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[99]) |
87 | 92.6 | - | - | - | - | - | - | - |
88 | 90.6 | - | - | - | - | - | - | - |
89 | 92.23 | - | - | - | - | - | - | - |
90 | 94.09 | - | - | - | - | - | - | - |
91 | 102.79 | - | - | - | - | - | - | - |
92 | 109.65 | - | - | - | - | - | - | - |
93 | 124.05 | - | - | - | - | - | - | - |
94 | 132.69 | - | - | - | - | - | - | - |
95 | 135.81 | - | - | - | - | - | - | - |
96 | 116.07 | - | - | - | - | - | - | - |
97 | 101.42 | - | - | - | - | - | - | - |
98 | 75.73 | - | - | - | - | - | - | - |
99 | 55.48 | - | - | - | - | - | - | - |
100 | 43.8 | 41.9202 | 32.66 | 51.1803 | 0.3454 | 0.0021 | 0 | 0.0021 |
101 | 45.29 | 35.5865 | 18.5392 | 52.6339 | 0.1323 | 0.1725 | 0 | 0.0111 |
102 | 44.01 | 32.2591 | 7.1354 | 57.3828 | 0.1796 | 0.1547 | 0 | 0.035 |
103 | 47.48 | 31.1459 | -0.8585 | 63.1504 | 0.1586 | 0.2154 | 0 | 0.0681 |
104 | 51.07 | 30.5855 | -7.6251 | 68.7961 | 0.1467 | 0.1931 | 0 | 0.1008 |
105 | 57.84 | 30.5126 | -13.1023 | 74.1276 | 0.1097 | 0.1778 | 0 | 0.1309 |
106 | 69.04 | 30.4463 | -18.068 | 78.9606 | 0.0595 | 0.1342 | 0 | 0.1559 |
107 | 65.61 | 30.4786 | -22.4691 | 83.4262 | 0.0967 | 0.0767 | 0 | 0.1774 |
108 | 72.87 | 30.4713 | -26.5839 | 87.5265 | 0.0726 | 0.1137 | 0.0016 | 0.1951 |
109 | 68.41 | 30.4892 | -30.3865 | 91.3649 | 0.1111 | 0.0862 | 0.0112 | 0.2105 |
110 | 73.25 | 30.4861 | -33.989 | 94.9613 | 0.0968 | 0.1245 | 0.0845 | 0.2237 |
111 | 77.43 | 30.4926 | -37.3872 | 98.3723 | 0.0877 | 0.1085 | 0.2353 | 0.2353 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
100 | 0.1127 | 0.0448 | 0 | 3.5338 | 0 | 0 |
101 | 0.2444 | 0.2727 | 0.1588 | 94.157 | 48.8454 | 6.989 |
102 | 0.3974 | 0.3643 | 0.2273 | 138.0836 | 78.5915 | 8.8652 |
103 | 0.5243 | 0.5244 | 0.3016 | 266.8017 | 125.644 | 11.2091 |
104 | 0.6374 | 0.6697 | 0.3752 | 419.6139 | 184.438 | 13.5808 |
105 | 0.7293 | 0.8956 | 0.4619 | 746.7853 | 278.1626 | 16.6782 |
106 | 0.813 | 1.2676 | 0.577 | 1489.4754 | 451.2073 | 21.2416 |
107 | 0.8863 | 1.1527 | 0.649 | 1234.2178 | 549.0836 | 23.4325 |
108 | 0.9553 | 1.3914 | 0.7315 | 1797.6511 | 687.8133 | 26.2262 |
109 | 1.0187 | 1.2437 | 0.7827 | 1437.9878 | 762.8307 | 27.6194 |
110 | 1.079 | 1.4027 | 0.8391 | 1828.7475 | 859.7323 | 29.3212 |
111 | 1.1358 | 1.5393 | 0.8974 | 2203.1219 | 971.6814 | 31.1718 |