | 0.5092 | 0.2512 | 0.7672 | 0.0916 | 0.2446 | 0.2378 | 0.2446 |
80 | 0.2744 | 0.549 | 0.2735 | 0.8244 | 0.0254 | 0.9369 | 0.1443 | 0.3578 |
81 | 0.3209 | 0.5491 | 0.2609 | 0.8372 | 0.0603 | 0.9691 | 0.3705 | 0.364 |
82 | 0.5407 | 0.5561 | 0.2561 | 0.8561 | 0.4598 | 0.9378 | 0.0538 | 0.3867 |
83 | 0.405 | 0.5098 | 0.1984 | 0.8211 | 0.2548 | 0.4229 | 0.2814 | 0.2846 |
84 | 0.2886 | 0.5221 | 0.1997 | 0.8444 | 0.0779 | 0.7617 | 0.3193 | 0.3174 |
85 | 0.3276 | 0.5768 | 0.2445 | 0.9091 | 0.0708 | 0.9554 | 0.4396 | 0.4452 |
86 | 0.3133 | 0.605 | 0.2626 | 0.9474 | 0.0474 | 0.9439 | 0.2901 | 0.511 |
87 | 0.2576 | 0.5463 | 0.1941 | 0.8985 | 0.054 | 0.9027 | 0.6026 | 0.3821 |
88 | 0.2138 | 0.5258 | 0.1641 | 0.8875 | 0.0455 | 0.927 | 0.5597 | 0.3435 |
89 | 0.1862 | 0.6228 | 0.2518 | 0.9938 | 0.0105 | 0.9846 | 0.7459 | 0.5475 |
90 | 0.1593 | 0.5925 | 0.2124 | 0.9726 | 0.0128 | 0.9819 | 0.4841 | 0.4841 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
79 | 0.2585 | -0.3441 | 0 | 0.0307 | 0 | 0 |
80 | 0.256 | -0.5001 | 0.4221 | 0.0754 | 0.053 | 0.2303 |
81 | 0.2677 | -0.4155 | 0.4199 | 0.052 | 0.0527 | 0.2296 |
82 | 0.2752 | -0.0278 | 0.3219 | 2e-04 | 0.0396 | 0.199 |
83 | 0.3116 | -0.2055 | 0.2986 | 0.011 | 0.0339 | 0.184 |
84 | 0.315 | -0.4472 | 0.3234 | 0.0545 | 0.0373 | 0.1931 |
85 | 0.2939 | -0.4321 | 0.3389 | 0.0621 | 0.0408 | 0.2021 |
86 | 0.2887 | -0.4822 | 0.3568 | 0.0851 | 0.0464 | 0.2154 |
87 | 0.3289 | -0.5285 | 0.3759 | 0.0834 | 0.0505 | 0.2247 |
88 | 0.351 | -0.5933 | 0.3976 | 0.0973 | 0.0552 | 0.2349 |
89 | 0.304 | -0.701 | 0.4252 | 0.1906 | 0.0675 | 0.2598 |
90 | 0.3273 | -0.7312 | 0.4507 | 0.1876 | 0.0775 | 0.2784 |