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]) |
188 | 92.2 | - | - | - | - | - | - | - |
189 | 112 | - | - | - | - | - | - | - |
190 | 111.4 | - | - | - | - | - | - | - |
191 | 107.5 | - | - | - | - | - | - | - |
192 | 103.4 | - | - | - | - | - | - | - |
193 | 103.5 | - | - | - | - | - | - | - |
194 | 107.4 | - | - | - | - | - | - | - |
195 | 117.6 | - | - | - | - | - | - | - |
196 | 110.2 | - | - | - | - | - | - | - |
197 | 104.3 | - | - | - | - | - | - | - |
198 | 115.9 | - | - | - | - | - | - | - |
199 | 98.9 | - | - | - | - | - | - | - |
200 | 101.9 | - | - | - | - | - | - | - |
201 | 113.5 | 111.2623 | 99.0288 | 123.4959 | 0.36 | 0.9332 | 0.453 | 0.9332 |
202 | 109.5 | 111.8058 | 99.5722 | 124.0394 | 0.3559 | 0.393 | 0.5259 | 0.9438 |
203 | 110 | 107.4345 | 95.2009 | 119.668 | 0.3405 | 0.3703 | 0.4958 | 0.8124 |
204 | 114.2 | 103.6169 | 91.3834 | 115.8505 | 0.045 | 0.1532 | 0.5139 | 0.6084 |
205 | 106.9 | 103.4743 | 91.2407 | 115.7079 | 0.2916 | 0.0429 | 0.4984 | 0.5996 |
206 | 109.2 | 107.3515 | 95.1179 | 119.585 | 0.3836 | 0.5288 | 0.4969 | 0.8088 |
207 | 124.2 | 116.6403 | 104.4067 | 128.8739 | 0.1129 | 0.8834 | 0.4389 | 0.9909 |
208 | 104.7 | 109.5538 | 97.3202 | 121.7874 | 0.2184 | 0.0095 | 0.4588 | 0.8899 |
209 | 111.9 | 104.1275 | 91.8939 | 116.3611 | 0.1065 | 0.4635 | 0.489 | 0.6394 |
210 | 119 | 115.1009 | 102.8673 | 127.3345 | 0.2661 | 0.696 | 0.4491 | 0.9828 |
211 | 102.9 | 98.5619 | 86.3284 | 110.7955 | 0.2435 | 5e-04 | 0.4784 | 0.2964 |
212 | 106.3 | 100.2905 | 88.0569 | 112.5241 | 0.1678 | 0.3379 | 0.3983 | 0.3983 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
201 | 0.0561 | 0.0197 | 0.0197 | 0.0199 | 5.0071 | 0 | 0 | 0.2842 | 0.2842 |
202 | 0.0558 | -0.0211 | 0.0204 | 0.0204 | 5.3167 | 5.1619 | 2.272 | -0.2929 | 0.2886 |
203 | 0.0581 | 0.0233 | 0.0214 | 0.0214 | 6.582 | 5.6353 | 2.3739 | 0.3259 | 0.301 |
204 | 0.0602 | 0.0927 | 0.0392 | 0.0404 | 112.0011 | 32.2268 | 5.6769 | 1.3443 | 0.5618 |
205 | 0.0603 | 0.032 | 0.0378 | 0.0388 | 11.7353 | 28.1285 | 5.3036 | 0.4351 | 0.5365 |
206 | 0.0581 | 0.0169 | 0.0343 | 0.0352 | 3.4171 | 24.0099 | 4.9 | 0.2348 | 0.4862 |
207 | 0.0535 | 0.0609 | 0.0381 | 0.0391 | 57.1492 | 28.7441 | 5.3614 | 0.9602 | 0.5539 |
208 | 0.057 | -0.0464 | 0.0391 | 0.0399 | 23.5596 | 28.096 | 5.3006 | -0.6165 | 0.5617 |
209 | 0.0599 | 0.0695 | 0.0425 | 0.0435 | 60.4118 | 31.6867 | 5.6291 | 0.9873 | 0.609 |
210 | 0.0542 | 0.0328 | 0.0415 | 0.0425 | 15.2032 | 30.0383 | 5.4807 | 0.4953 | 0.5977 |
211 | 0.0633 | 0.0422 | 0.0416 | 0.0425 | 18.8188 | 29.0184 | 5.3869 | 0.551 | 0.5934 |
212 | 0.0622 | 0.0565 | 0.0428 | 0.0438 | 36.1141 | 29.6097 | 5.4415 | 0.7633 | 0.6076 |