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]) |
188 | 69.3 | - | - | - | - | - | - | - |
189 | 75.2 | - | - | - | - | - | - | - |
190 | 83.5 | - | - | - | - | - | - | - |
191 | 90.5 | - | - | - | - | - | - | - |
192 | 92.2 | - | - | - | - | - | - | - |
193 | 110.5 | - | - | - | - | - | - | - |
194 | 101.8 | - | - | - | - | - | - | - |
195 | 107.4 | - | - | - | - | - | - | - |
196 | 95.5 | - | - | - | - | - | - | - |
197 | 84.5 | - | - | - | - | - | - | - |
198 | 81.1 | - | - | - | - | - | - | - |
199 | 86.2 | - | - | - | - | - | - | - |
200 | 91.5 | - | - | - | - | - | - | - |
201 | 84.7 | 88.8006 | 80.1487 | 96.6813 | 0.1539 | 0.251 | 0.9996 | 0.251 |
202 | 92.2 | 93.4546 | 83.8783 | 102.1369 | 0.3885 | 0.9759 | 0.9877 | 0.6705 |
203 | 99.2 | 96.4949 | 86.5495 | 105.507 | 0.2782 | 0.8249 | 0.9039 | 0.8613 |
204 | 104.5 | 102.1518 | 92.3224 | 111.115 | 0.3038 | 0.7407 | 0.9852 | 0.9901 |
205 | 113 | 107.6676 | 97.9851 | 116.5485 | 0.1196 | 0.7577 | 0.2659 | 0.9998 |
206 | 100.4 | 101.031 | 90.2319 | 110.7824 | 0.4495 | 0.0081 | 0.4386 | 0.9723 |
207 | 101 | 100.8147 | 89.595 | 110.9051 | 0.4856 | 0.5321 | 0.1004 | 0.9648 |
208 | 84.8 | 91.1853 | 78.1671 | 102.5642 | 0.1357 | 0.0455 | 0.2287 | 0.4784 |
209 | 86.5 | 89.063 | 75.2421 | 101.0102 | 0.3371 | 0.7578 | 0.7729 | 0.3447 |
210 | 91.7 | 86.9792 | 72.3206 | 99.5013 | 0.23 | 0.5299 | 0.8213 | 0.2396 |
211 | 94.8 | 88.9819 | 74.2975 | 101.565 | 0.1824 | 0.336 | 0.6676 | 0.3474 |
212 | 95 | 89.081 | 74.0055 | 101.9511 | 0.1837 | 0.1919 | 0.3563 | 0.3563 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
201 | 0.0453 | -0.0484 | 0.0484 | 0.0473 | 16.8149 | 0 | 0 | -0.6643 | 0.6643 |
202 | 0.0474 | -0.0136 | 0.031 | 0.0304 | 1.574 | 9.1945 | 3.0322 | -0.2033 | 0.4338 |
203 | 0.0477 | 0.0273 | 0.0298 | 0.0295 | 7.3176 | 8.5688 | 2.9273 | 0.4382 | 0.4353 |
204 | 0.0448 | 0.0225 | 0.0279 | 0.0278 | 5.5141 | 7.8052 | 2.7938 | 0.3804 | 0.4216 |
205 | 0.0421 | 0.0472 | 0.0318 | 0.0319 | 28.4347 | 11.9311 | 3.4541 | 0.8639 | 0.51 |
206 | 0.0492 | -0.0063 | 0.0275 | 0.0276 | 0.3981 | 10.0089 | 3.1637 | -0.1022 | 0.442 |
207 | 0.0511 | 0.0018 | 0.0239 | 0.0239 | 0.0343 | 8.584 | 2.9298 | 0.03 | 0.3832 |
208 | 0.0637 | -0.0753 | 0.0303 | 0.03 | 40.7718 | 12.6074 | 3.5507 | -1.0344 | 0.4646 |
209 | 0.0684 | -0.0296 | 0.0302 | 0.0299 | 6.5689 | 11.9365 | 3.4549 | -0.4152 | 0.4591 |
210 | 0.0735 | 0.0515 | 0.0323 | 0.0322 | 22.2859 | 12.9714 | 3.6016 | 0.7648 | 0.4897 |
211 | 0.0721 | 0.0614 | 0.035 | 0.035 | 33.8498 | 14.8695 | 3.8561 | 0.9425 | 0.5308 |
212 | 0.0737 | 0.0623 | 0.0373 | 0.0375 | 35.0346 | 16.5499 | 4.0682 | 0.9589 | 0.5665 |