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[168]) |
156 | 8.3 | - | - | - | - | - | - | - |
157 | 8.5 | - | - | - | - | - | - | - |
158 | 8.6 | - | - | - | - | - | - | - |
159 | 8.5 | - | - | - | - | - | - | - |
160 | 8.2 | - | - | - | - | - | - | - |
161 | 8.1 | - | - | - | - | - | - | - |
162 | 7.9 | - | - | - | - | - | - | - |
163 | 8.6 | - | - | - | - | - | - | - |
164 | 8.7 | - | - | - | - | - | - | - |
165 | 8.7 | - | - | - | - | - | - | - |
166 | 8.5 | - | - | - | - | - | - | - |
167 | 8.4 | - | - | - | - | - | - | - |
168 | 8.5 | - | - | - | - | - | - | - |
169 | 8.7 | 8.5 | 7.9411 | 9.0589 | 0.2415 | 0.5 | 0.5 | 0.5 |
170 | 8.7 | 8.5 | 7.7096 | 9.2904 | 0.31 | 0.31 | 0.4021 | 0.5 |
171 | 8.6 | 8.5 | 7.5319 | 9.4681 | 0.4198 | 0.3428 | 0.5 | 0.5 |
172 | 8.5 | 8.5 | 7.3822 | 9.6178 | 0.5 | 0.4304 | 0.7006 | 0.5 |
173 | 8.3 | 8.5 | 7.2502 | 9.7498 | 0.3769 | 0.5 | 0.7348 | 0.5 |
174 | 8 | 8.5 | 7.1309 | 9.8691 | 0.2371 | 0.6127 | 0.8048 | 0.5 |
175 | 8.2 | 8.5 | 7.0212 | 9.9788 | 0.3455 | 0.7462 | 0.4473 | 0.5 |
176 | 8.1 | 8.5 | 6.9191 | 10.0809 | 0.31 | 0.645 | 0.4021 | 0.5 |
177 | 8.1 | 8.5 | 6.8232 | 10.1768 | 0.32 | 0.68 | 0.4076 | 0.5 |
178 | 8 | 8.5 | 6.7325 | 10.2675 | 0.2896 | 0.6713 | 0.5 | 0.5 |
179 | 7.9 | 8.5 | 6.6463 | 10.3537 | 0.2629 | 0.7015 | 0.5421 | 0.5 |
180 | 7.9 | 8.5 | 6.5639 | 10.4361 | 0.2718 | 0.7282 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
169 | 0.0335 | 0.0235 | 0 | 0.04 | 0 | 0 |
170 | 0.0474 | 0.0235 | 0.0235 | 0.04 | 0.04 | 0.2 |
171 | 0.0581 | 0.0118 | 0.0196 | 0.01 | 0.03 | 0.1732 |
172 | 0.0671 | 0 | 0.0147 | 0 | 0.0225 | 0.15 |
173 | 0.075 | -0.0235 | 0.0165 | 0.04 | 0.026 | 0.1612 |
174 | 0.0822 | -0.0588 | 0.0235 | 0.25 | 0.0633 | 0.2517 |
175 | 0.0888 | -0.0353 | 0.0252 | 0.09 | 0.0671 | 0.2591 |
176 | 0.0949 | -0.0471 | 0.0279 | 0.16 | 0.0787 | 0.2806 |
177 | 0.1006 | -0.0471 | 0.0301 | 0.16 | 0.0878 | 0.2963 |
178 | 0.1061 | -0.0588 | 0.0329 | 0.25 | 0.104 | 0.3225 |
179 | 0.1113 | -0.0706 | 0.0364 | 0.36 | 0.1273 | 0.3568 |
180 | 0.1162 | -0.0706 | 0.0392 | 0.36 | 0.1467 | 0.383 |