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]) |
187 | 96.5 | - | - | - | - | - | - | - |
188 | 92.2 | - | - | - | - | - | - | - |
189 | 112 | 102.7988 | 90.8283 | 114.7693 | 0.066 | 0.9587 | 0.9587 | 0.9587 |
190 | 111.4 | 104.2677 | 91.9524 | 116.5829 | 0.1282 | 0.1092 | 0.1092 | 0.9726 |
191 | 107.5 | 100.5478 | 88.2181 | 112.8776 | 0.1345 | 0.0423 | 0.0423 | 0.9077 |
192 | 103.4 | 99.3322 | 86.8096 | 111.8549 | 0.2622 | 0.1006 | 0.1006 | 0.8679 |
193 | 103.5 | 100.5129 | 87.3673 | 113.6586 | 0.328 | 0.3334 | 0.3334 | 0.8924 |
194 | 107.4 | 101.1803 | 87.633 | 114.7275 | 0.1841 | 0.3686 | 0.3686 | 0.9031 |
195 | 117.6 | 100.8558 | 87.086 | 114.6255 | 0.0086 | 0.1758 | 0.1758 | 0.891 |
196 | 110.2 | 100.5471 | 86.5353 | 114.559 | 0.0885 | 0.0085 | 0.0085 | 0.8785 |
197 | 104.3 | 100.614 | 86.3012 | 114.9268 | 0.3069 | 0.0946 | 0.0946 | 0.8754 |
198 | 115.9 | 100.7419 | 86.1322 | 115.3516 | 0.021 | 0.3166 | 0.3166 | 0.8741 |
199 | 98.9 | 100.7396 | 85.8622 | 115.6169 | 0.4043 | 0.0229 | 0.0229 | 0.8697 |
200 | 101.9 | 100.6911 | 85.5555 | 115.8267 | 0.4378 | 0.5917 | 0.5917 | 0.8642 |
201 | 113.5 | 100.6833 | 85.2864 | 116.0802 | 0.0514 | 0.4385 | 0.4385 | 0.8599 |
202 | 109.5 | 100.7002 | 85.0432 | 116.3571 | 0.1353 | 0.0545 | 0.0545 | 0.8564 |
203 | 110 | 100.7061 | 84.7956 | 116.6166 | 0.1261 | 0.1393 | 0.1393 | 0.8526 |
204 | 114.2 | 100.7008 | 84.5422 | 116.8594 | 0.0508 | 0.1297 | 0.1297 | 0.8488 |
205 | 106.9 | 100.6976 | 84.2942 | 117.1011 | 0.2293 | 0.0533 | 0.0533 | 0.845 |
206 | 109.2 | 100.6991 | 84.0537 | 117.3445 | 0.1584 | 0.2326 | 0.2326 | 0.8415 |
207 | 124.2 | 100.7005 | 83.8167 | 117.5843 | 0.0032 | 0.1619 | 0.1619 | 0.8381 |
208 | 104.7 | 100.7002 | 83.5816 | 117.8188 | 0.3235 | 0.0036 | 0.0036 | 0.8348 |
209 | 111.9 | 100.6996 | 83.3494 | 118.0498 | 0.1029 | 0.3257 | 0.3257 | 0.8315 |
210 | 119 | 100.6996 | 83.1208 | 118.2785 | 0.0207 | 0.1059 | 0.1059 | 0.8284 |
211 | 102.9 | 100.6999 | 82.8953 | 118.5044 | 0.4043 | 0.022 | 0.022 | 0.8253 |
212 | 106.3 | 100.6999 | 82.6724 | 118.7274 | 0.2713 | 0.4055 | 0.4055 | 0.8223 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
189 | 0.0594 | 0.0822 | 0.0822 | 0.0857 | 84.6626 | 0 | 0 | 1.2756 | 1.2756 |
190 | 0.0603 | 0.064 | 0.0731 | 0.0759 | 50.8699 | 67.7662 | 8.232 | 0.9888 | 1.1322 |
191 | 0.0626 | 0.0647 | 0.0703 | 0.0729 | 48.333 | 61.2885 | 7.8287 | 0.9638 | 1.0761 |
192 | 0.0643 | 0.0393 | 0.0625 | 0.0647 | 16.5466 | 50.103 | 7.0783 | 0.5639 | 0.9481 |
193 | 0.0667 | 0.0289 | 0.0558 | 0.0576 | 8.9225 | 41.8669 | 6.4705 | 0.4141 | 0.8413 |
194 | 0.0683 | 0.0579 | 0.0562 | 0.0579 | 38.685 | 41.3366 | 6.4294 | 0.8623 | 0.8448 |
195 | 0.0697 | 0.1424 | 0.0685 | 0.0716 | 280.3698 | 75.4842 | 8.6882 | 2.3214 | 1.0557 |
196 | 0.0711 | 0.0876 | 0.0709 | 0.0741 | 93.1778 | 77.6959 | 8.8145 | 1.3383 | 1.091 |
197 | 0.0726 | 0.0353 | 0.0669 | 0.0698 | 13.5866 | 70.5727 | 8.4008 | 0.511 | 1.0266 |
198 | 0.074 | 0.1308 | 0.0733 | 0.0769 | 229.7688 | 86.4923 | 9.3001 | 2.1015 | 1.1341 |
199 | 0.0753 | -0.0186 | 0.0683 | 0.0715 | 3.384 | 78.937 | 8.8846 | -0.255 | 1.0542 |
200 | 0.0767 | 0.0119 | 0.0636 | 0.0666 | 1.4614 | 72.4807 | 8.5136 | 0.1676 | 0.9803 |
201 | 0.078 | 0.1129 | 0.0674 | 0.0707 | 164.2669 | 79.5412 | 8.9186 | 1.7769 | 1.0416 |
202 | 0.0793 | 0.0804 | 0.0683 | 0.0716 | 77.4373 | 79.3909 | 8.9102 | 1.22 | 1.0543 |
203 | 0.0806 | 0.0845 | 0.0694 | 0.0727 | 86.3771 | 79.8566 | 8.9363 | 1.2885 | 1.0699 |
204 | 0.0819 | 0.1182 | 0.0725 | 0.076 | 182.2281 | 86.2548 | 9.2873 | 1.8715 | 1.12 |
205 | 0.0831 | 0.058 | 0.0716 | 0.0751 | 38.4692 | 83.4439 | 9.1348 | 0.8599 | 1.1047 |
206 | 0.0843 | 0.0778 | 0.072 | 0.0754 | 72.266 | 82.8229 | 9.1007 | 1.1786 | 1.1088 |
207 | 0.0855 | 0.1892 | 0.0781 | 0.0824 | 552.2264 | 107.5284 | 10.3696 | 3.2579 | 1.2219 |
208 | 0.0867 | 0.0382 | 0.0761 | 0.0802 | 15.9982 | 102.9519 | 10.1465 | 0.5545 | 1.1886 |
209 | 0.0879 | 0.1001 | 0.0773 | 0.0814 | 125.4481 | 104.0231 | 10.1992 | 1.5528 | 1.2059 |
210 | 0.0891 | 0.1538 | 0.0808 | 0.0853 | 334.9034 | 114.5177 | 10.7013 | 2.5371 | 1.2664 |
211 | 0.0902 | 0.0214 | 0.0782 | 0.0825 | 4.8406 | 109.7491 | 10.4761 | 0.305 | 1.2246 |
212 | 0.0913 | 0.0527 | 0.0771 | 0.0814 | 31.3612 | 106.4829 | 10.3191 | 0.7764 | 1.2059 |