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[96]) |
84 | 123.1576893 | - | - | - | - | - | - | - |
85 | 116.3400234 | - | - | - | - | - | - | - |
86 | 108.6119282 | - | - | - | - | - | - | - |
87 | 125.8982264 | - | - | - | - | - | - | - |
88 | 112.8003105 | - | - | - | - | - | - | - |
89 | 107.5182447 | - | - | - | - | - | - | - |
90 | 135.0955413 | - | - | - | - | - | - | - |
91 | 115.5096488 | - | - | - | - | - | - | - |
92 | 115.8640759 | - | - | - | - | - | - | - |
93 | 104.5883906 | - | - | - | - | - | - | - |
94 | 163.7213386 | - | - | - | - | - | - | - |
95 | 113.4482275 | - | - | - | - | - | - | - |
96 | 98.0428844 | - | - | - | - | - | - | - |
97 | 116.7869 | 107.3485 | 77.0707 | 137.6262 | 0.2706 | 0.7265 | 0.2803 | 0.7265 |
98 | 126.533 | 99.6204 | 67.9747 | 131.266 | 0.0478 | 0.1438 | 0.2888 | 0.5389 |
99 | 113.0337 | 116.9067 | 83.9498 | 149.8635 | 0.4089 | 0.2835 | 0.2964 | 0.869 |
100 | 124.3392 | 103.8088 | 69.5909 | 138.0266 | 0.1198 | 0.2986 | 0.3033 | 0.6294 |
101 | 109.8299 | 98.5267 | 63.0927 | 133.9607 | 0.2659 | 0.0767 | 0.3095 | 0.5107 |
102 | 124.4435 | 126.104 | 89.4942 | 162.7137 | 0.4646 | 0.8082 | 0.3151 | 0.9335 |
103 | 111.5039 | 106.5181 | 68.7692 | 144.267 | 0.3979 | 0.176 | 0.3203 | 0.67 |
104 | 102.035 | 106.8725 | 68.0178 | 145.7272 | 0.4036 | 0.4076 | 0.3251 | 0.672 |
105 | 116.8727 | 95.5968 | 55.667 | 135.5267 | 0.1482 | 0.376 | 0.3295 | 0.4522 |
106 | 112.2073 | 154.7298 | 113.753 | 195.7066 | 0.021 | 0.9649 | 0.3336 | 0.9967 |
107 | 101.1514 | 104.4567 | 62.459 | 146.4544 | 0.4387 | 0.3588 | 0.3374 | 0.6177 |
108 | 124.4255 | 89.0513 | 46.057 | 132.0457 | 0.0534 | 0.2906 | 0.3409 | 0.3409 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
97 | 0.1439 | 0.0879 | 0 | 89.0831 | 0 | 0 |
98 | 0.1621 | 0.2702 | 0.179 | 724.2919 | 406.6875 | 20.1665 |
99 | 0.1438 | -0.0331 | 0.1304 | 15.0002 | 276.1251 | 16.617 |
100 | 0.1682 | 0.1978 | 0.1472 | 421.4999 | 312.4688 | 17.6768 |
101 | 0.1835 | 0.1147 | 0.1407 | 127.762 | 275.5274 | 16.599 |
102 | 0.1481 | -0.0132 | 0.1195 | 2.7573 | 230.0657 | 15.1679 |
103 | 0.1808 | 0.0468 | 0.1091 | 24.8587 | 200.7505 | 14.1686 |
104 | 0.1855 | -0.0453 | 0.1011 | 23.4016 | 178.5818 | 13.3635 |
105 | 0.2131 | 0.2226 | 0.1146 | 452.6607 | 209.0351 | 14.458 |
106 | 0.1351 | -0.2748 | 0.1306 | 1808.1605 | 368.9476 | 19.208 |
107 | 0.2051 | -0.0316 | 0.1216 | 10.9249 | 336.4001 | 18.3412 |
108 | 0.2463 | 0.3972 | 0.1446 | 1251.3328 | 412.6445 | 20.3137 |