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 | 113.924 | 107.0246 | 120.8233 | 0.4521 | 0.9997 | 0.7077 | 0.9997 |
202 | 109.5 | 115.2132 | 107.8582 | 122.5683 | 0.0639 | 0.676 | 0.8452 | 0.9998 |
203 | 110 | 111.6983 | 103.9141 | 119.4824 | 0.3345 | 0.71 | 0.8548 | 0.9932 |
204 | 114.2 | 108.8155 | 100.6247 | 117.0062 | 0.0988 | 0.3884 | 0.9025 | 0.951 |
205 | 106.9 | 108.0304 | 99.456 | 116.6048 | 0.3981 | 0.0792 | 0.8498 | 0.9194 |
206 | 109.2 | 110.1245 | 101.1806 | 119.0683 | 0.4197 | 0.7601 | 0.7248 | 0.9643 |
207 | 124.2 | 119.211 | 109.9124 | 128.5096 | 0.1465 | 0.9826 | 0.6329 | 0.9999 |
208 | 104.7 | 111.4974 | 101.8571 | 121.1378 | 0.0835 | 0.0049 | 0.604 | 0.9745 |
209 | 111.9 | 111.4105 | 101.4401 | 121.3808 | 0.4617 | 0.9064 | 0.9189 | 0.9692 |
210 | 119 | 117.3278 | 107.038 | 127.6176 | 0.375 | 0.8494 | 0.6072 | 0.9984 |
211 | 102.9 | 104.462 | 93.8624 | 115.0617 | 0.3864 | 0.0036 | 0.8481 | 0.6822 |
212 | 106.3 | 105.3116 | 94.411 | 116.2123 | 0.4295 | 0.6677 | 0.7302 | 0.7302 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
201 | 0.0309 | -0.0037 | 0.0037 | 0.0037 | 0.1797 | 0 | 0 | -0.0539 | 0.0539 |
202 | 0.0326 | -0.0522 | 0.028 | 0.0273 | 32.6411 | 16.4104 | 4.051 | -0.7257 | 0.3898 |
203 | 0.0356 | -0.0154 | 0.0238 | 0.0233 | 2.8841 | 11.9017 | 3.4499 | -0.2157 | 0.3318 |
204 | 0.0384 | 0.0471 | 0.0296 | 0.0295 | 28.9931 | 16.1745 | 4.0218 | 0.6839 | 0.4198 |
205 | 0.0405 | -0.0106 | 0.0258 | 0.0257 | 1.2777 | 13.1952 | 3.6325 | -0.1436 | 0.3646 |
206 | 0.0414 | -0.0085 | 0.0229 | 0.0229 | 0.8546 | 11.1384 | 3.3374 | -0.1174 | 0.3234 |
207 | 0.0398 | 0.0402 | 0.0254 | 0.0254 | 24.8901 | 13.1029 | 3.6198 | 0.6337 | 0.3677 |
208 | 0.0441 | -0.0649 | 0.0303 | 0.0301 | 46.205 | 17.2407 | 4.1522 | -0.8634 | 0.4297 |
209 | 0.0457 | 0.0044 | 0.0274 | 0.0273 | 0.2397 | 15.3517 | 3.9181 | 0.0622 | 0.3888 |
210 | 0.0447 | 0.0141 | 0.0261 | 0.026 | 2.7961 | 14.0961 | 3.7545 | 0.2124 | 0.3712 |
211 | 0.0518 | -0.0152 | 0.0251 | 0.025 | 2.44 | 13.0365 | 3.6106 | -0.1984 | 0.3555 |
212 | 0.0528 | 0.0093 | 0.0238 | 0.0237 | 0.9769 | 12.0315 | 3.4686 | 0.1255 | 0.3363 |