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[72]) |
60 | 9.451 | - | - | - | - | - | - | - |
61 | 10.041 | - | - | - | - | - | - | - |
62 | 9.411 | - | - | - | - | - | - | - |
63 | 10.405 | - | - | - | - | - | - | - |
64 | 8.467 | - | - | - | - | - | - | - |
65 | 8.464 | - | - | - | - | - | - | - |
66 | 8.102 | - | - | - | - | - | - | - |
67 | 7.627 | - | - | - | - | - | - | - |
68 | 7.513 | - | - | - | - | - | - | - |
69 | 7.51 | - | - | - | - | - | - | - |
70 | 8.291 | - | - | - | - | - | - | - |
71 | 8.064 | - | - | - | - | - | - | - |
72 | 9.383 | - | - | - | - | - | - | - |
73 | 9.706 | 10.212 | 9.4238 | 11.0003 | 0.1042 | 0.9804 | 0.6647 | 0.9804 |
74 | 8.579 | 9.0258 | 8.1478 | 9.9037 | 0.1593 | 0.0644 | 0.1949 | 0.2126 |
75 | 9.474 | 9.6774 | 8.7822 | 10.5726 | 0.328 | 0.9919 | 0.0556 | 0.7404 |
76 | 8.318 | 8.2862 | 7.3876 | 9.1849 | 0.4724 | 0.0048 | 0.3467 | 0.0084 |
77 | 8.213 | 8.2033 | 7.3039 | 9.1027 | 0.4915 | 0.4013 | 0.285 | 0.0051 |
78 | 8.059 | 7.9646 | 7.065 | 8.8641 | 0.4185 | 0.2942 | 0.3823 | 0.001 |
79 | 9.111 | 7.7904 | 6.8908 | 8.6899 | 0.002 | 0.2792 | 0.6391 | 3e-04 |
80 | 7.708 | 7.5331 | 6.6336 | 8.4327 | 0.3516 | 3e-04 | 0.5175 | 0 |
81 | 7.68 | 7.5186 | 6.619 | 8.4182 | 0.3626 | 0.3399 | 0.5075 | 0 |
82 | 8.014 | 8.3744 | 7.4748 | 9.2739 | 0.2162 | 0.9349 | 0.5721 | 0.014 |
83 | 8.007 | 8.0682 | 7.1687 | 8.9677 | 0.4469 | 0.547 | 0.5037 | 0.0021 |
84 | 8.718 | 9.1868 | 8.2876 | 10.086 | 0.1534 | 0.9949 | 0.3344 | 0.3344 |
85 | 9.486 | 9.8458 | 8.8211 | 10.8705 | 0.2456 | 0.9845 | 0.6054 | 0.812 |
86 | 9.113 | 9.195 | 8.1421 | 10.2478 | 0.4394 | 0.294 | 0.8742 | 0.3632 |
87 | 9.025 | 10.1583 | 9.0997 | 11.2169 | 0.0179 | 0.9735 | 0.8974 | 0.9244 |
88 | 8.476 | 8.4461 | 7.3864 | 9.5058 | 0.478 | 0.1422 | 0.5936 | 0.0416 |
89 | 7.952 | 8.4207 | 7.3608 | 9.4807 | 0.193 | 0.4593 | 0.6496 | 0.0376 |
90 | 7.759 | 8.0823 | 7.0223 | 9.1423 | 0.275 | 0.5952 | 0.5172 | 0.0081 |
91 | 7.835 | 7.7019 | 6.6419 | 8.762 | 0.4028 | 0.458 | 0.0046 | 9e-04 |
92 | 7.6 | 7.5773 | 6.5173 | 8.6373 | 0.4833 | 0.3169 | 0.4045 | 4e-04 |
93 | 7.651 | 7.5556 | 6.4956 | 8.6157 | 0.43 | 0.4673 | 0.4091 | 4e-04 |
94 | 8.319 | 8.3013 | 7.2412 | 9.3613 | 0.4869 | 0.8854 | 0.7024 | 0.0227 |
95 | 8.812 | 8.0938 | 7.0338 | 9.1538 | 0.0921 | 0.3386 | 0.5638 | 0.0086 |
96 | 8.63 | 9.4297 | 8.3697 | 10.4898 | 0.0696 | 0.8733 | 0.9059 | 0.5344 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
73 | 0.0394 | -0.0496 | 0 | 0.2561 | 0 | 0 |
74 | 0.0496 | -0.0495 | 0.0495 | 0.1996 | 0.2278 | 0.4773 |
75 | 0.0472 | -0.021 | 0.04 | 0.0414 | 0.1657 | 0.407 |
76 | 0.0553 | 0.0038 | 0.031 | 0.001 | 0.1245 | 0.3529 |
77 | 0.0559 | 0.0012 | 0.025 | 1e-04 | 0.0996 | 0.3156 |
78 | 0.0576 | 0.0119 | 0.0228 | 0.0089 | 0.0845 | 0.2907 |
79 | 0.0589 | 0.1695 | 0.0438 | 1.7441 | 0.3216 | 0.5671 |
80 | 0.0609 | 0.0232 | 0.0412 | 0.0306 | 0.2852 | 0.5341 |
81 | 0.061 | 0.0215 | 0.039 | 0.026 | 0.2564 | 0.5064 |
82 | 0.0548 | -0.043 | 0.0394 | 0.1299 | 0.2438 | 0.4937 |
83 | 0.0569 | -0.0076 | 0.0365 | 0.0037 | 0.2219 | 0.4711 |
84 | 0.0499 | -0.051 | 0.0377 | 0.2197 | 0.2218 | 0.4709 |
85 | 0.0531 | -0.0365 | 0.0376 | 0.1295 | 0.2147 | 0.4633 |
86 | 0.0584 | -0.0089 | 0.0356 | 0.0067 | 0.1998 | 0.447 |
87 | 0.0532 | -0.1116 | 0.0407 | 1.2844 | 0.2721 | 0.5216 |
88 | 0.064 | 0.0035 | 0.0383 | 9e-04 | 0.2552 | 0.5051 |
89 | 0.0642 | -0.0557 | 0.0394 | 0.2197 | 0.2531 | 0.5031 |
90 | 0.0669 | -0.04 | 0.0394 | 0.1045 | 0.2448 | 0.4948 |
91 | 0.0702 | 0.0173 | 0.0382 | 0.0177 | 0.2329 | 0.4826 |
92 | 0.0714 | 0.003 | 0.0365 | 5e-04 | 0.2213 | 0.4704 |
93 | 0.0716 | 0.0126 | 0.0353 | 0.0091 | 0.2112 | 0.4595 |
94 | 0.0652 | 0.0021 | 0.0338 | 3e-04 | 0.2016 | 0.449 |
95 | 0.0668 | 0.0887 | 0.0362 | 0.5158 | 0.2152 | 0.4639 |
96 | 0.0574 | -0.0848 | 0.0382 | 0.6396 | 0.2329 | 0.4826 |