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 | 2.4189 | 2.0258 | 2.9173 | 0.4069 | 0.9998 | 0.4842 | 0.9998 |
122 | 1.741 | 1.7873 | 1.5195 | 2.1199 | 0.3925 | 4e-04 | 0.5592 | 0.9483 |
123 | 2.917 | 2.9085 | 2.412 | 3.5464 | 0.4896 | 0.9998 | 0.5761 | 1 |
124 | 6.249 | 5.5186 | 4.4045 | 7.0287 | 0.1716 | 0.9996 | 0.4441 | 1 |
125 | 5.76 | 5.808 | 4.6199 | 7.426 | 0.4768 | 0.2966 | 0.5285 | 1 |
126 | 6.25 | 4.5375 | 3.6668 | 5.6971 | 0.0019 | 0.0194 | 0.5239 | 1 |
127 | 5.134 | 5.5347 | 4.4165 | 7.0507 | 0.3022 | 0.1775 | 0.4053 | 1 |
128 | 4.831 | 4.5142 | 3.6492 | 5.6659 | 0.2949 | 0.1458 | 0.5751 | 1 |
129 | 3.695 | 2.9368 | 2.4342 | 3.5831 | 0.0107 | 0 | 0.5838 | 1 |
130 | 2.462 | 2.6375 | 2.1988 | 3.197 | 0.2694 | 1e-04 | 0.5035 | 1 |
131 | 2.146 | 2.091 | 1.7642 | 2.5012 | 0.3964 | 0.0381 | 0.5609 | 0.9972 |
132 | 1.579 | 1.5132 | 1.2964 | 1.7795 | 0.3141 | 0 | 0.5065 | 0.5065 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
121 | 0.1051 | -0.0254 | 0.0254 | 0.0251 | 0.0036 | 0 | 0 | -0.0612 | 0.0612 |
122 | 0.0949 | -0.0266 | 0.026 | 0.0257 | 0.0021 | 0.0029 | 0.0535 | -0.0472 | 0.0542 |
123 | 0.1119 | 0.0029 | 0.0183 | 0.0181 | 1e-04 | 0.0019 | 0.044 | 0.0087 | 0.039 |
124 | 0.1396 | 0.1169 | 0.0429 | 0.0446 | 0.5335 | 0.1348 | 0.3672 | 0.7456 | 0.2157 |
125 | 0.1421 | -0.0083 | 0.036 | 0.0373 | 0.0023 | 0.1083 | 0.3291 | -0.049 | 0.1823 |
126 | 0.1304 | 0.274 | 0.0757 | 0.084 | 2.9328 | 0.5791 | 0.761 | 1.7481 | 0.4433 |
127 | 0.1397 | -0.078 | 0.076 | 0.0828 | 0.1606 | 0.5193 | 0.7206 | -0.409 | 0.4384 |
128 | 0.1302 | 0.0656 | 0.0747 | 0.0809 | 0.1003 | 0.4669 | 0.6833 | 0.3234 | 0.424 |
129 | 0.1123 | 0.2052 | 0.0892 | 0.0973 | 0.5749 | 0.4789 | 0.692 | 0.774 | 0.4629 |
130 | 0.1082 | -0.0713 | 0.0874 | 0.0945 | 0.0308 | 0.4341 | 0.6589 | -0.1791 | 0.4345 |
131 | 0.1001 | 0.0256 | 0.0818 | 0.0882 | 0.003 | 0.3949 | 0.6284 | 0.0561 | 0.4001 |
132 | 0.0898 | 0.0417 | 0.0785 | 0.0844 | 0.0043 | 0.3624 | 0.602 | 0.0672 | 0.3724 |