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[92]) |
80 | 27.733 | - | - | - | - | - | - | - |
81 | 33.666 | - | - | - | - | - | - | - |
82 | 35.429 | - | - | - | - | - | - | - |
83 | 27.438 | - | - | - | - | - | - | - |
84 | 8.17 | - | - | - | - | - | - | - |
85 | 63.41 | - | - | - | - | - | - | - |
86 | 38.04 | - | - | - | - | - | - | - |
87 | 45.389 | - | - | - | - | - | - | - |
88 | 37.353 | - | - | - | - | - | - | - |
89 | 37.024 | - | - | - | - | - | - | - |
90 | 50.957 | - | - | - | - | - | - | - |
91 | 37.994 | - | - | - | - | - | - | - |
92 | 36.454 | - | - | - | - | - | - | - |
93 | 46.08 | 42.387 | 32.8493 | 51.9247 | 0.224 | 0.8886 | 0.9634 | 0.8886 |
94 | 43.373 | 44.15 | 30.6616 | 57.6384 | 0.4551 | 0.3896 | 0.8975 | 0.8683 |
95 | 37.395 | 36.159 | 19.6391 | 52.6789 | 0.4417 | 0.196 | 0.8496 | 0.486 |
96 | 10.963 | 16.891 | -2.1845 | 35.9665 | 0.2712 | 0.0176 | 0.8149 | 0.0222 |
97 | 76.058 | 72.131 | 50.804 | 93.458 | 0.3591 | 1 | 0.7886 | 0.9995 |
98 | 50.179 | 46.761 | 23.3984 | 70.1236 | 0.3872 | 0.007 | 0.7678 | 0.8064 |
99 | 57.452 | 54.11 | 28.8755 | 79.3445 | 0.3976 | 0.6199 | 0.7509 | 0.9149 |
100 | 47.568 | 46.074 | 19.0972 | 73.0508 | 0.4568 | 0.2042 | 0.7368 | 0.7577 |
101 | 50.05 | 45.745 | 17.1318 | 74.3582 | 0.384 | 0.4503 | 0.7249 | 0.7378 |
102 | 50.856 | 59.678 | 29.517 | 89.839 | 0.2832 | 0.7342 | 0.7146 | 0.9344 |
103 | 41.992 | 46.715 | 15.0819 | 78.3481 | 0.3849 | 0.3988 | 0.7055 | 0.7375 |
104 | 39.284 | 45.175 | 12.1353 | 78.2147 | 0.3634 | 0.5749 | 0.6975 | 0.6975 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
93 | 0.1148 | 0.0871 | 0 | 13.6382 | 0 | 0 |
94 | 0.1559 | -0.0176 | 0.0524 | 0.6037 | 7.121 | 2.6685 |
95 | 0.2331 | 0.0342 | 0.0463 | 1.5277 | 5.2566 | 2.2927 |
96 | 0.5762 | -0.351 | 0.1225 | 35.1412 | 12.7277 | 3.5676 |
97 | 0.1509 | 0.0544 | 0.1089 | 15.4213 | 13.2664 | 3.6423 |
98 | 0.2549 | 0.0731 | 0.1029 | 11.6827 | 13.0025 | 3.6059 |
99 | 0.2379 | 0.0618 | 0.097 | 11.169 | 12.7406 | 3.5694 |
100 | 0.2987 | 0.0324 | 0.0889 | 2.232 | 11.427 | 3.3804 |
101 | 0.3191 | 0.0941 | 0.0895 | 18.533 | 12.2165 | 3.4952 |
102 | 0.2579 | -0.1478 | 0.0954 | 77.8277 | 18.7777 | 4.3333 |
103 | 0.3455 | -0.1011 | 0.0959 | 22.3067 | 19.0985 | 4.3702 |
104 | 0.3731 | -0.1304 | 0.0988 | 34.7039 | 20.3989 | 4.5165 |