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[96]) |
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 | - | - | - | - | - | - | - |
94 | 43.373 | - | - | - | - | - | - | - |
95 | 37.395 | - | - | - | - | - | - | - |
96 | 10.963 | - | - | - | - | - | - | - |
97 | 76.058 | 69.0512 | 62.5689 | 75.5335 | 0.0171 | 1 | 0.956 | 1 |
98 | 50.179 | 43.7345 | 37.0093 | 50.4597 | 0.0302 | 0 | 0.9515 | 1 |
99 | 57.452 | 47.6361 | 40.1467 | 55.1255 | 0.0051 | 0.2529 | 0.7218 | 1 |
100 | 47.568 | 41.077 | 32.276 | 49.878 | 0.0742 | 1e-04 | 0.7965 | 1 |
101 | 50.05 | 41.7826 | 32.4748 | 51.0905 | 0.0409 | 0.1116 | 0.8418 | 1 |
102 | 50.856 | 50.3594 | 40.2542 | 60.4647 | 0.4616 | 0.5239 | 0.4539 | 1 |
103 | 41.992 | 41.1494 | 30.269 | 52.0299 | 0.4397 | 0.0402 | 0.7151 | 1 |
104 | 39.284 | 38.6024 | 27.1431 | 50.0618 | 0.4536 | 0.281 | 0.6434 | 1 |
105 | 44.521 | 44.8912 | 32.762 | 57.0204 | 0.4761 | 0.8176 | 0.4238 | 1 |
106 | 43.832 | 43.9678 | 31.2289 | 56.7066 | 0.4917 | 0.4661 | 0.5365 | 1 |
107 | 41.153 | 37.1965 | 23.9011 | 50.4919 | 0.2799 | 0.164 | 0.4883 | 0.9999 |
108 | 17.1 | 13.3983 | -0.467 | 27.2637 | 0.3004 | 0 | 0.6347 | 0.6347 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
97 | 0.0479 | 0.1015 | 0 | 49.095 | 0 | 0 |
98 | 0.0785 | 0.1474 | 0.1244 | 41.5319 | 45.3134 | 6.7315 |
99 | 0.0802 | 0.2061 | 0.1516 | 96.3523 | 62.3264 | 7.8947 |
100 | 0.1093 | 0.158 | 0.1532 | 42.1329 | 57.278 | 7.5682 |
101 | 0.1137 | 0.1979 | 0.1622 | 68.3497 | 59.4924 | 7.7131 |
102 | 0.1024 | 0.0099 | 0.1368 | 0.2466 | 49.6181 | 7.044 |
103 | 0.1349 | 0.0205 | 0.1202 | 0.7099 | 42.6312 | 6.5293 |
104 | 0.1515 | 0.0177 | 0.1073 | 0.4646 | 37.3604 | 6.1123 |
105 | 0.1379 | -0.0082 | 0.0963 | 0.1371 | 33.2244 | 5.7641 |
106 | 0.1478 | -0.0031 | 0.087 | 0.0184 | 29.9038 | 5.4684 |
107 | 0.1824 | 0.1064 | 0.0888 | 15.654 | 28.6084 | 5.3487 |
108 | 0.528 | 0.2763 | 0.1044 | 13.7024 | 27.3662 | 5.2313 |