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[72]) |
60 | 102.3 | - | - | - | - | - | - | - |
61 | 99 | - | - | - | - | - | - | - |
62 | 100.7 | - | - | - | - | - | - | - |
63 | 115.5 | - | - | - | - | - | - | - |
64 | 100.7 | - | - | - | - | - | - | - |
65 | 109.9 | - | - | - | - | - | - | - |
66 | 114.6 | - | - | - | - | - | - | - |
67 | 85.4 | - | - | - | - | - | - | - |
68 | 100.5 | - | - | - | - | - | - | - |
69 | 114.8 | - | - | - | - | - | - | - |
70 | 116.5 | - | - | - | - | - | - | - |
71 | 112.9 | - | - | - | - | - | - | - |
72 | 102 | - | - | - | - | - | - | - |
73 | 106 | 104.6291 | 98.36 | 110.8981 | 0.3341 | 0.7945 | 0.9608 | 0.7945 |
74 | 105.3 | 104.889 | 98.6205 | 111.1576 | 0.4489 | 0.3642 | 0.9049 | 0.8168 |
75 | 118.8 | 116.5947 | 109.9978 | 123.1916 | 0.2562 | 0.9996 | 0.6275 | 1 |
76 | 106.1 | 106.3557 | 98.9623 | 113.7491 | 0.473 | 5e-04 | 0.9331 | 0.8759 |
77 | 109.3 | 109.0252 | 101.6015 | 116.4489 | 0.4711 | 0.78 | 0.4087 | 0.9682 |
78 | 117.2 | 114.2573 | 106.5109 | 122.0036 | 0.2283 | 0.8951 | 0.4654 | 0.999 |
79 | 92.5 | 90.191 | 82.1874 | 98.1946 | 0.2859 | 0 | 0.8797 | 0.0019 |
80 | 104.2 | 100.5248 | 92.451 | 108.5986 | 0.1861 | 0.9743 | 0.5024 | 0.3601 |
81 | 112.5 | 114.5878 | 106.3039 | 122.8716 | 0.3107 | 0.993 | 0.48 | 0.9986 |
82 | 122.4 | 117.5014 | 109.1064 | 125.8963 | 0.1264 | 0.8785 | 0.5924 | 0.9999 |
83 | 113.3 | 109.8448 | 101.371 | 118.3186 | 0.2121 | 0.0018 | 0.2399 | 0.9652 |
84 | 100 | 101.3831 | 92.7851 | 109.9812 | 0.3763 | 0.0033 | 0.4441 | 0.4441 |
85 | 110.7 | 102.8235 | 93.4662 | 112.1808 | 0.0495 | 0.7229 | 0.2529 | 0.5685 |
86 | 112.8 | 103.2284 | 93.8035 | 112.6532 | 0.0233 | 0.0601 | 0.3333 | 0.6008 |
87 | 109.8 | 113.8739 | 104.2336 | 123.5143 | 0.2038 | 0.5864 | 0.1583 | 0.9921 |
88 | 117.3 | 106.2349 | 96.3051 | 116.1647 | 0.0145 | 0.2408 | 0.5106 | 0.7984 |
89 | 109.1 | 105.2619 | 95.2544 | 115.2694 | 0.2261 | 0.0092 | 0.2145 | 0.7385 |
90 | 115.9 | 112.7793 | 102.5987 | 122.9598 | 0.274 | 0.7606 | 0.1974 | 0.981 |
91 | 96 | 89.0992 | 78.7847 | 99.4137 | 0.0949 | 0 | 0.2591 | 0.0071 |
92 | 99.8 | 98.4788 | 88.0921 | 108.8654 | 0.4016 | 0.68 | 0.1402 | 0.2532 |
93 | 116.8 | 113.0316 | 102.5303 | 123.5328 | 0.2409 | 0.9932 | 0.5395 | 0.9803 |
94 | 115.7 | 114.6121 | 104.0509 | 125.1734 | 0.42 | 0.3424 | 0.0742 | 0.9904 |
95 | 99.4 | 107.2338 | 96.6161 | 117.8514 | 0.0741 | 0.059 | 0.1314 | 0.833 |
96 | 94.3 | 100.1923 | 89.5025 | 110.882 | 0.14 | 0.5578 | 0.5141 | 0.3702 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
73 | 0.0306 | 0.0131 | 0 | 1.8795 | 0 | 0 |
74 | 0.0305 | 0.0039 | 0.0085 | 0.1689 | 1.0242 | 1.012 |
75 | 0.0289 | 0.0189 | 0.012 | 4.8633 | 2.3039 | 1.5179 |
76 | 0.0355 | -0.0024 | 0.0096 | 0.0654 | 1.7443 | 1.3207 |
77 | 0.0347 | 0.0025 | 0.0082 | 0.0755 | 1.4105 | 1.1877 |
78 | 0.0346 | 0.0258 | 0.0111 | 8.6596 | 2.6187 | 1.6182 |
79 | 0.0453 | 0.0256 | 0.0132 | 5.3315 | 3.0062 | 1.7339 |
80 | 0.041 | 0.0366 | 0.0161 | 13.5072 | 4.3189 | 2.0782 |
81 | 0.0369 | -0.0182 | 0.0163 | 4.3589 | 4.3233 | 2.0793 |
82 | 0.0365 | 0.0417 | 0.0189 | 23.9968 | 6.2906 | 2.5081 |
83 | 0.0394 | 0.0315 | 0.02 | 11.9383 | 6.8041 | 2.6085 |
84 | 0.0433 | -0.0136 | 0.0195 | 1.913 | 6.3965 | 2.5291 |
85 | 0.0464 | 0.0766 | 0.0239 | 62.0399 | 10.6767 | 3.2675 |
86 | 0.0466 | 0.0927 | 0.0288 | 91.616 | 16.4581 | 4.0569 |
87 | 0.0432 | -0.0358 | 0.0293 | 16.5971 | 16.4674 | 4.058 |
88 | 0.0477 | 0.1042 | 0.0339 | 122.437 | 23.0905 | 4.8053 |
89 | 0.0485 | 0.0365 | 0.0341 | 14.7308 | 22.5987 | 4.7538 |
90 | 0.0461 | 0.0277 | 0.0337 | 9.739 | 21.8843 | 4.6781 |
91 | 0.0591 | 0.0775 | 0.036 | 47.6209 | 23.2389 | 4.8207 |
92 | 0.0538 | 0.0134 | 0.0349 | 1.7457 | 22.1642 | 4.7079 |
93 | 0.0474 | 0.0333 | 0.0348 | 14.201 | 21.785 | 4.6674 |
94 | 0.047 | 0.0095 | 0.0337 | 1.1834 | 20.8486 | 4.566 |
95 | 0.0505 | -0.0731 | 0.0354 | 61.3682 | 22.6103 | 4.755 |
96 | 0.0544 | -0.0588 | 0.0364 | 34.719 | 23.1148 | 4.8078 |