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 | 2.4696 | 2.1257 | 2.8894 | 0.3028 | 1 | 0.5751 | 1 |
122 | 1.741 | 1.6836 | 1.4711 | 1.9379 | 0.3292 | 0 | 0.2729 | 0.9084 |
123 | 2.917 | 3.1691 | 2.693 | 3.7607 | 0.2018 | 1 | 0.8578 | 1 |
124 | 6.249 | 5.3393 | 4.4172 | 6.5282 | 0.0668 | 1 | 0.3176 | 1 |
125 | 5.76 | 5.3693 | 4.4399 | 6.5684 | 0.2615 | 0.0752 | 0.2674 | 1 |
126 | 6.25 | 4.986 | 4.139 | 6.0729 | 0.0113 | 0.0814 | 0.8086 | 1 |
127 | 5.134 | 5.3823 | 4.4494 | 6.5865 | 0.343 | 0.0789 | 0.2913 | 1 |
128 | 4.831 | 4.1539 | 3.4814 | 5.0054 | 0.0595 | 0.012 | 0.2832 | 1 |
129 | 3.695 | 3.175 | 2.6963 | 3.7704 | 0.0435 | 0 | 0.8447 | 1 |
130 | 2.462 | 2.4495 | 2.1052 | 2.8708 | 0.4769 | 0 | 0.1941 | 1 |
131 | 2.146 | 2.018 | 1.7489 | 2.3436 | 0.2205 | 0.0038 | 0.4026 | 0.9989 |
132 | 1.579 | 1.5286 | 1.3394 | 1.7539 | 0.3305 | 0 | 0.5607 | 0.5607 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
121 | 0.0867 | -0.0469 | 0.0469 | 0.0458 | 0.0122 | 0 | 0 | -0.1129 | 0.1129 |
122 | 0.077 | 0.0329 | 0.0399 | 0.0396 | 0.0033 | 0.0078 | 0.0881 | 0.0586 | 0.0857 |
123 | 0.0952 | -0.0864 | 0.0554 | 0.054 | 0.0635 | 0.0264 | 0.1623 | -0.2573 | 0.1429 |
124 | 0.1136 | 0.1456 | 0.078 | 0.0798 | 0.8276 | 0.2267 | 0.4761 | 0.9286 | 0.3393 |
125 | 0.1139 | 0.0678 | 0.0759 | 0.0779 | 0.1526 | 0.2118 | 0.4603 | 0.3988 | 0.3512 |
126 | 0.1112 | 0.2022 | 0.097 | 0.1024 | 1.5977 | 0.4428 | 0.6654 | 1.2903 | 0.5077 |
127 | 0.1141 | -0.0484 | 0.09 | 0.0945 | 0.0617 | 0.3884 | 0.6232 | -0.2535 | 0.4714 |
128 | 0.1046 | 0.1402 | 0.0963 | 0.1015 | 0.4585 | 0.3971 | 0.6302 | 0.6912 | 0.4989 |
129 | 0.0957 | 0.1407 | 0.1012 | 0.1071 | 0.2704 | 0.3831 | 0.6189 | 0.5308 | 0.5024 |
130 | 0.0877 | 0.0051 | 0.0916 | 0.0969 | 2e-04 | 0.3448 | 0.5872 | 0.0127 | 0.4535 |
131 | 0.0823 | 0.0596 | 0.0887 | 0.0937 | 0.0164 | 0.3149 | 0.5612 | 0.1306 | 0.4241 |
132 | 0.0752 | 0.0319 | 0.084 | 0.0886 | 0.0025 | 0.2889 | 0.5375 | 0.0515 | 0.3931 |