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 | 116.1679 | 106.9094 | 125.4264 | 0.2861 | 0.9987 | 0.9987 | 0.9987 |
202 | 109.5 | 109.268 | 99.8683 | 118.6676 | 0.4807 | 0.1888 | 0.1888 | 0.9378 |
203 | 110 | 106.6247 | 97.2135 | 116.0358 | 0.241 | 0.2746 | 0.2746 | 0.8374 |
204 | 114.2 | 108.9764 | 97.7572 | 120.1957 | 0.1807 | 0.429 | 0.429 | 0.8918 |
205 | 106.9 | 102.7196 | 91.0176 | 114.4215 | 0.2419 | 0.0272 | 0.0272 | 0.5546 |
206 | 109.2 | 104.1292 | 92.2015 | 116.0568 | 0.2023 | 0.3244 | 0.3244 | 0.6429 |
207 | 124.2 | 111.7463 | 98.6277 | 124.8649 | 0.0314 | 0.6482 | 0.6482 | 0.9294 |
208 | 104.7 | 110.9945 | 97.5778 | 124.4111 | 0.1789 | 0.0269 | 0.0269 | 0.908 |
209 | 111.9 | 108.1048 | 94.6203 | 121.5893 | 0.2906 | 0.6897 | 0.6897 | 0.8164 |
210 | 119 | 106.5995 | 92.5647 | 120.6342 | 0.0417 | 0.2296 | 0.2296 | 0.7442 |
211 | 102.9 | 103.7342 | 89.1908 | 118.2776 | 0.4552 | 0.0198 | 0.0198 | 0.5976 |
212 | 106.3 | 105.2155 | 90.2749 | 120.1561 | 0.4434 | 0.6193 | 0.6193 | 0.6682 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
201 | 0.0407 | -0.0235 | 0.0235 | 0.0232 | 7.1178 | 0 | 0 | -0.3389 | 0.3389 |
202 | 0.0439 | 0.0021 | 0.0128 | 0.0127 | 0.0538 | 3.5858 | 1.8936 | 0.0295 | 0.1842 |
203 | 0.045 | 0.0307 | 0.0188 | 0.0188 | 11.393 | 6.1882 | 2.4876 | 0.4287 | 0.2657 |
204 | 0.0525 | 0.0457 | 0.0255 | 0.0258 | 27.2858 | 11.4626 | 3.3856 | 0.6635 | 0.3651 |
205 | 0.0581 | 0.0391 | 0.0282 | 0.0286 | 17.4759 | 12.6653 | 3.5588 | 0.531 | 0.3983 |
206 | 0.0584 | 0.0464 | 0.0313 | 0.0318 | 25.7132 | 14.8399 | 3.8523 | 0.6441 | 0.4393 |
207 | 0.0599 | 0.1003 | 0.0411 | 0.0423 | 155.0943 | 34.8763 | 5.9056 | 1.5819 | 0.6025 |
208 | 0.0617 | -0.0601 | 0.0435 | 0.0443 | 39.6203 | 35.4693 | 5.9556 | -0.7995 | 0.6271 |
209 | 0.0636 | 0.0339 | 0.0424 | 0.0432 | 14.4034 | 33.1286 | 5.7557 | 0.4821 | 0.611 |
210 | 0.0672 | 0.1042 | 0.0486 | 0.0499 | 153.7729 | 45.193 | 6.7226 | 1.5751 | 0.7074 |
211 | 0.0715 | -0.0081 | 0.0449 | 0.0461 | 0.6959 | 41.1479 | 6.4147 | -0.106 | 0.6528 |
212 | 0.0724 | 0.0102 | 0.042 | 0.0431 | 1.1762 | 37.8169 | 6.1495 | 0.1378 | 0.6098 |