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 | 42.8078 | 36.2942 | 49.3214 | 0.1624 | 0.9721 | 0.997 | 0.9721 |
94 | 43.373 | 40.7766 | 34.0231 | 47.5302 | 0.2256 | 0.0619 | 0.9397 | 0.8952 |
95 | 37.395 | 34.6293 | 27.0994 | 42.1592 | 0.2358 | 0.0114 | 0.9694 | 0.3174 |
96 | 10.963 | 12.403 | 3.5408 | 21.2653 | 0.3751 | 0 | 0.8254 | 0 |
97 | 76.058 | 67.267 | 57.9039 | 76.6302 | 0.0329 | 1 | 0.7903 | 1 |
98 | 50.179 | 42.9678 | 32.797 | 53.1386 | 0.0823 | 0 | 0.8288 | 0.8953 |
99 | 57.452 | 47.6829 | 36.732 | 58.6338 | 0.0402 | 0.3275 | 0.6593 | 0.9778 |
100 | 47.568 | 40.052 | 28.5253 | 51.5787 | 0.1006 | 0.0015 | 0.6769 | 0.7297 |
101 | 50.05 | 41.3409 | 29.1385 | 53.5432 | 0.0809 | 0.1586 | 0.756 | 0.7838 |
102 | 50.856 | 49.998 | 37.1854 | 62.8106 | 0.4478 | 0.4968 | 0.4417 | 0.9809 |
103 | 41.992 | 40.4913 | 27.1227 | 53.86 | 0.4129 | 0.0643 | 0.6429 | 0.723 |
104 | 39.284 | 38.2025 | 24.2609 | 52.1442 | 0.4396 | 0.2971 | 0.5971 | 0.5971 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
93 | 0.0776 | 0.0764 | 0 | 10.7072 | 0 | 0 |
94 | 0.0845 | 0.0637 | 0.0701 | 6.7412 | 8.7242 | 2.9537 |
95 | 0.1109 | 0.0799 | 0.0733 | 7.6491 | 8.3658 | 2.8924 |
96 | 0.3646 | -0.1161 | 0.084 | 2.0737 | 6.7928 | 2.6063 |
97 | 0.071 | 0.1307 | 0.0934 | 77.2809 | 20.8904 | 4.5706 |
98 | 0.1208 | 0.1678 | 0.1058 | 52.0015 | 26.0756 | 5.1064 |
99 | 0.1172 | 0.2049 | 0.1199 | 95.4356 | 35.9842 | 5.9987 |
100 | 0.1468 | 0.1877 | 0.1284 | 56.4901 | 38.5474 | 6.2087 |
101 | 0.1506 | 0.2107 | 0.1375 | 75.8491 | 42.692 | 6.5339 |
102 | 0.1307 | 0.0172 | 0.1255 | 0.7362 | 38.4965 | 6.2046 |
103 | 0.1684 | 0.0371 | 0.1175 | 2.252 | 35.2015 | 5.9331 |
104 | 0.1862 | 0.0283 | 0.11 | 1.1696 | 32.3655 | 5.6891 |