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 | 1.197657 | - | - | - | - | - | - | - |
67 | 1.299984 | - | - | - | - | - | - | - |
68 | 1.198611 | - | - | - | - | - | - | - |
69 | 1.299252 | - | - | - | - | - | - | - |
70 | 1.097604 | - | - | - | - | - | - | - |
71 | 1.39977 | - | - | - | - | - | - | - |
72 | 1.398396 | - | - | - | - | - | - | - |
73 | 1.40188 | - | - | - | - | - | - | - |
74 | 1.699717 | - | - | - | - | - | - | - |
75 | 1.39761 | - | - | - | - | - | - | - |
76 | 1.500135 | - | - | - | - | - | - | - |
77 | 1.400136 | - | - | - | - | - | - | - |
78 | 1.400427 | - | - | - | - | - | - | - |
79 | 1.3415 | 1.3535 | 1.0366 | 1.6703 | 0.4704 | 0.3857 | 0.6296 | 0.3857 |
80 | 1.3386 | 1.4222 | 1.0848 | 1.7596 | 0.3136 | 0.6804 | 0.903 | 0.5502 |
81 | 1.483 | 1.4894 | 1.1277 | 1.8512 | 0.4861 | 0.7931 | 0.8486 | 0.6852 |
82 | 1.1633 | 1.4439 | 1.0598 | 1.8281 | 0.0761 | 0.4211 | 0.9614 | 0.5879 |
83 | 1.3285 | 1.4953 | 1.0899 | 1.9007 | 0.21 | 0.9458 | 0.6779 | 0.6767 |
84 | 1.2346 | 1.4987 | 1.0731 | 1.9243 | 0.1119 | 0.7834 | 0.6779 | 0.6745 |
85 | 1.4847 | 1.4375 | 0.9928 | 1.8822 | 0.4175 | 0.8145 | 0.5624 | 0.5649 |
86 | 1.3366 | 1.6577 | 1.1946 | 2.1207 | 0.0871 | 0.7679 | 0.4294 | 0.8619 |
87 | 1.3393 | 1.4692 | 0.9884 | 1.9499 | 0.2982 | 0.7056 | 0.6148 | 0.6104 |
88 | 1.4052 | 1.5369 | 1.0391 | 2.0347 | 0.3021 | 0.7817 | 0.5575 | 0.7044 |
89 | 1.3335 | 1.4825 | 0.9682 | 1.9968 | 0.2851 | 0.6158 | 0.6232 | 0.6228 |
90 | 1.1497 | 1.5293 | 0.9991 | 2.0596 | 0.0803 | 0.7654 | 0.6831 | 0.6831 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
79 | 0.1194 | -0.0089 | 0 | 1e-04 | 0 | 0 |
80 | 0.121 | -0.0588 | 0.0338 | 0.007 | 0.0036 | 0.0597 |
81 | 0.1239 | -0.0043 | 0.024 | 0 | 0.0024 | 0.0489 |
82 | 0.1357 | -0.1944 | 0.0666 | 0.0788 | 0.0215 | 0.1466 |
83 | 0.1383 | -0.1116 | 0.0756 | 0.0278 | 0.0228 | 0.1509 |
84 | 0.1449 | -0.1762 | 0.0924 | 0.0698 | 0.0306 | 0.1749 |
85 | 0.1578 | 0.0329 | 0.0839 | 0.0022 | 0.0265 | 0.1629 |
86 | 0.1425 | -0.1937 | 0.0976 | 0.1031 | 0.0361 | 0.19 |
87 | 0.1669 | -0.0884 | 0.0966 | 0.0169 | 0.034 | 0.1843 |
88 | 0.1653 | -0.0857 | 0.0955 | 0.0173 | 0.0323 | 0.1797 |
89 | 0.177 | -0.1005 | 0.0959 | 0.0222 | 0.0314 | 0.1772 |
90 | 0.1769 | -0.2482 | 0.1086 | 0.1441 | 0.0408 | 0.2019 |