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[84]) |
72 | 102 | - | - | - | - | - | - | - |
73 | 106 | - | - | - | - | - | - | - |
74 | 105.3 | - | - | - | - | - | - | - |
75 | 118.8 | - | - | - | - | - | - | - |
76 | 106.1 | - | - | - | - | - | - | - |
77 | 109.3 | - | - | - | - | - | - | - |
78 | 117.2 | - | - | - | - | - | - | - |
79 | 92.5 | - | - | - | - | - | - | - |
80 | 104.2 | - | - | - | - | - | - | - |
81 | 112.5 | - | - | - | - | - | - | - |
82 | 122.4 | - | - | - | - | - | - | - |
83 | 113.3 | - | - | - | - | - | - | - |
84 | 100 | - | - | - | - | - | - | - |
85 | 110.7 | 107.1671 | 101.3562 | 112.9779 | 0.1167 | 0.9922 | 0.6531 | 0.9922 |
86 | 112.8 | 105.1605 | 99.3499 | 110.9711 | 0.005 | 0.0308 | 0.4812 | 0.9591 |
87 | 109.8 | 115.2545 | 109.099 | 121.4101 | 0.0412 | 0.7828 | 0.1295 | 1 |
88 | 117.3 | 109.2988 | 102.3471 | 116.2506 | 0.012 | 0.4438 | 0.8164 | 0.9956 |
89 | 109.1 | 106.1149 | 99.1206 | 113.1092 | 0.2014 | 9e-04 | 0.186 | 0.9567 |
90 | 115.9 | 115.3554 | 108.0014 | 122.7094 | 0.4423 | 0.9523 | 0.3115 | 1 |
91 | 96 | 92.4192 | 84.7771 | 100.0612 | 0.1792 | 0 | 0.4917 | 0.0259 |
92 | 99.8 | 101.157 | 93.4172 | 108.8969 | 0.3656 | 0.9042 | 0.2205 | 0.6152 |
93 | 116.8 | 113.7184 | 105.7244 | 121.7125 | 0.225 | 0.9997 | 0.6174 | 0.9996 |
94 | 115.7 | 118.11 | 109.966 | 126.2539 | 0.281 | 0.6237 | 0.1509 | 1 |
95 | 99.4 | 109.5963 | 101.3363 | 117.8563 | 0.0078 | 0.0738 | 0.1897 | 0.9886 |
96 | 94.3 | 101.1365 | 92.7088 | 109.5642 | 0.0559 | 0.6568 | 0.6042 | 0.6042 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
85 | 0.0277 | 0.033 | 0 | 12.4816 | 0 | 0 |
86 | 0.0282 | 0.0726 | 0.0528 | 58.362 | 35.4218 | 5.9516 |
87 | 0.0272 | -0.0473 | 0.051 | 29.7519 | 33.5318 | 5.7907 |
88 | 0.0325 | 0.0732 | 0.0565 | 64.0187 | 41.1535 | 6.4151 |
89 | 0.0336 | 0.0281 | 0.0509 | 8.9108 | 34.705 | 5.8911 |
90 | 0.0325 | 0.0047 | 0.0432 | 0.2966 | 28.9703 | 5.3824 |
91 | 0.0422 | 0.0387 | 0.0425 | 12.8224 | 26.6634 | 5.1637 |
92 | 0.039 | -0.0134 | 0.0389 | 1.8416 | 23.5607 | 4.8539 |
93 | 0.0359 | 0.0271 | 0.0376 | 9.496 | 21.9979 | 4.6902 |
94 | 0.0352 | -0.0204 | 0.0359 | 5.8079 | 20.3789 | 4.5143 |
95 | 0.0385 | -0.093 | 0.0411 | 103.9646 | 27.9776 | 5.2894 |
96 | 0.0425 | -0.0676 | 0.0433 | 46.7378 | 29.541 | 5.4352 |