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 | 2.4471 | 2.1209 | 2.8416 | 0.3308 | 1 | 0.5358 | 1 |
122 | 1.741 | 1.7481 | 1.5332 | 2.0038 | 0.4783 | 0 | 0.4576 | 0.9654 |
123 | 2.917 | 3.2013 | 2.7368 | 3.7738 | 0.1652 | 1 | 0.8881 | 1 |
124 | 6.249 | 5.5974 | 4.6537 | 6.8058 | 0.1453 | 1 | 0.4809 | 1 |
125 | 5.76 | 5.4387 | 4.5286 | 6.6016 | 0.2941 | 0.086 | 0.3005 | 1 |
126 | 6.25 | 5.2792 | 4.4028 | 6.3968 | 0.0443 | 0.1996 | 0.9136 | 1 |
127 | 5.134 | 5.4693 | 4.5527 | 6.6412 | 0.2874 | 0.0958 | 0.3375 | 1 |
128 | 4.831 | 4.3019 | 3.6255 | 5.1518 | 0.1112 | 0.0275 | 0.4078 | 1 |
129 | 3.695 | 3.2628 | 2.7866 | 3.8504 | 0.0747 | 0 | 0.9066 | 1 |
130 | 2.462 | 2.4141 | 2.0895 | 2.8075 | 0.4057 | 0 | 0.1355 | 1 |
131 | 2.146 | 1.9927 | 1.7384 | 2.2975 | 0.1621 | 0.0013 | 0.3349 | 0.999 |
132 | 1.579 | 1.5221 | 1.3417 | 1.7353 | 0.3004 | 0 | 0.5405 | 0.5405 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
121 | 0.0822 | -0.0373 | 0.0373 | 0.0367 | 0.0078 | 0 | 0 | -0.0899 | 0.0899 |
122 | 0.0746 | -0.0041 | 0.0207 | 0.0204 | 1e-04 | 0.0039 | 0.0625 | -0.0072 | 0.0486 |
123 | 0.0912 | -0.0975 | 0.0463 | 0.0446 | 0.0808 | 0.0296 | 0.1719 | -0.2902 | 0.1291 |
124 | 0.1101 | 0.1043 | 0.0608 | 0.0609 | 0.4246 | 0.1283 | 0.3582 | 0.6651 | 0.2631 |
125 | 0.1091 | 0.0558 | 0.0598 | 0.0602 | 0.1032 | 0.1233 | 0.3511 | 0.328 | 0.2761 |
126 | 0.108 | 0.1553 | 0.0757 | 0.0782 | 0.9424 | 0.2598 | 0.5097 | 0.9909 | 0.3952 |
127 | 0.1093 | -0.0653 | 0.0742 | 0.0761 | 0.1125 | 0.2388 | 0.4886 | -0.3423 | 0.3877 |
128 | 0.1008 | 0.1095 | 0.0786 | 0.0811 | 0.28 | 0.2439 | 0.4939 | 0.5401 | 0.4067 |
129 | 0.0919 | 0.117 | 0.0829 | 0.0859 | 0.1868 | 0.2376 | 0.4874 | 0.4412 | 0.4106 |
130 | 0.0831 | 0.0195 | 0.0766 | 0.0792 | 0.0023 | 0.214 | 0.4626 | 0.0489 | 0.3744 |
131 | 0.0781 | 0.0715 | 0.0761 | 0.0788 | 0.0235 | 0.1967 | 0.4435 | 0.1565 | 0.3546 |
132 | 0.0715 | 0.0361 | 0.0728 | 0.0753 | 0.0032 | 0.1806 | 0.425 | 0.0581 | 0.3299 |