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[152]) |
140 | 8.4 | - | - | - | - | - | - | - |
141 | 8.4 | - | - | - | - | - | - | - |
142 | 8.4 | - | - | - | - | - | - | - |
143 | 8.4 | - | - | - | - | - | - | - |
144 | 8.6 | - | - | - | - | - | - | - |
145 | 8.9 | - | - | - | - | - | - | - |
146 | 8.8 | - | - | - | - | - | - | - |
147 | 8.3 | - | - | - | - | - | - | - |
148 | 7.5 | - | - | - | - | - | - | - |
149 | 7.2 | - | - | - | - | - | - | - |
150 | 7.4 | - | - | - | - | - | - | - |
151 | 8.8 | - | - | - | - | - | - | - |
152 | 9.3 | - | - | - | - | - | - | - |
153 | 9.3 | 9.3562 | 9.043 | 9.6693 | 0.3626 | 0.6374 | 1 | 0.6374 |
154 | 8.7 | 9.1871 | 8.6133 | 9.7609 | 0.0481 | 0.3499 | 0.9964 | 0.3499 |
155 | 8.2 | 9.0239 | 8.2277 | 9.8201 | 0.0213 | 0.7874 | 0.9377 | 0.2483 |
156 | 8.3 | 9.1868 | 8.2554 | 10.1182 | 0.031 | 0.9811 | 0.8915 | 0.4058 |
157 | 8.5 | 9.5071 | 8.4931 | 10.521 | 0.0258 | 0.9902 | 0.8797 | 0.6555 |
158 | 8.6 | 9.4619 | 8.3818 | 10.542 | 0.0589 | 0.9596 | 0.8852 | 0.6156 |
159 | 8.5 | 9.0746 | 7.9191 | 10.2301 | 0.1649 | 0.7896 | 0.9056 | 0.3511 |
160 | 8.2 | 8.4822 | 7.2419 | 9.7226 | 0.3278 | 0.4888 | 0.9397 | 0.0981 |
161 | 8.1 | 8.1755 | 6.8521 | 9.4989 | 0.4555 | 0.4855 | 0.9257 | 0.0479 |
162 | 7.9 | 8.2834 | 6.8886 | 9.6782 | 0.295 | 0.6017 | 0.8928 | 0.0766 |
163 | 8.6 | 9.4087 | 7.9517 | 10.8656 | 0.1383 | 0.9788 | 0.7936 | 0.5581 |
164 | 8.7 | 9.7853 | 8.2696 | 11.3009 | 0.0802 | 0.9373 | 0.7348 | 0.7348 |
165 | 8.7 | 9.8416 | 8.2041 | 11.4791 | 0.0859 | 0.9141 | 0.7416 | 0.7416 |
166 | 8.5 | 9.7658 | 7.9724 | 11.5591 | 0.0833 | 0.8779 | 0.8779 | 0.6946 |
167 | 8.4 | 9.66 | 7.7062 | 11.6139 | 0.1031 | 0.8777 | 0.9285 | 0.641 |
168 | 8.5 | 9.8143 | 7.7293 | 11.8993 | 0.1083 | 0.9082 | 0.9227 | 0.6856 |
169 | 8.7 | 10.081 | 7.8901 | 12.2719 | 0.1083 | 0.9214 | 0.9214 | 0.7576 |
170 | 8.7 | 10.008 | 7.721 | 12.2949 | 0.1312 | 0.8688 | 0.8862 | 0.728 |
171 | 8.6 | 9.6365 | 7.25 | 12.0231 | 0.1973 | 0.7791 | 0.8247 | 0.6089 |
172 | 8.5 | 9.0895 | 6.6 | 11.5791 | 0.3213 | 0.65 | 0.7581 | 0.4342 |
173 | 8.3 | 8.7968 | 6.2066 | 11.3869 | 0.3535 | 0.5888 | 0.701 | 0.3517 |
174 | 8 | 8.8919 | 6.2087 | 11.5752 | 0.2574 | 0.6673 | 0.7656 | 0.3828 |
