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 | 8.587 | 8.274 | 8.9 | 0.2397 | 0.7071 | 0.7071 | 0.7071 |
170 | 8.7 | 8.4939 | 7.9233 | 9.0646 | 0.2395 | 0.2395 | 0.3578 | 0.4917 |
171 | 8.6 | 8.289 | 7.5092 | 9.0688 | 0.2172 | 0.1508 | 0.2979 | 0.2979 |
172 | 8.5 | 8.0086 | 7.1089 | 8.9083 | 0.1422 | 0.0988 | 0.3384 | 0.1422 |
173 | 8.3 | 7.894 | 6.9284 | 8.8595 | 0.2049 | 0.1093 | 0.3379 | 0.1093 |
174 | 8 | 7.7942 | 6.7858 | 8.8025 | 0.3445 | 0.1628 | 0.4185 | 0.085 |
175 | 8.2 | 8.4952 | 7.4447 | 9.5456 | 0.2909 | 0.8222 | 0.4225 | 0.4964 |
176 | 8.1 | 8.6935 | 7.5918 | 9.7952 | 0.1455 | 0.81 | 0.4954 | 0.6347 |
177 | 8.1 | 8.702 | 7.54 | 9.864 | 0.155 | 0.845 | 0.5013 | 0.6333 |
178 | 8 | 8.5371 | 7.3132 | 9.761 | 0.1948 | 0.758 | 0.5237 | 0.5237 |
179 | 7.9 | 8.4041 | 7.1235 | 9.6846 | 0.2202 | 0.7319 | 0.5025 | 0.4416 |
180 | 7.9 | 8.4862 | 7.156 | 9.8164 | 0.1939 | 0.8061 | 0.4919 | 0.4919 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
169 | 0.0186 | 0.0132 | 0 | 0.0128 | 0 | 0 |
170 | 0.0343 | 0.0243 | 0.0187 | 0.0425 | 0.0276 | 0.1662 |
171 | 0.048 | 0.0375 | 0.025 | 0.0967 | 0.0507 | 0.2251 |
172 | 0.0573 | 0.0614 | 0.0341 | 0.2415 | 0.0984 | 0.3136 |
173 | 0.0624 | 0.0514 | 0.0375 | 0.1649 | 0.1117 | 0.3342 |
174 | 0.066 | 0.0264 | 0.0357 | 0.0424 | 0.1001 | 0.3164 |
175 | 0.0631 | -0.0347 | 0.0356 | 0.0871 | 0.0983 | 0.3135 |
176 | 0.0647 | -0.0683 | 0.0396 | 0.3522 | 0.13 | 0.3606 |
177 | 0.0681 | -0.0692 | 0.0429 | 0.3624 | 0.1558 | 0.3947 |
178 | 0.0731 | -0.0629 | 0.0449 | 0.2885 | 0.1691 | 0.4112 |
179 | 0.0777 | -0.06 | 0.0463 | 0.2541 | 0.1768 | 0.4205 |
180 | 0.08 | -0.0691 | 0.0482 | 0.3436 | 0.1907 | 0.4367 |