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 | 7.396895 | - | - | - | - | - | - | - |
67 | 7.900419 | - | - | - | - | - | - | - |
68 | 8.1005 | - | - | - | - | - | - | - |
69 | 7.899453 | - | - | - | - | - | - | - |
70 | 7.599783 | - | - | - | - | - | - | - |
71 | 8.100929 | - | - | - | - | - | - | - |
72 | 9.002175 | - | - | - | - | - | - | - |
73 | 10.2989 | - | - | - | - | - | - | - |
74 | 10.10152 | - | - | - | - | - | - | - |
75 | 10.69915 | - | - | - | - | - | - | - |
76 | 9.69814 | - | - | - | - | - | - | - |
77 | 9.800951 | - | - | - | - | - | - | - |
78 | 10.90047 | - | - | - | - | - | - | - |
79 | 10.6979 | 11.137 | 9.4664 | 12.8077 | 0.3032 | 0.6093 | 0.9999 | 0.6093 |
80 | 9.2973 | 11.2891 | 9.0383 | 13.5399 | 0.0414 | 0.6967 | 0.9973 | 0.6325 |
81 | 10.3974 | 11.2677 | 8.4763 | 14.059 | 0.2706 | 0.9168 | 0.991 | 0.6017 |
82 | 10.9007 | 11.003 | 7.8219 | 14.184 | 0.4749 | 0.6455 | 0.982 | 0.5252 |
83 | 12.9013 | 11.0715 | 7.4945 | 14.6484 | 0.158 | 0.5373 | 0.9482 | 0.5373 |
84 | 13.0991 | 11.4706 | 7.5765 | 15.3646 | 0.2062 | 0.2357 | 0.893 | 0.6129 |
85 | 11.6983 | 12.1147 | 7.8957 | 16.3337 | 0.4233 | 0.3237 | 0.8005 | 0.7137 |
86 | 11.0999 | 11.6931 | 7.2042 | 16.1819 | 0.3978 | 0.4991 | 0.7564 | 0.6354 |
87 | 11.3016 | 11.6996 | 6.9345 | 16.4647 | 0.435 | 0.5974 | 0.6596 | 0.6288 |
88 | 10.7021 | 11.4778 | 6.4699 | 16.4858 | 0.3807 | 0.5275 | 0.757 | 0.5894 |
89 | 10.0993 | 11.3704 | 6.1154 | 16.6254 | 0.3177 | 0.5984 | 0.7209 | 0.5696 |
90 | 9.5911 | 11.3209 | 5.8431 | 16.7988 | 0.268 | 0.669 | 0.5598 | 0.5598 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
79 | 0.0765 | -0.0394 | 0 | 0.1929 | 0 | 0 |
80 | 0.1017 | -0.1764 | 0.1079 | 3.9675 | 2.0802 | 1.4423 |
81 | 0.1264 | -0.0772 | 0.0977 | 0.7573 | 1.6392 | 1.2803 |
82 | 0.1475 | -0.0093 | 0.0756 | 0.0105 | 1.232 | 1.11 |
83 | 0.1648 | 0.1653 | 0.0935 | 3.3482 | 1.6553 | 1.2866 |
84 | 0.1732 | 0.142 | 0.1016 | 2.652 | 1.8214 | 1.3496 |
85 | 0.1777 | -0.0344 | 0.092 | 0.1734 | 1.586 | 1.2593 |
86 | 0.1959 | -0.0507 | 0.0868 | 0.3519 | 1.4317 | 1.1965 |
87 | 0.2078 | -0.034 | 0.081 | 0.1584 | 1.2902 | 1.1359 |
88 | 0.2226 | -0.0676 | 0.0796 | 0.6017 | 1.2214 | 1.1052 |
89 | 0.2358 | -0.1118 | 0.0826 | 1.6157 | 1.2572 | 1.1213 |
90 | 0.2469 | -0.1528 | 0.0884 | 2.9923 | 1.4018 | 1.184 |