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[84]) |
80 | 197.11 | - | - | - | - | - | - | - |
81 | 190.522 | - | - | - | - | - | - | - |
82 | 192.175 | - | - | - | - | - | - | - |
83 | 189.153 | - | - | - | - | - | - | - |
84 | 201.316 | - | - | - | - | - | - | - |
85 | 188.959 | 191.5696 | 186.1991 | 196.94 | 0.1704 | 2e-04 | 0.6489 | 2e-04 |
86 | 192.146 | 195.4816 | 188.6308 | 202.3324 | 0.17 | 0.969 | 0.8279 | 0.0475 |
87 | 187.763 | 192.0957 | 184.0318 | 200.1595 | 0.1461 | 0.4951 | 0.7628 | 0.0125 |
88 | 200.365 | 203.7141 | 194.5972 | 212.8311 | 0.2358 | 0.9997 | 0.6969 | 0.6969 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
85 | 0.0143 | -0.0136 | 0 | 6.8151 | 0 | 0 |
86 | 0.0179 | -0.0171 | 0.0153 | 11.1263 | 8.9707 | 2.9951 |
87 | 0.0214 | -0.0226 | 0.0177 | 18.772 | 12.2378 | 3.4983 |
88 | 0.0228 | -0.0164 | 0.0174 | 11.2167 | 11.9825 | 3.4616 |