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[92]) |
80 | 1.6 | - | - | - | - | - | - | - |
81 | 1.6 | - | - | - | - | - | - | - |
82 | 1.2 | - | - | - | - | - | - | - |
83 | 1.2 | - | - | - | - | - | - | - |
84 | 1.5 | - | - | - | - | - | - | - |
85 | 1.6 | - | - | - | - | - | - | - |
86 | 1.7 | - | - | - | - | - | - | - |
87 | 1.8 | - | - | - | - | - | - | - |
88 | 1.8 | - | - | - | - | - | - | - |
89 | 1.8 | - | - | - | - | - | - | - |
90 | 1.3 | - | - | - | - | - | - | - |
91 | 1.3 | - | - | - | - | - | - | - |
92 | 1.4 | - | - | - | - | - | - | - |
93 | 1.1 | 1.3882 | 0.832 | 1.9445 | 0.1549 | 0.4835 | 0.2278 | 0.4835 |
94 | 1.5 | 1.6587 | 0.8541 | 2.4633 | 0.3495 | 0.9132 | 0.8681 | 0.7357 |
95 | 2.2 | 1.7244 | 0.7288 | 2.72 | 0.1746 | 0.6707 | 0.8491 | 0.7385 |
96 | 2.9 | 1.5619 | 0.4497 | 2.6742 | 0.0092 | 0.1304 | 0.5435 | 0.6123 |
97 | 3.1 | 1.4637 | 0.2742 | 2.6532 | 0.0035 | 0.009 | 0.4111 | 0.5418 |
98 | 3.5 | 1.4075 | 0.1383 | 2.6766 | 6e-04 | 0.0045 | 0.3257 | 0.5046 |
99 | 3.6 | 1.3923 | 0.0286 | 2.7561 | 8e-04 | 0.0012 | 0.279 | 0.4956 |
100 | 4.4 | 1.4121 | -0.042 | 2.8661 | 0 | 0.0016 | 0.3005 | 0.5065 |
101 | 4.2 | 1.3956 | -0.1307 | 2.9218 | 2e-04 | 1e-04 | 0.3018 | 0.4977 |
102 | 5.2 | 1.6201 | 0.0309 | 3.2093 | 0 | 7e-04 | 0.6535 | 0.607 |
103 | 5.8 | 1.6234 | -0.032 | 3.2787 | 0 | 0 | 0.6491 | 0.6043 |
104 | 5.9 | 1.5911 | -0.1344 | 3.3167 | 0 | 0 | 0.5859 | 0.5859 |
105 | 5.4 | 1.6015 | -0.1366 | 3.3396 | 0 | 0 | 0.7141 | 0.5899 |
106 | 5.5 | 1.4582 | -0.2889 | 3.2053 | 0 | 0 | 0.4813 | 0.526 |
107 | 4.7 | 1.4182 | -0.3371 | 3.1735 | 1e-04 | 0 | 0.1913 | 0.5081 |
108 | 3.1 | 1.5025 | -0.2675 | 3.2724 | 0.0384 | 2e-04 | 0.0609 | 0.5452 |
109 | 2.6 | 1.5582 | -0.2324 | 3.3489 | 0.1271 | 0.0457 | 0.0457 | 0.5687 |
110 | 2.3 | 1.5857 | -0.2231 | 3.3945 | 0.2195 | 0.1359 | 0.019 | 0.5797 |
111 | 1.9 | 1.5876 | -0.2345 | 3.4097 | 0.3684 | 0.2218 | 0.0152 | 0.58 |
112 | 0.6 | 1.5757 | -0.2593 | 3.4108 | 0.1487 | 0.3645 | 0.0013 | 0.5744 |
113 | 0.6 | 1.587 | -0.2642 | 3.4382 | 0.148 | 0.852 | 0.0028 | 0.5785 |
114 | -0.4 | 1.4795 | -0.3894 | 3.3484 | 0.0244 | 0.8218 | 0 | 0.5332 |
