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[188]) |
176 | 90 | - | - | - | - | - | - | - |
177 | 112.4 | - | - | - | - | - | - | - |
178 | 111.9 | - | - | - | - | - | - | - |
179 | 102.1 | - | - | - | - | - | - | - |
180 | 102.4 | - | - | - | - | - | - | - |
181 | 101.7 | - | - | - | - | - | - | - |
182 | 98.7 | - | - | - | - | - | - | - |
183 | 114 | - | - | - | - | - | - | - |
184 | 105.1 | - | - | - | - | - | - | - |
185 | 98.3 | - | - | - | - | - | - | - |
186 | 110 | - | - | - | - | - | - | - |
187 | 96.5 | - | - | - | - | - | - | - |
188 | 92.2 | - | - | - | - | - | - | - |
189 | 112 | 112.4818 | 101.8918 | 123.0717 | 0.4645 | 0.9999 | 0.506 | 0.9999 |
190 | 111.4 | 111.1754 | 99.1966 | 123.1543 | 0.4853 | 0.4463 | 0.4528 | 0.999 |
191 | 107.5 | 102.2276 | 90.2487 | 114.2064 | 0.1942 | 0.0667 | 0.5083 | 0.9496 |
192 | 103.4 | 101.1558 | 89.177 | 113.1347 | 0.3567 | 0.1496 | 0.4193 | 0.9286 |
193 | 103.5 | 101.2244 | 89.2455 | 113.2032 | 0.3548 | 0.3609 | 0.469 | 0.9301 |
194 | 107.4 | 98.4869 | 86.5081 | 110.4658 | 0.0724 | 0.206 | 0.4861 | 0.8482 |
195 | 117.6 | 112.948 | 100.9691 | 124.9269 | 0.2233 | 0.818 | 0.4317 | 0.9997 |
196 | 110.2 | 104.8828 | 92.904 | 116.8617 | 0.1922 | 0.0187 | 0.4858 | 0.981 |
197 | 104.3 | 99.0673 | 87.0884 | 111.0462 | 0.1959 | 0.0343 | 0.55 | 0.8694 |
198 | 115.9 | 109.5063 | 97.5274 | 121.4851 | 0.1477 | 0.8029 | 0.4678 | 0.9977 |
199 | 98.9 | 97.4354 | 85.4565 | 109.4143 | 0.4053 | 0.0013 | 0.5608 | 0.8042 |
200 | 101.9 | 92.2247 | 80.2458 | 104.2035 | 0.0567 | 0.1374 | 0.5016 | 0.5016 |
201 | 113.5 | 111.2752 | 96.5238 | 126.0266 | 0.3838 | 0.8936 | 0.4616 | 0.9944 |
202 | 109.5 | 111.4823 | 96.0447 | 126.9198 | 0.4006 | 0.3989 | 0.5042 | 0.9928 |
203 | 110 | 102.7763 | 87.3387 | 118.2138 | 0.1795 | 0.1966 | 0.2743 | 0.9103 |
204 | 114.2 | 101.2439 | 85.8064 | 116.6815 | 0.05 | 0.1331 | 0.3921 | 0.8746 |
205 | 106.9 | 101.3079 | 85.8704 | 116.7455 | 0.2389 | 0.0508 | 0.3904 | 0.8762 |
206 | 109.2 | 99.1771 | 83.7395 | 114.6146 | 0.1016 | 0.1634 | 0.1482 | 0.8121 |
207 | 124.2 | 112.317 | 96.8795 | 127.7546 | 0.0657 | 0.6539 | 0.2512 | 0.9947 |
208 | 104.7 | 104.9863 | 89.5487 | 120.4238 | 0.4855 | 0.0074 | 0.254 | 0.9477 |
209 | 111.9 | 99.7483 | 84.3108 | 115.1859 | 0.0614 | 0.2648 | 0.2817 | 0.8311 |
210 | 119 | 109.3646 | 93.927 | 124.8022 | 0.1106 | 0.3738 | 0.2033 | 0.9853 |
