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[93]) |
81 | 217.48 | - | - | - | - | - | - | - |
82 | 209.39 | - | - | - | - | - | - | - |
83 | 211.73 | - | - | - | - | - | - | - |
84 | 221 | - | - | - | - | - | - | - |
85 | 203.11 | - | - | - | - | - | - | - |
86 | 214.71 | - | - | - | - | - | - | - |
87 | 224.19 | - | - | - | - | - | - | - |
88 | 238.04 | - | - | - | - | - | - | - |
89 | 238.36 | - | - | - | - | - | - | - |
90 | 246.24 | - | - | - | - | - | - | - |
91 | 259.87 | - | - | - | - | - | - | - |
92 | 249.97 | - | - | - | - | - | - | - |
93 | 266.48 | - | - | - | - | - | - | - |
94 | 282.98 | 282.99 | 261.0338 | 304.9462 | 0.4996 | 0.9297 | 1 | 0.9297 |
95 | 306.31 | 299.5 | 250.4045 | 348.5955 | 0.3929 | 0.7452 | 0.9998 | 0.9063 |
96 | 301.73 | 316.01 | 233.8575 | 398.1625 | 0.3667 | 0.5915 | 0.9883 | 0.8813 |
97 | 314.62 | 332.52 | 212.261 | 452.779 | 0.3852 | 0.6921 | 0.9825 | 0.8591 |
98 | 332.62 | 349.03 | 186.1985 | 511.8615 | 0.4217 | 0.6606 | 0.947 | 0.8398 |
99 | 355.51 | 365.54 | 156.0913 | 574.9887 | 0.4626 | 0.621 | 0.907 | 0.823 |
100 | 370.32 | 382.05 | 122.2608 | 641.8392 | 0.4647 | 0.5794 | 0.8614 | 0.8084 |
101 | 408.13 | 398.56 | 84.9629 | 712.1571 | 0.4762 | 0.5701 | 0.8416 | 0.7955 |
102 | 433.58 | 415.07 | 44.4068 | 785.7332 | 0.461 | 0.5146 | 0.814 | 0.784 |
103 | 440.51 | 431.58 | 0.7684 | 862.3916 | 0.4838 | 0.4964 | 0.7827 | 0.7737 |
104 | 386.29 | 448.09 | -45.8023 | 941.9823 | 0.4031 | 0.512 | 0.7841 | 0.7645 |
105 | 342.84 | 464.6 | -95.1752 | 1024.3752 | 0.3349 | 0.608 | 0.7561 | 0.7561 |
106 | 254.97 | 481.11 | -147.2362 | 1109.4562 | 0.2403 | 0.6669 | 0.7317 | 0.7484 |
107 | 203.42 | 497.62 | -201.8837 | 1197.1237 | 0.2049 | 0.7517 | 0.704 | 0.7414 |
108 | 170.09 | 514.13 | -259.0273 | 1287.2873 | 0.1916 | 0.7846 | 0.7049 | 0.7349 |
109 | 174.03 | 530.64 | -318.5851 | 1379.8651 | 0.2052 | 0.7973 | 0.691 | 0.729 |
110 | 167.85 | 547.15 | -380.4829 | 1474.7829 | 0.2114 | 0.7848 | 0.6748 | 0.7234 |
111 | 177.01 | 563.66 | -444.6528 | 1571.9728 | 0.2261 | 0.7792 | 0.6571 | 0.7183 |
112 | 188.19 | 580.17 | -511.0328 | 1671.3728 | 0.2407 | 0.7655 | 0.6469 | 0.7134 |
113 | 211.2 | 596.68 | -579.5655 | 1772.9255 | 0.2603 | 0.752 | 0.6233 | 0.7089 |
114 | 240.91 | 613.19 | -650.1976 | 1876.5776 | 0.2818 | 0.7336 | 0.6097 | 0.7047 |
115 | 230.26 | 629.7 | -722.8798 | 1982.2798 | 0.2814 | 0.7134 | 0.608 | 0.7007 |
116 | 251.25 | 646.21 | -797.5661 | 2089.9861 | 0.2959 | 0.7139 | 0.6379 | 0.6969 |
117 | 241.66 | 662.72 | -874.2134 | 2199.6534 | 0.2956 | 0.7001 | 0.6583 | 0.6933 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
94 | 0.0396 | 0 | 0 | 1e-04 | 0 | 0 |
95 | 0.0836 | 0.0227 | 0.0114 | 46.3761 | 23.1881 | 4.8154 |
96 | 0.1326 | -0.0452 | 0.0227 | 203.9184 | 83.4315 | 9.1341 |
97 | 0.1845 | -0.0538 | 0.0304 | 320.41 | 142.6761 | 11.9447 |
98 | 0.238 | -0.047 | 0.0338 | 269.2881 | 167.9985 | 12.9614 |
99 | 0.2923 | -0.0274 | 0.0327 | 100.6009 | 156.7656 | 12.5206 |
100 | 0.3469 | -0.0307 | 0.0324 | 137.5929 | 154.0266 | 12.4107 |
101 | 0.4014 | 0.024 | 0.0314 | 91.5849 | 146.2214 | 12.0922 |
102 | 0.4556 | 0.0446 | 0.0328 | 342.6201 | 168.0435 | 12.9632 |
103 | 0.5093 | 0.0207 | 0.0316 | 79.7449 | 159.2136 | 12.618 |
104 | 0.5624 | -0.1379 | 0.0413 | 3819.24 | 491.9433 | 22.1798 |
105 | 0.6147 | -0.2621 | 0.0597 | 14825.4976 | 1686.4062 | 41.0659 |
106 | 0.6663 | -0.47 | 0.0913 | 51139.2996 | 5490.4749 | 74.0977 |
107 | 0.7172 | -0.5912 | 0.127 | 86553.64 | 11280.701 | 106.2106 |
108 | 0.7673 | -0.6692 | 0.1631 | 118363.5216 | 18419.5557 | 135.7187 |
109 | 0.8165 | -0.672 | 0.1949 | 127170.6921 | 25216.5017 | 158.797 |
110 | 0.865 | -0.6932 | 0.2242 | 143868.49 | 32196.0304 | 179.4325 |
111 | 0.9127 | -0.686 | 0.2499 | 149498.2225 | 38712.8189 | 196.7557 |
112 | 0.9596 | -0.6756 | 0.2723 | 153648.3204 | 44762.0558 | 211.5705 |
113 | 1.0058 | -0.646 | 0.291 | 148594.8304 | 49953.6945 | 223.5032 |
114 | 1.0512 | -0.6071 | 0.306 | 138592.3984 | 54174.5852 | 232.7543 |
115 | 1.0959 | -0.6343 | 0.321 | 159552.3136 | 58964.4819 | 242.826 |
116 | 1.1399 | -0.6112 | 0.3336 | 155993.4016 | 63183.1306 | 251.3625 |
117 | 1.1832 | -0.6354 | 0.3461 | 177291.5236 | 67937.647 | 260.6485 |