115 | -1.1 | 1.4768 | -0.4077 | 3.3614 | 0.0037 | 0.9745 | 0 | 0.5318 |
116 | -1.7 | 1.4901 | -0.4082 | 3.3884 | 5e-04 | 0.9963 | 0 | 0.5371 |
117 | -0.8 | 1.4847 | -0.4485 | 3.418 | 0.0103 | 0.9994 | 0 | 0.5342 |
118 | -1.2 | 1.5569 | -0.4142 | 3.5281 | 0.0031 | 0.9905 | 0 | 0.562 |
119 | -1 | 1.5775 | -0.4315 | 3.5865 | 0.006 | 0.9966 | 0.0012 | 0.5687 |
120 | -0.1 | 1.5352 | -0.5055 | 3.5759 | 0.0581 | 0.9926 | 0.0664 | 0.5517 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
93 | 0.2044 | -0.2076 | 0 | 0.0831 | 0 | 0 |
94 | 0.2475 | -0.0957 | 0.1517 | 0.0252 | 0.0541 | 0.2327 |
95 | 0.2946 | 0.2758 | 0.193 | 0.2262 | 0.1115 | 0.3339 |
96 | 0.3633 | 0.8567 | 0.3589 | 1.7904 | 0.5312 | 0.7288 |
97 | 0.4146 | 1.118 | 0.5107 | 2.6775 | 0.9605 | 0.98 |
98 | 0.4601 | 1.4867 | 0.6734 | 4.3787 | 1.5302 | 1.237 |
99 | 0.4997 | 1.5856 | 0.8037 | 4.8738 | 2.0078 | 1.417 |
100 | 0.5254 | 2.116 | 0.9678 | 8.9278 | 2.8728 | 1.6949 |
101 | 0.558 | 2.0095 | 1.0835 | 7.8647 | 3.4275 | 1.8513 |
102 | 0.5005 | 2.2097 | 1.1961 | 12.8157 | 4.3663 | 2.0896 |
103 | 0.5202 | 2.5728 | 1.3213 | 17.444 | 5.5552 | 2.3569 |
104 | 0.5533 | 2.7081 | 1.4368 | 18.5664 | 6.6395 | 2.5767 |
105 | 0.5537 | 2.3718 | 1.5088 | 14.4286 | 7.2386 | 2.6905 |
106 | 0.6113 | 2.7718 | 1.599 | 16.3363 | 7.8885 | 2.8086 |
107 | 0.6315 | 2.3141 | 1.6466 | 10.7702 | 8.0806 | 2.8426 |
108 | 0.601 | 1.0633 | 1.6102 | 2.5521 | 7.735 | 2.7812 |
109 | 0.5863 | 0.6686 | 1.5548 | 1.0853 | 7.3439 | 2.71 |
110 | 0.582 | 0.4505 | 1.4934 | 0.5102 | 6.9642 | 2.639 |
111 | 0.5856 | 0.1968 | 1.4252 | 0.0976 | 6.6028 | 2.5696 |
112 | 0.5942 | -0.6192 | 1.3849 | 0.9521 | 6.3203 | 2.514 |
113 | 0.5952 | -0.6219 | 1.3486 | 0.9741 | 6.0657 | 2.4629 |
114 | 0.6445 | -1.2704 | 1.345 | 3.5326 | 5.9506 | 2.4394 |
115 | 0.6511 | -1.7448 | 1.3624 | 6.6401 | 5.9805 | 2.4455 |
116 | 0.65 | -2.1408 | 1.3948 | 10.1769 | 6.1554 | 2.481 |
117 | 0.6643 | -1.5388 | 1.4006 | 5.2201 | 6.118 | 2.4735 |
118 | 0.6459 | -1.7707 | 1.4148 | 7.6007 | 6.175 | 2.485 |
119 | 0.6498 | -1.6339 | 1.4229 | 6.6436 | 6.1924 | 2.4884 |
120 | 0.6782 | -1.0651 | 1.4102 | 2.6739 | 6.0667 | 2.4631 |