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 | 276.6105 | 259.457 | 293.7641 | 0.2334 | 0.8765 | 1 | 0.8765 |
95 | 306.31 | 281.8283 | 254.0404 | 309.6162 | 0.0421 | 0.4676 | 1 | 0.8605 |
96 | 301.73 | 287.0828 | 249.6363 | 324.5293 | 0.2216 | 0.1571 | 0.9997 | 0.8596 |
97 | 314.62 | 297.1124 | 247.7281 | 346.4968 | 0.2436 | 0.4273 | 0.9999 | 0.888 |
98 | 332.62 | 305.0375 | 240.9191 | 369.1559 | 0.1996 | 0.3848 | 0.9971 | 0.8807 |
99 | 355.51 | 311.5568 | 232.3618 | 390.7518 | 0.1383 | 0.3011 | 0.9847 | 0.8677 |
100 | 370.32 | 319.0403 | 224.1553 | 413.9253 | 0.1447 | 0.2256 | 0.9529 | 0.8612 |
101 | 408.13 | 327.2768 | 215.3566 | 439.197 | 0.0784 | 0.2255 | 0.9403 | 0.8565 |
102 | 433.58 | 334.7724 | 204.7126 | 464.8323 | 0.0682 | 0.1345 | 0.9089 | 0.8483 |
103 | 440.51 | 342.0735 | 193.2033 | 490.9436 | 0.0975 | 0.1141 | 0.8604 | 0.8402 |
104 | 386.29 | 349.7572 | 181.2781 | 518.2363 | 0.3354 | 0.1455 | 0.8772 | 0.8337 |
105 | 342.84 | 357.4908 | 168.4977 | 546.484 | 0.4396 | 0.3826 | 0.8274 | 0.8274 |
106 | 254.97 | 365.0088 | 154.7235 | 575.2942 | 0.1525 | 0.5818 | 0.7777 | 0.8208 |
107 | 203.42 | 372.545 | 140.2719 | 604.8182 | 0.0768 | 0.8394 | 0.7119 | 0.8146 |
108 | 170.09 | 380.186 | 125.1977 | 635.1742 | 0.0532 | 0.9129 | 0.7268 | 0.8089 |
109 | 174.03 | 387.8004 | 109.3761 | 666.2248 | 0.0662 | 0.9373 | 0.6968 | 0.8035 |
110 | 167.85 | 395.3649 | 92.8334 | 697.8964 | 0.0702 | 0.9242 | 0.6578 | 0.7981 |
111 | 177.01 | 402.9524 | 75.6643 | 730.2404 | 0.088 | 0.9204 | 0.6118 | 0.7931 |
112 | 188.19 | 410.5612 | 57.8696 | 763.2528 | 0.1083 | 0.9028 | 0.5885 | 0.7883 |
113 | 211.2 | 418.1545 | 39.4293 | 796.8798 | 0.1421 | 0.883 | 0.5207 | 0.7838 |
114 | 240.91 | 425.7395 | 20.3725 | 831.1066 | 0.1857 | 0.8502 | 0.4849 | 0.7794 |
115 | 230.26 | 433.3341 | 0.7291 | 865.939 | 0.1788 | 0.8083 | 0.487 | 0.7752 |
116 | 251.25 | 440.9311 | -19.4982 | 901.3605 | 0.2097 | 0.8151 | 0.592 | 0.7711 |
117 | 241.66 | 448.5229 | -40.3038 | 937.3496 | 0.2034 | 0.7855 | 0.6641 | 0.7673 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
94 | 0.0316 | 0.023 | 0 | 40.57 | 0 | 0 |
95 | 0.0503 | 0.0869 | 0.0549 | 599.3559 | 319.9629 | 17.8875 |
96 | 0.0666 | 0.051 | 0.0536 | 214.5416 | 284.8225 | 16.8767 |
97 | 0.0848 | 0.0589 | 0.055 | 306.5147 | 290.2455 | 17.0366 |
98 | 0.1072 | 0.0904 | 0.0621 | 760.7953 | 384.3555 | 19.605 |
99 | 0.1297 | 0.1411 | 0.0752 | 1931.8856 | 642.2772 | 25.3432 |
100 | 0.1517 | 0.1607 | 0.0874 | 2629.6087 | 926.1817 | 30.4332 |
101 | 0.1745 | 0.247 | 0.1074 | 6537.2418 | 1627.5642 | 40.3431 |
102 | 0.1982 | 0.2951 | 0.1283 | 9762.9329 | 2531.494 | 50.314 |
103 | 0.222 | 0.2878 | 0.1442 | 9689.7536 | 3247.32 | 56.9853 |
104 | 0.2458 | 0.1045 | 0.1406 | 1334.6463 | 3073.4406 | 55.4386 |
105 | 0.2697 | -0.041 | 0.1323 | 214.6471 | 2835.2078 | 53.2467 |
106 | 0.2939 | -0.3015 | 0.1453 | 12108.5421 | 3548.5412 | 59.5696 |
107 | 0.3181 | -0.454 | 0.1674 | 28603.2761 | 5338.1651 | 73.0627 |
108 | 0.3422 | -0.5526 | 0.193 | 44140.3116 | 7924.9749 | 89.0223 |
109 | 0.3663 | -0.5512 | 0.2154 | 45697.8021 | 10285.7766 | 101.4188 |
110 | 0.3904 | -0.5755 | 0.2366 | 51763.0279 | 12725.6149 | 112.8079 |
111 | 0.4144 | -0.5607 | 0.2546 | 51049.9519 | 14854.7447 | 121.88 |
112 | 0.4383 | -0.5416 | 0.2697 | 49448.948 | 16675.4923 | 129.1336 |
113 | 0.4621 | -0.4949 | 0.281 | 42830.173 | 17983.2263 | 134.1016 |
114 | 0.4858 | -0.4341 | 0.2883 | 34161.9603 | 18753.6422 | 136.9439 |
115 | 0.5093 | -0.4686 | 0.2965 | 41239.0773 | 19775.7074 | 140.6261 |
116 | 0.5328 | -0.4302 | 0.3023 | 35978.9362 | 20480.1956 | 143.109 |
117 | 0.5561 | -0.4612 | 0.3089 | 42792.2552 | 21409.8648 | 146.3211 |