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[200]) |
199 | 98.9 | - | - | - | - | - | - | - |
200 | 101.9 | - | - | - | - | - | - | - |
201 | 113.5 | 109.5311 | 97.4927 | 121.5695 | 0.2591 | 0.893 | 0.893 | 0.893 |
202 | 109.5 | 108.9868 | 96.6234 | 121.3501 | 0.4676 | 0.2372 | 0.2372 | 0.8694 |
203 | 110 | 106.0369 | 93.6549 | 118.419 | 0.2652 | 0.2918 | 0.2918 | 0.7437 |
204 | 114.2 | 105.674 | 93.1172 | 118.2308 | 0.0916 | 0.2498 | 0.2498 | 0.7221 |
205 | 106.9 | 106.7043 | 93.5491 | 119.8595 | 0.4884 | 0.132 | 0.132 | 0.7629 |
206 | 109.2 | 107.0373 | 93.4884 | 120.5861 | 0.3772 | 0.5079 | 0.5079 | 0.7713 |
207 | 124.2 | 106.717 | 92.9524 | 120.4816 | 0.0064 | 0.3618 | 0.3618 | 0.7536 |
208 | 104.7 | 106.5314 | 92.5371 | 120.5257 | 0.3988 | 0.0067 | 0.0067 | 0.7417 |
209 | 111.9 | 106.6152 | 92.3341 | 120.8962 | 0.2341 | 0.6037 | 0.6037 | 0.7412 |
210 | 119 | 106.7005 | 92.1333 | 121.2676 | 0.049 | 0.2421 | 0.2421 | 0.7408 |
211 | 102.9 | 106.6856 | 91.8597 | 121.5115 | 0.3084 | 0.0518 | 0.0518 | 0.7365 |
212 | 106.3 | 106.6509 | 91.5765 | 121.7254 | 0.4818 | 0.6871 | 0.6871 | 0.7316 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
201 | 0.0561 | 0.035 | 0.035 | 0.0356 | 15.7521 | 0 | 0 | 0.5041 | 0.5041 |
202 | 0.0579 | 0.0047 | 0.0198 | 0.0201 | 0.2634 | 8.0078 | 2.8298 | 0.0652 | 0.2847 |
203 | 0.0596 | 0.036 | 0.0252 | 0.0257 | 15.7059 | 10.5738 | 3.2517 | 0.5034 | 0.3576 |
204 | 0.0606 | 0.0747 | 0.0376 | 0.0386 | 72.6924 | 26.1034 | 5.1092 | 1.083 | 0.5389 |
205 | 0.0629 | 0.0018 | 0.0304 | 0.0313 | 0.0383 | 20.8904 | 4.5706 | 0.0249 | 0.4361 |
206 | 0.0646 | 0.0198 | 0.0287 | 0.0294 | 4.6775 | 18.1883 | 4.2648 | 0.2747 | 0.4092 |
207 | 0.0658 | 0.1408 | 0.0447 | 0.0468 | 305.6562 | 59.2551 | 7.6977 | 2.2207 | 0.668 |
208 | 0.067 | -0.0175 | 0.0413 | 0.0431 | 3.354 | 52.2675 | 7.2296 | -0.2326 | 0.6136 |
209 | 0.0683 | 0.0472 | 0.0419 | 0.0437 | 27.9291 | 49.5632 | 7.0401 | 0.6713 | 0.62 |
210 | 0.0697 | 0.1034 | 0.0481 | 0.0502 | 151.2782 | 59.7347 | 7.7288 | 1.5623 | 0.7142 |
211 | 0.0709 | -0.0368 | 0.0471 | 0.049 | 14.3307 | 55.6071 | 7.457 | -0.4808 | 0.693 |
212 | 0.0721 | -0.0033 | 0.0434 | 0.0452 | 0.1232 | 50.9834 | 7.1403 | -0.0446 | 0.639 |