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[141]) |
140 | 127 | - | - | - | - | - | - | - |
141 | 124 | - | - | - | - | - | - | - |
142 | 114 | 120.3563 | 102.4903 | 143.3362 | 0.2939 | 0.378 | 0.378 | 0.378 |
143 | 108 | 117.4388 | 93.1386 | 152.6558 | 0.2997 | 0.5759 | 0.5759 | 0.3575 |
144 | 106 | 115.3943 | 88.1987 | 157.4212 | 0.3306 | 0.6349 | 0.6349 | 0.3441 |
145 | 111 | 114.0443 | 85.505 | 159.6791 | 0.448 | 0.6351 | 0.6351 | 0.3345 |
146 | 110 | 113.1776 | 83.9649 | 160.7808 | 0.448 | 0.5357 | 0.5357 | 0.3279 |
147 | 104 | 112.626 | 83.0282 | 161.4108 | 0.3645 | 0.542 | 0.542 | 0.3238 |
148 | 100 | 112.272 | 82.4142 | 161.8676 | 0.3138 | 0.6281 | 0.6281 | 0.3215 |
149 | 96 | 112.0387 | 81.9765 | 162.269 | 0.2657 | 0.6807 | 0.6807 | 0.3203 |
150 | 98 | 111.8776 | 81.6362 | 162.6582 | 0.2961 | 0.73 | 0.73 | 0.3199 |
151 | 122 | 111.7592 | 81.3501 | 163.0502 | 0.3478 | 0.7005 | 0.7005 | 0.32 |
152 | 134 | 111.6656 | 81.0938 | 163.4498 | 0.199 | 0.3478 | 0.3478 | 0.3203 |
153 | 133 | 111.5863 | 80.8536 | 163.8587 | 0.211 | 0.2003 | 0.2003 | 0.3208 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
142 | 0.0974 | -0.0528 | 0 | 40.4031 | 0 | 0 |
143 | 0.153 | -0.0804 | 0.0666 | 89.0913 | 64.7472 | 8.0466 |
144 | 0.1858 | -0.0814 | 0.0715 | 88.2531 | 72.5825 | 8.5195 |
145 | 0.2042 | -0.0267 | 0.0603 | 9.2678 | 56.7538 | 7.5335 |
146 | 0.2146 | -0.0281 | 0.0539 | 10.0971 | 47.4225 | 6.8864 |
147 | 0.221 | -0.0766 | 0.0577 | 74.4077 | 51.92 | 7.2056 |
148 | 0.2254 | -0.1093 | 0.065 | 150.6017 | 66.0174 | 8.1251 |
149 | 0.2287 | -0.1432 | 0.0748 | 257.2387 | 89.9201 | 9.4826 |
150 | 0.2316 | -0.124 | 0.0803 | 192.5878 | 101.3276 | 10.0662 |
151 | 0.2342 | 0.0916 | 0.0814 | 104.8747 | 101.6823 | 10.0838 |
152 | 0.2366 | 0.2 | 0.0922 | 498.8266 | 137.7863 | 11.7382 |
153 | 0.239 | 0.1919 | 0.1005 | 458.5456 | 164.5163 | 12.8264 |