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[169]) |
157 | 3.2 | - | - | - | - | - | - | - |
158 | 3.3 | - | - | - | - | - | - | - |
159 | 3.6 | - | - | - | - | - | - | - |
160 | 3.3 | - | - | - | - | - | - | - |
161 | 3.7 | - | - | - | - | - | - | - |
162 | 4 | - | - | - | - | - | - | - |
163 | 4 | - | - | - | - | - | - | - |
164 | 3.8 | - | - | - | - | - | - | - |
165 | 3.6 | - | - | - | - | - | - | - |
166 | 3.2 | - | - | - | - | - | - | - |
167 | 2.1 | - | - | - | - | - | - | - |
168 | 1.6 | - | - | - | - | - | - | - |
169 | 1.1 | - | - | - | - | - | - | - |
170 | 1.2 | 1.0231 | 0.6516 | 1.3947 | 0.1754 | 0.3425 | 0 | 0.3425 |
171 | 0.6 | 0.8019 | 0.265 | 1.3388 | 0.2305 | 0.0731 | 0 | 0.1382 |
172 | 0.6 | 0.9808 | 0.3279 | 1.6337 | 0.1265 | 0.8735 | 0 | 0.3602 |
173 | 0 | 0.7298 | -0.0287 | 1.4882 | 0.0297 | 0.6313 | 0 | 0.1693 |
174 | -0.1 | 0.5272 | -0.3173 | 1.3717 | 0.0728 | 0.8894 | 0 | 0.0918 |
175 | -0.6 | 0.5651 | -0.3628 | 1.493 | 0.0069 | 0.92 | 0 | 0.1293 |
176 | -0.2 | 0.7166 | -0.2829 | 1.716 | 0.0361 | 0.9951 | 0 | 0.226 |
177 | -0.3 | 0.7073 | -0.363 | 1.7777 | 0.0325 | 0.9517 | 0 | 0.2361 |
178 | -0.1 | 0.7782 | -0.3546 | 1.9111 | 0.0643 | 0.9689 | 0 | 0.2889 |
179 | 0.5 | 1.3071 | 0.1117 | 2.5025 | 0.0929 | 0.9895 | 0.0968 | 0.6329 |
180 | 0.9 | 1.6162 | 0.3646 | 2.8678 | 0.131 | 0.9598 | 0.5101 | 0.7906 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
170 | 0.1853 | 0.1729 | 0 | 0.0313 | 0 | 0 |
171 | 0.3416 | -0.2518 | 0.2123 | 0.0408 | 0.036 | 0.1898 |
172 | 0.3396 | -0.3882 | 0.271 | 0.145 | 0.0723 | 0.269 |
173 | 0.5302 | -1 | 0.4532 | 0.5326 | 0.1874 | 0.4329 |
174 | 0.8173 | -1.1897 | 0.6005 | 0.3933 | 0.2286 | 0.4781 |
175 | 0.8378 | -2.0618 | 0.8441 | 1.3574 | 0.4167 | 0.6455 |
176 | 0.7116 | -1.2791 | 0.9062 | 0.8401 | 0.4772 | 0.6908 |
177 | 0.772 | -1.4241 | 0.971 | 1.0147 | 0.5444 | 0.7378 |
178 | 0.7427 | -1.1285 | 0.9885 | 0.7713 | 0.5696 | 0.7547 |
179 | 0.4666 | -0.6175 | 0.9514 | 0.6514 | 0.5778 | 0.7601 |
180 | 0.3951 | -0.4431 | 0.9052 | 0.513 | 0.5719 | 0.7562 |