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[81]) |
69 | 141.5 | - | - | - | - | - | - | - |
70 | 140.7 | - | - | - | - | - | - | - |
71 | 140.2 | - | - | - | - | - | - | - |
72 | 100.2 | - | - | - | - | - | - | - |
73 | 125.7 | - | - | - | - | - | - | - |
74 | 119.6 | - | - | - | - | - | - | - |
75 | 134.7 | - | - | - | - | - | - | - |
76 | 109 | - | - | - | - | - | - | - |
77 | 116.3 | - | - | - | - | - | - | - |
78 | 146.9 | - | - | - | - | - | - | - |
79 | 97.4 | - | - | - | - | - | - | - |
80 | 89.4 | - | - | - | - | - | - | - |
81 | 132.1 | - | - | - | - | - | - | - |
82 | 139.8 | 140.0296 | 109.4558 | 170.6034 | 0.4941 | 0.6944 | 0.4829 | 0.6944 |
83 | 129 | 139.5296 | 108.1735 | 170.8858 | 0.2552 | 0.4933 | 0.4833 | 0.6788 |
84 | 112.5 | 99.5296 | 67.4102 | 131.649 | 0.2143 | 0.0361 | 0.4837 | 0.0234 |
85 | 121.9 | 125.0296 | 92.1647 | 157.8945 | 0.426 | 0.7725 | 0.4841 | 0.3366 |
86 | 121.7 | 118.9296 | 85.3357 | 152.5235 | 0.4358 | 0.4312 | 0.4844 | 0.2211 |
87 | 123.1 | 134.0296 | 99.7222 | 168.3371 | 0.2662 | 0.7594 | 0.4847 | 0.5439 |
88 | 131.6 | 108.3296 | 73.3232 | 143.336 | 0.0963 | 0.2041 | 0.485 | 0.0916 |
89 | 119.3 | 115.6296 | 79.9379 | 151.3213 | 0.4201 | 0.1902 | 0.4853 | 0.1829 |
90 | 132.5 | 146.2296 | 109.8655 | 182.5937 | 0.2296 | 0.9267 | 0.4856 | 0.7768 |
91 | 98.3 | 96.7296 | 59.7054 | 133.7538 | 0.4669 | 0.0291 | 0.4858 | 0.0306 |
92 | 85.1 | 88.7296 | 51.0568 | 126.4024 | 0.4251 | 0.3093 | 0.4861 | 0.012 |
93 | 131.7 | 131.4296 | 93.1192 | 169.7401 | 0.4945 | 0.9911 | 0.4863 | 0.4863 |
94 | 129.3 | 139.3592 | 85.7261 | 192.9924 | 0.3566 | 0.6102 | 0.4936 | 0.6046 |
95 | 90.7 | 138.8592 | 83.4489 | 194.2696 | 0.0442 | 0.6324 | 0.6364 | 0.5945 |
96 | 78.6 | 98.8592 | 41.7269 | 155.9915 | 0.2435 | 0.6102 | 0.3199 | 0.1271 |
97 | 68.9 | 124.3592 | 65.5554 | 183.1631 | 0.0323 | 0.9364 | 0.5327 | 0.3982 |
98 | 79.1 | 118.2592 | 57.83 | 178.6884 | 0.102 | 0.9453 | 0.4556 | 0.3267 |
99 | 83.5 | 133.3592 | 71.3473 | 195.3712 | 0.0575 | 0.9568 | 0.6271 | 0.5159 |
100 | 74.1 | 107.6592 | 44.1039 | 171.2145 | 0.1503 | 0.7719 | 0.2302 | 0.2255 |
101 | 59.7 | 114.9592 | 49.8972 | 180.0213 | 0.048 | 0.8908 | 0.448 | 0.3028 |
102 | 93.3 | 145.5592 | 79.0246 | 212.0939 | 0.0618 | 0.9943 | 0.6498 | 0.6541 |
103 | 61.3 | 96.0592 | 28.0838 | 164.0346 | 0.1581 | 0.5317 | 0.4742 | 0.1494 |
104 | 56.6 | 88.0592 | 18.673 | 157.4455 | 0.1871 | 0.7751 | 0.5333 | 0.1067 |
105 | 98.5 | 130.7592 | 59.9903 | 201.5282 | 0.1858 | 0.98 | 0.4896 | 0.4852 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
82 | 0.1114 | -0.0016 | 0 | 0.0527 | 0 | 0 |
83 | 0.1147 | -0.0755 | 0.0386 | 110.8728 | 55.4627 | 7.4473 |
84 | 0.1646 | 0.1303 | 0.0691 | 168.2309 | 93.0521 | 9.6464 |
85 | 0.1341 | -0.025 | 0.0581 | 9.7945 | 72.2377 | 8.4993 |
86 | 0.1441 | 0.0233 | 0.0511 | 7.675 | 59.3252 | 7.7023 |
87 | 0.1306 | -0.0815 | 0.0562 | 119.4565 | 69.3471 | 8.3275 |
88 | 0.1649 | 0.2148 | 0.0789 | 541.5109 | 136.799 | 11.6961 |
89 | 0.1575 | 0.0317 | 0.073 | 13.4717 | 121.3831 | 11.0174 |
90 | 0.1269 | -0.0939 | 0.0753 | 188.5023 | 128.8408 | 11.3508 |
91 | 0.1953 | 0.0162 | 0.0694 | 2.4661 | 116.2033 | 10.7798 |
92 | 0.2166 | -0.0409 | 0.0668 | 13.1741 | 106.837 | 10.3362 |
93 | 0.1487 | 0.0021 | 0.0614 | 0.0731 | 97.9401 | 9.8965 |
94 | 0.1964 | -0.0722 | 0.0622 | 101.1881 | 98.1899 | 9.9091 |
95 | 0.2036 | -0.3468 | 0.0826 | 2319.3113 | 256.8414 | 16.0263 |
96 | 0.2949 | -0.2049 | 0.0907 | 410.4363 | 267.0811 | 16.3426 |
97 | 0.2413 | -0.446 | 0.1129 | 3075.726 | 442.6214 | 21.0386 |
98 | 0.2607 | -0.3311 | 0.1258 | 1533.4452 | 506.7875 | 22.5119 |
99 | 0.2372 | -0.3739 | 0.1395 | 2485.9426 | 616.7406 | 24.8343 |
100 | 0.3012 | -0.3117 | 0.1486 | 1126.2218 | 643.5554 | 25.3684 |
101 | 0.2888 | -0.4807 | 0.1652 | 3053.5823 | 764.0567 | 27.6416 |
102 | 0.2332 | -0.359 | 0.1744 | 2731.0269 | 857.722 | 29.2869 |
103 | 0.361 | -0.3619 | 0.183 | 1208.204 | 873.653 | 29.5576 |
104 | 0.402 | -0.3573 | 0.1905 | 989.683 | 878.6977 | 29.6428 |
105 | 0.2761 | -0.2467 | 0.1929 | 1040.6578 | 885.4461 | 29.7564 |