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[200]) |
199 | 98.9 | - | - | - | - | - | - | - |
200 | 101.9 | - | - | - | - | - | - | - |
201 | 113.5 | 110.1121 | 95.3497 | 127.9892 | 0.3552 | 0.816 | 0.816 | 0.816 |
202 | 109.5 | 104.8322 | 89.3428 | 124.002 | 0.3166 | 0.1877 | 0.1877 | 0.6178 |
203 | 110 | 103.3479 | 87.9089 | 122.5056 | 0.2481 | 0.2645 | 0.2645 | 0.5589 |
204 | 114.2 | 107.4255 | 89.2152 | 130.7788 | 0.2848 | 0.4145 | 0.4145 | 0.6786 |
205 | 106.9 | 106.8089 | 87.1164 | 132.7029 | 0.4972 | 0.2879 | 0.2879 | 0.6449 |
206 | 109.2 | 105.3576 | 85.3976 | 131.8326 | 0.388 | 0.4545 | 0.4545 | 0.601 |
207 | 124.2 | 106.9126 | 85.5874 | 135.6941 | 0.1195 | 0.4381 | 0.4381 | 0.6336 |
208 | 104.7 | 107.4992 | 84.8402 | 138.6984 | 0.4302 | 0.147 | 0.147 | 0.6375 |
209 | 111.9 | 106.8808 | 83.6102 | 139.3238 | 0.3809 | 0.5524 | 0.5524 | 0.6183 |
210 | 119 | 107.3841 | 83.1959 | 141.5706 | 0.2527 | 0.3979 | 0.3979 | 0.6234 |
211 | 102.9 | 108.0179 | 82.7485 | 144.3095 | 0.3911 | 0.2766 | 0.2766 | 0.6295 |
212 | 106.3 | 107.9687 | 81.9384 | 145.8567 | 0.4656 | 0.6034 | 0.6034 | 0.6232 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
201 | 0.0828 | 0.0298 | 0.0298 | 0.0303 | 11.4777 | 0 | 0 | 0.4303 | 0.4303 |
202 | 0.0933 | 0.0426 | 0.0362 | 0.0369 | 21.7888 | 16.6332 | 4.0784 | 0.5929 | 0.5116 |
203 | 0.0946 | 0.0605 | 0.0443 | 0.0454 | 44.2508 | 25.8391 | 5.0832 | 0.845 | 0.6227 |
204 | 0.1109 | 0.0593 | 0.0481 | 0.0493 | 45.8942 | 30.8529 | 5.5545 | 0.8605 | 0.6822 |
205 | 0.1237 | 9e-04 | 0.0386 | 0.0396 | 0.0083 | 24.6839 | 4.9683 | 0.0116 | 0.5481 |
206 | 0.1282 | 0.0352 | 0.0381 | 0.039 | 14.7644 | 23.0307 | 4.799 | 0.4881 | 0.5381 |
207 | 0.1373 | 0.1392 | 0.0525 | 0.0548 | 298.8534 | 62.4339 | 7.9015 | 2.1959 | 0.7749 |
208 | 0.1481 | -0.0267 | 0.0493 | 0.0513 | 7.8355 | 55.6091 | 7.4572 | -0.3556 | 0.7225 |
209 | 0.1549 | 0.0449 | 0.0488 | 0.0507 | 25.192 | 52.2294 | 7.227 | 0.6375 | 0.713 |
210 | 0.1624 | 0.0976 | 0.0537 | 0.0559 | 134.9298 | 60.4995 | 7.7781 | 1.4755 | 0.7893 |
211 | 0.1714 | -0.0497 | 0.0533 | 0.0552 | 26.1933 | 57.3807 | 7.575 | -0.6501 | 0.7766 |
212 | 0.179 | -0.0157 | 0.0502 | 0.0519 | 2.7846 | 52.8311 | 7.2685 | -0.212 | 0.7296 |