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[156]) |
144 | 27.735 | - | - | - | - | - | - | - |
145 | 27.132 | - | - | - | - | - | - | - |
146 | 24.924 | - | - | - | - | - | - | - |
147 | 28.963 | - | - | - | - | - | - | - |
148 | 26.589 | - | - | - | - | - | - | - |
149 | 27.931 | - | - | - | - | - | - | - |
150 | 28.009 | - | - | - | - | - | - | - |
151 | 29.229 | - | - | - | - | - | - | - |
152 | 28.759 | - | - | - | - | - | - | - |
153 | 28.405 | - | - | - | - | - | - | - |
154 | 27.945 | - | - | - | - | - | - | - |
155 | 25.912 | - | - | - | - | - | - | - |
156 | 26.619 | - | - | - | - | - | - | - |
157 | 26.076 | 26.1434 | 24.9245 | 27.3622 | 0.4569 | 0.2222 | 0.0559 | 0.2222 |
158 | 25.286 | 24.7103 | 23.0508 | 26.3697 | 0.2482 | 0.0534 | 0.4003 | 0.0121 |
159 | 27.66 | 27.784 | 25.889 | 29.679 | 0.449 | 0.9951 | 0.1113 | 0.8859 |
160 | 25.951 | 26.3256 | 24.2068 | 28.4444 | 0.3645 | 0.1085 | 0.4037 | 0.393 |
161 | 26.398 | 27.7262 | 25.3905 | 30.0619 | 0.1325 | 0.9318 | 0.4318 | 0.8236 |
162 | 25.565 | 27.1625 | 24.6316 | 29.6933 | 0.108 | 0.7231 | 0.256 | 0.6631 |
163 | 28.865 | 28.8092 | 26.0992 | 31.5191 | 0.4839 | 0.9905 | 0.3807 | 0.9434 |
164 | 30 | 28.5284 | 25.6498 | 31.407 | 0.1582 | 0.4094 | 0.4376 | 0.9032 |
165 | 29.261 | 28.252 | 25.2139 | 31.2902 | 0.2576 | 0.1297 | 0.4607 | 0.854 |
166 | 29.012 | 28.6438 | 25.4542 | 31.8334 | 0.4105 | 0.3523 | 0.6662 | 0.8933 |
167 | 26.992 | 26.4427 | 23.1085 | 29.7768 | 0.3734 | 0.0655 | 0.6225 | 0.4587 |
168 | 27.897 | 27.3213 | 23.8486 | 30.7941 | 0.3726 | 0.5737 | 0.6541 | 0.6541 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
157 | 0.0238 | -0.0026 | 0 | 0.0045 | 0 | 0 |
158 | 0.0343 | 0.0233 | 0.0129 | 0.3315 | 0.168 | 0.4099 |
159 | 0.0348 | -0.0045 | 0.0101 | 0.0154 | 0.1171 | 0.3422 |
160 | 0.0411 | -0.0142 | 0.0111 | 0.1403 | 0.1229 | 0.3506 |
161 | 0.043 | -0.0479 | 0.0185 | 1.7641 | 0.4511 | 0.6717 |
162 | 0.0475 | -0.0588 | 0.0252 | 2.5519 | 0.8013 | 0.8951 |
163 | 0.048 | 0.0019 | 0.0219 | 0.0031 | 0.6873 | 0.829 |
164 | 0.0515 | 0.0516 | 0.0256 | 2.1656 | 0.872 | 0.9338 |
165 | 0.0549 | 0.0357 | 0.0267 | 1.018 | 0.8883 | 0.9425 |
166 | 0.0568 | 0.0129 | 0.0253 | 0.1356 | 0.813 | 0.9017 |
167 | 0.0643 | 0.0208 | 0.0249 | 0.3018 | 0.7665 | 0.8755 |
168 | 0.0649 | 0.0211 | 0.0246 | 0.3314 | 0.7303 | 0.8545 |