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 | 112.5 | - | - | - | - | - | - | - |
82 | 122.4 | - | - | - | - | - | - | - |
83 | 113.3 | - | - | - | - | - | - | - |
84 | 100 | - | - | - | - | - | - | - |
85 | 110.7 | - | - | - | - | - | - | - |
86 | 112.8 | - | - | - | - | - | - | - |
87 | 109.8 | - | - | - | - | - | - | - |
88 | 117.3 | - | - | - | - | - | - | - |
89 | 109.1 | - | - | - | - | - | - | - |
90 | 115.9 | - | - | - | - | - | - | - |
91 | 96 | - | - | - | - | - | - | - |
92 | 99.8 | - | - | - | - | - | - | - |
93 | 116.8 | - | - | - | - | - | - | - |
94 | 115.7 | 119.6092 | 113.6799 | 125.5385 | 0.0981 | 0.8235 | 0.1781 | 0.8235 |
95 | 99.4 | 109.4682 | 103.5376 | 115.3988 | 4e-04 | 0.0197 | 0.1027 | 0.0077 |
96 | 94.3 | 104.0809 | 97.8237 | 110.3382 | 0.0011 | 0.9287 | 0.8994 | 0 |
97 | 91 | 105.1008 | 97.875 | 112.3265 | 1e-04 | 0.9983 | 0.0644 | 8e-04 |
98 | 93.2 | 106.0777 | 98.8378 | 113.3176 | 2e-04 | 1 | 0.0344 | 0.0018 |
99 | 103.1 | 113.9732 | 106.3186 | 121.6277 | 0.0027 | 1 | 0.8574 | 0.2346 |
100 | 94.1 | 110.4568 | 102.4311 | 118.4826 | 0 | 0.9638 | 0.0473 | 0.0607 |
101 | 91.8 | 107.2913 | 99.1975 | 115.3852 | 1e-04 | 0.9993 | 0.3307 | 0.0107 |
102 | 102.7 | 115.5757 | 107.1403 | 124.0111 | 0.0014 | 1 | 0.47 | 0.388 |
103 | 82.6 | 91.5428 | 82.9129 | 100.1726 | 0.0211 | 0.0056 | 0.1557 | 0 |
104 | 89.1 | 99.9219 | 91.1785 | 108.6653 | 0.0076 | 0.9999 | 0.5109 | 1e-04 |
105 | 104.5 | 116.7548 | 107.7644 | 125.7453 | 0.0038 | 1 | 0.4961 | 0.4961 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
94 | 0.0253 | -0.0327 | 0 | 15.2816 | 0 | 0 |
95 | 0.0276 | -0.092 | 0.0623 | 101.3683 | 58.325 | 7.6371 |
96 | 0.0307 | -0.094 | 0.0729 | 95.6665 | 70.7721 | 8.4126 |
97 | 0.0351 | -0.1342 | 0.0882 | 198.8319 | 102.7871 | 10.1384 |
98 | 0.0348 | -0.1214 | 0.0948 | 165.8341 | 115.3965 | 10.7423 |
99 | 0.0343 | -0.0954 | 0.0949 | 118.226 | 115.8681 | 10.7642 |
100 | 0.0371 | -0.1481 | 0.1025 | 267.5454 | 137.5363 | 11.7276 |
101 | 0.0385 | -0.1444 | 0.1078 | 239.9812 | 150.3419 | 12.2614 |
102 | 0.0372 | -0.1114 | 0.1082 | 165.7833 | 152.0576 | 12.3312 |
103 | 0.0481 | -0.0977 | 0.1071 | 79.973 | 144.8491 | 12.0353 |
104 | 0.0446 | -0.1083 | 0.1072 | 117.1137 | 142.3277 | 11.9301 |
105 | 0.0393 | -0.105 | 0.107 | 150.1813 | 142.9822 | 11.9575 |