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]) |
228 | 3.62 | - | - | - | - | - | - | - |
229 | 4.39 | - | - | - | - | - | - | - |
230 | 5.01 | 4.3878 | 3.9745 | 4.8012 | 0.0016 | 0.4959 | 0.4959 | 0.4959 |
231 | 4.07 | 4.3857 | 3.8013 | 4.9701 | 0.1449 | 0.0181 | 0.0181 | 0.4942 |
232 | 3.7 | 4.3835 | 3.6679 | 5.0991 | 0.0306 | 0.8048 | 0.8048 | 0.4929 |
233 | 3.59 | 4.3814 | 3.5553 | 5.2074 | 0.0302 | 0.947 | 0.947 | 0.4918 |
234 | 3.44 | 4.3792 | 3.4558 | 5.3026 | 0.0231 | 0.9531 | 0.9531 | 0.4909 |
235 | 3.33 | 4.377 | 3.3658 | 5.3883 | 0.0212 | 0.9653 | 0.9653 | 0.49 |
236 | 2.98 | 4.3749 | 3.2829 | 5.4669 | 0.0061 | 0.9696 | 0.9696 | 0.4892 |
237 | 3.14 | 4.3727 | 3.2056 | 5.5398 | 0.0192 | 0.9903 | 0.9903 | 0.4884 |
238 | 2.55 | 4.3706 | 3.133 | 5.6082 | 0.002 | 0.9743 | 0.9743 | 0.4877 |
239 | 2.49 | 4.3684 | 3.0642 | 5.6727 | 0.0024 | 0.9969 | 0.9969 | 0.4871 |
240 | 2.53 | 4.3663 | 2.9987 | 5.7338 | 0.0042 | 0.9964 | 0.9964 | 0.4864 |
241 | 2.43 | 4.3641 | 2.9361 | 5.7921 | 0.004 | 0.9941 | 0.9941 | 0.4858 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
230 | 0.0481 | 0.1418 | 0 | 0.3871 | 0 | 0 |
231 | 0.068 | -0.072 | 0.1069 | 0.0997 | 0.2434 | 0.4933 |
232 | 0.0833 | -0.1559 | 0.1232 | 0.4672 | 0.318 | 0.5639 |
233 | 0.0962 | -0.1806 | 0.1376 | 0.6262 | 0.395 | 0.6285 |
234 | 0.1076 | -0.2145 | 0.153 | 0.8821 | 0.4925 | 0.7017 |
235 | 0.1179 | -0.2392 | 0.1673 | 1.0963 | 0.5931 | 0.7701 |
236 | 0.1274 | -0.3188 | 0.189 | 1.9457 | 0.7863 | 0.8867 |
237 | 0.1362 | -0.2819 | 0.2006 | 1.5196 | 0.878 | 0.937 |
238 | 0.1445 | -0.4166 | 0.2246 | 3.3145 | 1.1487 | 1.0718 |
239 | 0.1523 | -0.43 | 0.2451 | 3.5284 | 1.3867 | 1.1776 |
240 | 0.1598 | -0.4206 | 0.2611 | 3.3719 | 1.5671 | 1.2519 |
241 | 0.1669 | -0.4432 | 0.2763 | 3.7408 | 1.7483 | 1.3222 |