175 | 8.2 | 9.9802 | 7.2102 | 12.7502 | 0.1039 | 0.9194 | 0.8356 | 0.6849 |
176 | 8.1 | 10.3403 | 7.4866 | 13.194 | 0.0619 | 0.9292 | 0.87 | 0.7625 |
177 | 8.1 | 10.4 | 7.4154 | 13.3847 | 0.0655 | 0.9345 | 0.8679 | 0.765 |
178 | 8 | 10.339 | 7.1984 | 13.4796 | 0.0722 | 0.9188 | 0.8744 | 0.7416 |
179 | 7.9 | 10.2407 | 6.939 | 13.5424 | 0.0823 | 0.9083 | 0.8627 | 0.7117 |
180 | 7.9 | 10.3922 | 6.9495 | 13.8349 | 0.078 | 0.922 | 0.8593 | 0.733 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
153 | 0.0171 | -0.006 | 0 | 0.0032 | 0 | 0 |
154 | 0.0319 | -0.053 | 0.0295 | 0.2373 | 0.1202 | 0.3467 |
155 | 0.045 | -0.0913 | 0.0501 | 0.6788 | 0.3064 | 0.5535 |
156 | 0.0517 | -0.0965 | 0.0617 | 0.7864 | 0.4264 | 0.653 |
157 | 0.0544 | -0.1059 | 0.0706 | 1.0142 | 0.544 | 0.7375 |
158 | 0.0582 | -0.0911 | 0.074 | 0.7429 | 0.5771 | 0.7597 |
159 | 0.065 | -0.0633 | 0.0725 | 0.3302 | 0.5418 | 0.7361 |
160 | 0.0746 | -0.0333 | 0.0676 | 0.0796 | 0.4841 | 0.6957 |
161 | 0.0826 | -0.0092 | 0.0611 | 0.0057 | 0.4309 | 0.6564 |
162 | 0.0859 | -0.0463 | 0.0596 | 0.147 | 0.4025 | 0.6344 |
163 | 0.079 | -0.0859 | 0.062 | 0.6539 | 0.4254 | 0.6522 |
164 | 0.079 | -0.1109 | 0.0661 | 1.1778 | 0.4881 | 0.6986 |
165 | 0.0849 | -0.116 | 0.0699 | 1.3033 | 0.5508 | 0.7422 |
166 | 0.0937 | -0.1296 | 0.0742 | 1.6021 | 0.6259 | 0.7911 |
167 | 0.1032 | -0.1304 | 0.0779 | 1.5877 | 0.69 | 0.8307 |
168 | 0.1084 | -0.1339 | 0.0814 | 1.7273 | 0.7548 | 0.8688 |
169 | 0.1109 | -0.137 | 0.0847 | 1.9071 | 0.8226 | 0.907 |
170 | 0.1166 | -0.1307 | 0.0872 | 1.7108 | 0.872 | 0.9338 |
171 | 0.1264 | -0.1076 | 0.0883 | 1.0744 | 0.8826 | 0.9395 |
172 | 0.1397 | -0.0649 | 0.0871 | 0.3475 | 0.8559 | 0.9251 |
173 | 0.1502 | -0.0565 | 0.0857 | 0.2468 | 0.8269 | 0.9093 |
174 | 0.154 | -0.1003 | 0.0863 | 0.7956 | 0.8254 | 0.9085 |
175 | 0.1416 | -0.1784 | 0.0904 | 3.1692 | 0.9273 | 0.963 |
176 | 0.1408 | -0.2167 | 0.0956 | 5.0189 | 1.0978 | 1.0478 |
177 | 0.1464 | -0.2212 | 0.1006 | 5.2902 | 1.2655 | 1.125 |
178 | 0.155 | -0.2262 | 0.1055 | 5.4709 | 1.4273 | 1.1947 |
179 | 0.1645 | -0.2286 | 0.11 | 5.479 | 1.5773 | 1.2559 |
180 | 0.169 | -0.2398 | 0.1147 | 6.2109 | 1.7428 | 1.3202 |