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]) |
119 | 2.059 | - | - | - | - | - | - | - |
120 | 1.511 | - | - | - | - | - | - | - |
121 | 2.359 | 1.431 | 0.8831 | 2.5165 | 0.0469 | 0.4426 | 0.4426 | 0.4426 |
122 | 1.741 | 1.2393 | 0.6583 | 2.7074 | 0.2515 | 0.0675 | 0.0675 | 0.3584 |
123 | 2.917 | 1.1819 | 0.5059 | 3.6992 | 0.0884 | 0.3317 | 0.3317 | 0.3989 |
124 | 6.249 | 1.146 | 0.4045 | 5.2558 | 0.0075 | 0.1992 | 0.1992 | 0.4309 |
125 | 5.76 | 1.1051 | 0.3353 | 7.206 | 0.0674 | 0.0492 | 0.0492 | 0.4481 |
126 | 6.25 | 1.1006 | 0.2862 | 10.9441 | 0.1526 | 0.1768 | 0.1768 | 0.4674 |
127 | 5.134 | 1.0856 | 0.2489 | 16.2162 | 0.3 | 0.2518 | 0.2518 | 0.478 |
128 | 4.831 | 1.0809 | 0.2204 | 25.1974 | 0.3803 | 0.3709 | 0.3709 | 0.4861 |
129 | 3.695 | 1.079 | 0.1978 | 40.7303 | 0.4486 | 0.4264 | 0.4264 | 0.4915 |
130 | 2.462 | 1.0751 | 0.1793 | 67.7515 | 0.4837 | 0.4693 | 0.4693 | 0.4949 |
131 | 2.146 | 1.0753 | 0.164 | 121.4358 | 0.493 | 0.491 | 0.491 | 0.4972 |
132 | 1.579 | 1.0741 | 0.1511 | 233.764 | 0.4983 | 0.4964 | 0.4964 | 0.4985 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
121 | 0.387 | 0.3934 | 0.3934 | 0.4897 | 0.8612 | 0 | 0 | 0.9473 | 0.9473 |
122 | 0.6044 | 0.2882 | 0.3408 | 0.4132 | 0.2517 | 0.5565 | 0.746 | 0.5122 | 0.7297 |
123 | 1.0867 | 0.5948 | 0.4255 | 0.5577 | 3.0106 | 1.3745 | 1.1724 | 1.7712 | 1.0769 |
124 | 1.8296 | 0.8166 | 0.5233 | 0.7633 | 26.0402 | 7.5409 | 2.7461 | 5.209 | 2.1099 |
125 | 2.8167 | 0.8081 | 0.5802 | 0.8819 | 21.6681 | 10.3664 | 3.2197 | 4.7517 | 2.6383 |
126 | 4.563 | 0.8239 | 0.6208 | 0.9684 | 26.516 | 13.058 | 3.6136 | 5.2564 | 3.0746 |
127 | 7.1108 | 0.7885 | 0.6448 | 1.016 | 16.3894 | 13.5339 | 3.6788 | 4.1325 | 3.2258 |
128 | 11.3837 | 0.7763 | 0.6612 | 1.0476 | 14.0635 | 13.6001 | 3.6878 | 3.8281 | 3.301 |
129 | 18.7488 | 0.708 | 0.6664 | 1.053 | 6.8434 | 12.8493 | 3.5846 | 2.6704 | 3.231 |
130 | 31.6408 | 0.5633 | 0.6561 | 1.0261 | 1.9234 | 11.7567 | 3.4288 | 1.4157 | 3.0494 |
131 | 57.1065 | 0.4989 | 0.6418 | 0.9932 | 1.1463 | 10.7922 | 3.2851 | 1.0929 | 2.8716 |
132 | 110.5295 | 0.3198 | 0.615 | 0.9422 | 0.2549 | 9.9141 | 3.1487 | 0.5154 | 2.6752 |