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[229]) |
223 | 102.2 | - | - | - | - | - | - | - |
224 | 99.8 | - | - | - | - | - | - | - |
225 | 111 | - | - | - | - | - | - | - |
226 | 113 | - | - | - | - | - | - | - |
227 | 108.4 | - | - | - | - | - | - | - |
228 | 105.4 | - | - | - | - | - | - | - |
229 | 102 | - | - | - | - | - | - | - |
230 | 102.8 | 99.9621 | 97.5582 | 102.3659 | 0.0103 | 0.0483 | 0.5526 | 0.0483 |
231 | 103.4 | 101.3332 | 97.8146 | 104.8518 | 0.1248 | 0.2069 | 0 | 0.3552 |
232 | 101.6 | 99.2659 | 94.8227 | 103.709 | 0.1516 | 0.0341 | 0 | 0.1139 |
233 | 98.6 | 95.4194 | 90.1473 | 100.6915 | 0.1185 | 0.0108 | 0 | 0.0072 |
234 | 98 | 94.702 | 88.6624 | 100.7415 | 0.1422 | 0.1029 | 3e-04 | 0.0089 |
235 | 93.8 | 91.9344 | 85.1728 | 98.6961 | 0.2943 | 0.0394 | 0.0018 | 0.0018 |
236 | 95.6 | 89.5895 | 81.959 | 97.2201 | 0.0613 | 0.1397 | 3e-04 | 7e-04 |
237 | 105.6 | 100.6081 | 92.1557 | 109.0605 | 0.1235 | 0.8772 | 0.2587 | 0.3734 |
238 | 106.8 | 102.5515 | 93.3158 | 111.7872 | 0.1836 | 0.2588 | 0.58 | 0.5466 |
239 | 103.6 | 97.9993 | 88.0135 | 107.9851 | 0.1358 | 0.042 | 0.4531 | 0.2162 |
240 | 101.2 | 95.0776 | 84.3709 | 105.7842 | 0.1312 | 0.0594 | 0.2963 | 0.1025 |
241 | 100.4 | 91.715 | 80.3138 | 103.1163 | 0.0677 | 0.0515 | 0.36 | 0.0385 |
242 | 103.2 | 89.6903 | 76.6512 | 102.7293 | 0.0211 | 0.0537 | 0.1872 | 0.0321 |
243 | 105.6 | 91.297 | 76.7134 | 105.8806 | 0.0273 | 0.0548 | 0.0273 | 0.0752 |
244 | 106.6 | 89.3355 | 73.2824 | 105.3887 | 0.0175 | 0.0235 | 0.0165 | 0.061 |
245 | 107.2 | 85.4863 | 68.027 | 102.9455 | 0.0074 | 0.0089 | 0.021 | 0.0319 |
246 | 107.4 | 84.7304 | 65.9207 | 103.5402 | 0.0091 | 0.0096 | 0.0431 | 0.036 |
247 | 104.8 | 81.9594 | 61.8488 | 102.0699 | 0.013 | 0.0066 | 0.0361 | 0.0254 |
248 | 107.2 | 79.6303 | 58.1051 | 101.1556 | 0.006 | 0.011 | 0.0159 | 0.0208 |
249 | 117.4 | 90.4436 | 67.5507 | 113.3365 | 0.0105 | 0.0757 | 0.0972 | 0.1612 |
250 | 119.4 | 92.3052 | 68.0883 | 116.5222 | 0.0142 | 0.0211 | 0.1236 | 0.2163 |
251 | 116.2 | 87.7746 | 62.2743 | 113.2749 | 0.0145 | 0.0075 | 0.0677 | 0.1371 |
252 | 112.8 | 84.9067 | 58.1611 | 111.6523 | 0.0205 | 0.0109 | 0.0496 | 0.1052 |
253 | 111.6 | 81.5618 | 53.6067 | 109.5169 | 0.0176 | 0.0143 | 0.0516 | 0.0759 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
230 | 0.0123 | 0.0284 | 0 | 8.0539 | 0 | 0 |
231 | 0.0177 | 0.0204 | 0.0244 | 4.2717 | 6.1628 | 2.4825 |
232 | 0.0228 | 0.0235 | 0.0241 | 5.4482 | 5.9246 | 2.434 |
233 | 0.0282 | 0.0333 | 0.0264 | 10.1161 | 6.9725 | 2.6405 |
234 | 0.0325 | 0.0348 | 0.0281 | 10.8771 | 7.7534 | 2.7845 |
235 | 0.0375 | 0.0203 | 0.0268 | 3.4804 | 7.0412 | 2.6535 |
236 | 0.0435 | 0.0671 | 0.0325 | 36.1257 | 11.1962 | 3.3461 |
237 | 0.0429 | 0.0496 | 0.0347 | 24.9192 | 12.9115 | 3.5933 |
238 | 0.0459 | 0.0414 | 0.0354 | 18.0496 | 13.4824 | 3.6718 |
239 | 0.052 | 0.0572 | 0.0376 | 31.368 | 15.271 | 3.9078 |
240 | 0.0575 | 0.0644 | 0.04 | 37.4841 | 17.2904 | 4.1582 |
241 | 0.0634 | 0.0947 | 0.0446 | 75.4285 | 22.1352 | 4.7048 |
242 | 0.0742 | 0.1506 | 0.0528 | 182.5125 | 34.4719 | 5.8713 |
243 | 0.0815 | 0.1567 | 0.0602 | 204.576 | 46.6222 | 6.828 |
244 | 0.0917 | 0.1933 | 0.069 | 298.0626 | 63.3849 | 7.9615 |
245 | 0.1042 | 0.254 | 0.0806 | 471.4859 | 88.8912 | 9.4282 |
246 | 0.1133 | 0.2675 | 0.0916 | 513.9096 | 113.8923 | 10.672 |
247 | 0.1252 | 0.2787 | 0.102 | 521.6952 | 136.548 | 11.6854 |
248 | 0.1379 | 0.3462 | 0.1148 | 760.0862 | 169.3658 | 13.0141 |
249 | 0.1291 | 0.298 | 0.124 | 726.6479 | 197.2299 | 14.0439 |
250 | 0.1339 | 0.2935 | 0.1321 | 734.1255 | 222.7964 | 14.9264 |
251 | 0.1482 | 0.3238 | 0.1408 | 808.0059 | 249.3968 | 15.7923 |
252 | 0.1607 | 0.3285 | 0.149 | 778.0356 | 272.3811 | 16.504 |
253 | 0.1749 | 0.3683 | 0.1581 | 902.293 | 298.6274 | 17.2808 |