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[144]) |
132 | 26.987 | - | - | - | - | - | - | - |
133 | 26.589 | - | - | - | - | - | - | - |
134 | 24.848 | - | - | - | - | - | - | - |
135 | 27.543 | - | - | - | - | - | - | - |
136 | 26.896 | - | - | - | - | - | - | - |
137 | 28.878 | - | - | - | - | - | - | - |
138 | 27.39 | - | - | - | - | - | - | - |
139 | 28.065 | - | - | - | - | - | - | - |
140 | 28.141 | - | - | - | - | - | - | - |
141 | 29.048 | - | - | - | - | - | - | - |
142 | 28.484 | - | - | - | - | - | - | - |
143 | 26.634 | - | - | - | - | - | - | - |
144 | 27.735 | - | - | - | - | - | - | - |
145 | 27.132 | 27.3191 | 26.0915 | 28.5466 | 0.3826 | 0.2533 | 0.8781 | 0.2533 |
146 | 24.924 | 26.0894 | 24.3952 | 27.7837 | 0.0888 | 0.1139 | 0.9245 | 0.0285 |
147 | 28.963 | 29.051 | 27.1135 | 30.9886 | 0.4645 | 1 | 0.9364 | 0.9085 |
148 | 26.589 | 26.9903 | 24.8269 | 29.1538 | 0.3581 | 0.037 | 0.534 | 0.2499 |
149 | 27.931 | 28.1183 | 25.7332 | 30.5034 | 0.4388 | 0.8956 | 0.2662 | 0.6236 |
150 | 28.009 | 28.346 | 25.7606 | 30.9314 | 0.3992 | 0.6235 | 0.7657 | 0.6784 |
151 | 29.229 | 30.1252 | 27.3566 | 32.8938 | 0.2629 | 0.933 | 0.9277 | 0.9547 |
152 | 28.759 | 30.0041 | 27.0632 | 32.945 | 0.2033 | 0.6973 | 0.8928 | 0.9348 |
153 | 28.405 | 29.2721 | 26.168 | 32.3762 | 0.292 | 0.627 | 0.5563 | 0.8341 |
154 | 27.945 | 29.4744 | 26.2154 | 32.7334 | 0.1788 | 0.7399 | 0.7243 | 0.8522 |
155 | 25.912 | 27.5475 | 24.1407 | 30.9544 | 0.1734 | 0.4096 | 0.7004 | 0.4571 |
156 | 26.619 | 28.4366 | 24.8881 | 31.9852 | 0.1577 | 0.9184 | 0.6508 | 0.6508 |
157 | 26.076 | 27.922 | 24.2685 | 31.5755 | 0.161 | 0.7577 | 0.6642 | 0.54 |
158 | 25.286 | 26.3969 | 22.64 | 30.1539 | 0.2811 | 0.5665 | 0.7789 | 0.2426 |
159 | 27.66 | 29.5605 | 25.6976 | 33.4234 | 0.1674 | 0.985 | 0.6191 | 0.8228 |
160 | 25.951 | 28.0762 | 24.1108 | 32.0417 | 0.1468 | 0.5815 | 0.7689 | 0.567 |
161 | 26.398 | 29.4733 | 25.4087 | 33.5378 | 0.069 | 0.9553 | 0.7715 | 0.799 |
162 | 25.565 | 28.9113 | 24.7499 | 33.0727 | 0.0575 | 0.8817 | 0.6646 | 0.7102 |
163 | 28.865 | 30.543 | 26.2868 | 34.7991 | 0.2198 | 0.9891 | 0.7274 | 0.902 |
164 | 30 | 30.2251 | 25.8762 | 34.574 | 0.4596 | 0.7301 | 0.7456 | 0.8691 |
165 | 29.261 | 29.9458 | 25.5062 | 34.3855 | 0.3812 | 0.4905 | 0.7518 | 0.8355 |
166 | 29.012 | 30.3188 | 25.7902 | 34.8473 | 0.2858 | 0.6765 | 0.8479 | 0.8683 |
167 | 26.992 | 28.1029 | 23.4871 | 32.7187 | 0.3186 | 0.3497 | 0.8239 | 0.5621 |
168 | 27.897 | 28.9611 | 24.2597 | 33.6625 | 0.3287 | 0.7941 | 0.8356 | 0.6954 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
145 | 0.0229 | -0.0068 | 0 | 0.035 | 0 | 0 |
146 | 0.0331 | -0.0447 | 0.0258 | 1.3582 | 0.6966 | 0.8346 |
147 | 0.034 | -0.003 | 0.0182 | 0.0077 | 0.467 | 0.6834 |
148 | 0.0409 | -0.0149 | 0.0174 | 0.1611 | 0.3905 | 0.6249 |
149 | 0.0433 | -0.0067 | 0.0152 | 0.0351 | 0.3194 | 0.5652 |
150 | 0.0465 | -0.0119 | 0.0147 | 0.1135 | 0.2851 | 0.534 |
151 | 0.0469 | -0.0298 | 0.0168 | 0.8032 | 0.3591 | 0.5993 |
152 | 0.05 | -0.0415 | 0.0199 | 1.5503 | 0.508 | 0.7128 |
153 | 0.0541 | -0.0296 | 0.021 | 0.7518 | 0.5351 | 0.7315 |
154 | 0.0564 | -0.0519 | 0.0241 | 2.3391 | 0.7155 | 0.8459 |
155 | 0.0631 | -0.0594 | 0.0273 | 2.675 | 0.8936 | 0.9453 |
156 | 0.0637 | -0.0639 | 0.0303 | 3.3038 | 1.0945 | 1.0462 |
157 | 0.0668 | -0.0661 | 0.0331 | 3.4078 | 1.2724 | 1.128 |
158 | 0.0726 | -0.0421 | 0.0337 | 1.2341 | 1.2697 | 1.1268 |
159 | 0.0667 | -0.0643 | 0.0358 | 3.6119 | 1.4258 | 1.1941 |
160 | 0.0721 | -0.0757 | 0.0383 | 4.5166 | 1.619 | 1.2724 |
161 | 0.0704 | -0.1043 | 0.0421 | 9.4573 | 2.0801 | 1.4423 |
162 | 0.0734 | -0.1157 | 0.0462 | 11.1978 | 2.5866 | 1.6083 |
163 | 0.0711 | -0.0549 | 0.0467 | 2.8156 | 2.5987 | 1.612 |
164 | 0.0734 | -0.0074 | 0.0447 | 0.0507 | 2.4713 | 1.572 |
165 | 0.0756 | -0.0229 | 0.0437 | 0.469 | 2.3759 | 1.5414 |
166 | 0.0762 | -0.0431 | 0.0437 | 1.7076 | 2.3456 | 1.5315 |
167 | 0.0838 | -0.0395 | 0.0435 | 1.2341 | 2.2972 | 1.5157 |
168 | 0.0828 | -0.0367 | 0.0432 | 1.1322 | 2.2487 | 1.4996 |