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[120]) |
108 | 1.169 | - | - | - | - | - | - | - |
109 | 2.429 | - | - | - | - | - | - | - |
110 | 1.762 | - | - | - | - | - | - | - |
111 | 2.846 | - | - | - | - | - | - | - |
112 | 5.627 | - | - | - | - | - | - | - |
113 | 5.749 | - | - | - | - | - | - | - |
114 | 4.502 | - | - | - | - | - | - | - |
115 | 5.72 | - | - | - | - | - | - | - |
116 | 4.403 | - | - | - | - | - | - | - |
117 | 2.867 | - | - | - | - | - | - | - |
118 | 2.635 | - | - | - | - | - | - | - |
119 | 2.059 | - | - | - | - | - | - | - |
120 | 1.511 | - | - | - | - | - | - | - |
121 | 2.359 | 2.3581 | 1.9795 | 2.8364 | 0.4985 | 0.9997 | 0.3857 | 0.9997 |
122 | 1.741 | 1.806 | 1.5349 | 2.1427 | 0.3527 | 6e-04 | 0.6009 | 0.957 |
123 | 2.917 | 2.9026 | 2.4074 | 3.5389 | 0.4824 | 0.9998 | 0.5693 | 1 |
124 | 6.249 | 5.5233 | 4.4079 | 7.0353 | 0.1734 | 0.9996 | 0.4466 | 1 |
125 | 5.76 | 5.8068 | 4.6189 | 7.4245 | 0.4774 | 0.2961 | 0.5279 | 1 |
126 | 6.25 | 4.5383 | 3.6674 | 5.6984 | 0.0019 | 0.0195 | 0.5244 | 1 |
127 | 5.134 | 5.5324 | 4.4147 | 7.0477 | 0.3032 | 0.1767 | 0.4041 | 1 |
128 | 4.831 | 4.516 | 3.6505 | 5.6684 | 0.2961 | 0.1466 | 0.5762 | 1 |
129 | 3.695 | 2.9382 | 2.4353 | 3.5849 | 0.0109 | 0 | 0.5854 | 1 |
130 | 2.462 | 2.6382 | 2.1993 | 3.198 | 0.2687 | 1e-04 | 0.5044 | 1 |
131 | 2.146 | 2.0914 | 1.7645 | 2.5017 | 0.3971 | 0.0383 | 0.5615 | 0.9972 |
132 | 1.579 | 1.5138 | 1.2969 | 1.7804 | 0.3159 | 0 | 0.5084 | 0.5084 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
121 | 0.1035 | 4e-04 | 4e-04 | 4e-04 | 0 | 0 | 0 | 9e-04 | 9e-04 |
122 | 0.0951 | -0.0373 | 0.0189 | 0.0185 | 0.0042 | 0.0021 | 0.0459 | -0.0663 | 0.0336 |
123 | 0.1118 | 0.0049 | 0.0142 | 0.014 | 2e-04 | 0.0015 | 0.0384 | 0.0147 | 0.0273 |
124 | 0.1397 | 0.1161 | 0.0397 | 0.0413 | 0.5266 | 0.1328 | 0.3644 | 0.7407 | 0.2057 |
125 | 0.1421 | -0.0081 | 0.0334 | 0.0347 | 0.0022 | 0.1066 | 0.3266 | -0.0478 | 0.1741 |
126 | 0.1304 | 0.2739 | 0.0735 | 0.0818 | 2.93 | 0.5772 | 0.7597 | 1.7473 | 0.4363 |
127 | 0.1397 | -0.0776 | 0.0741 | 0.0808 | 0.1587 | 0.5174 | 0.7193 | -0.4067 | 0.4321 |
128 | 0.1302 | 0.0652 | 0.0729 | 0.0791 | 0.0992 | 0.4651 | 0.682 | 0.3215 | 0.4182 |
129 | 0.1123 | 0.2048 | 0.0876 | 0.0957 | 0.5728 | 0.4771 | 0.6907 | 0.7726 | 0.4576 |
130 | 0.1083 | -0.0716 | 0.086 | 0.093 | 0.031 | 0.4325 | 0.6576 | -0.1798 | 0.4298 |
131 | 0.1001 | 0.0254 | 0.0805 | 0.0869 | 0.003 | 0.3934 | 0.6273 | 0.0557 | 0.3958 |
132 | 0.0898 | 0.0413 | 0.0772 | 0.0832 | 0.0042 | 0.361 | 0.6008 | 0.0665 | 0.3684 |