211 | 102.9 | 97.5484 | 82.1108 | 112.986 | 0.2484 | 0.0032 | 0.4319 | 0.7514 |
212 | 106.3 | 91.8613 | 76.4238 | 107.2989 | 0.0334 | 0.0805 | 0.1012 | 0.4829 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
189 | 0.048 | -0.0043 | 0.0043 | 0.0043 | 0.2321 | 0 | 0 | -0.0668 | 0.0668 |
190 | 0.055 | 0.002 | 0.0032 | 0.0032 | 0.0504 | 0.1413 | 0.3758 | 0.0311 | 0.049 |
191 | 0.0598 | 0.049 | 0.0185 | 0.0189 | 27.7985 | 9.3603 | 3.0595 | 0.731 | 0.2763 |
192 | 0.0604 | 0.0217 | 0.0193 | 0.0196 | 5.0363 | 8.2793 | 2.8774 | 0.3111 | 0.285 |
193 | 0.0604 | 0.022 | 0.0198 | 0.0202 | 5.1786 | 7.6592 | 2.7675 | 0.3155 | 0.2911 |
194 | 0.0621 | 0.083 | 0.0303 | 0.0312 | 79.4429 | 19.6231 | 4.4298 | 1.2357 | 0.4485 |
195 | 0.0541 | 0.0396 | 0.0317 | 0.0325 | 21.6409 | 19.9114 | 4.4622 | 0.6449 | 0.4766 |
196 | 0.0583 | 0.0483 | 0.0337 | 0.0346 | 28.2721 | 20.9565 | 4.5778 | 0.7372 | 0.5092 |
197 | 0.0617 | 0.0502 | 0.0356 | 0.0365 | 27.381 | 21.6703 | 4.6551 | 0.7254 | 0.5332 |
198 | 0.0558 | 0.0552 | 0.0375 | 0.0385 | 40.8798 | 23.5913 | 4.8571 | 0.8864 | 0.5685 |
199 | 0.0627 | 0.0148 | 0.0355 | 0.0364 | 2.1451 | 21.6416 | 4.6521 | 0.2031 | 0.5353 |
200 | 0.0663 | 0.0949 | 0.0404 | 0.0417 | 93.6124 | 27.6392 | 5.2573 | 1.3414 | 0.6025 |
201 | 0.0676 | 0.0196 | 0.0388 | 0.04 | 4.9499 | 25.8938 | 5.0886 | 0.3084 | 0.5798 |
202 | 0.0707 | -0.0181 | 0.0373 | 0.0384 | 3.9294 | 24.325 | 4.932 | -0.2748 | 0.5581 |
203 | 0.0766 | 0.0657 | 0.0392 | 0.0404 | 52.1824 | 26.1821 | 5.1168 | 1.0015 | 0.5876 |
204 | 0.0778 | 0.1135 | 0.0439 | 0.0454 | 167.8597 | 35.037 | 5.9192 | 1.7962 | 0.6632 |
205 | 0.0777 | 0.0523 | 0.0444 | 0.0459 | 31.2711 | 34.8154 | 5.9005 | 0.7753 | 0.6698 |
206 | 0.0794 | 0.0918 | 0.047 | 0.0487 | 100.4593 | 38.4623 | 6.2018 | 1.3896 | 0.7097 |
207 | 0.0701 | 0.0957 | 0.0496 | 0.0514 | 141.2053 | 43.8698 | 6.6234 | 1.6474 | 0.7591 |
208 | 0.075 | -0.0027 | 0.0472 | 0.0489 | 0.082 | 41.6805 | 6.456 | -0.0397 | 0.7231 |
209 | 0.079 | 0.1086 | 0.0501 | 0.0521 | 147.6628 | 46.7272 | 6.8357 | 1.6847 | 0.7689 |
210 | 0.072 | 0.081 | 0.0515 | 0.0536 | 92.8412 | 48.8233 | 6.9874 | 1.3358 | 0.7947 |
211 | 0.0807 | 0.052 | 0.0516 | 0.0535 | 28.6396 | 47.9458 | 6.9243 | 0.7419 | 0.7924 |
212 | 0.0857 | 0.1358 | 0.0551 | 0.0574 | 208.475 | 54.6345 | 7.3915 | 2.0017 | 0.8428 |