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[167]) |
155 | 3.1 | - | - | - | - | - | - | - |
156 | 3.1 | - | - | - | - | - | - | - |
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 | 2.087 | 1.7275 | 2.4464 | 0.004 | 0.4717 | 0 | 0.4717 |
169 | 1.1 | 2.064 | 1.5459 | 2.5822 | 1e-04 | 0.9604 | 0 | 0.4459 |
170 | 1.2 | 1.9879 | 1.3572 | 2.6186 | 0.0072 | 0.9971 | 0 | 0.3638 |
171 | 0.6 | 1.7645 | 1.0323 | 2.4968 | 9e-04 | 0.9346 | 0 | 0.1846 |
172 | 0.6 | 1.9448 | 1.1291 | 2.7605 | 6e-04 | 0.9994 | 6e-04 | 0.3546 |
173 | 0 | 1.6927 | 0.7967 | 2.5888 | 1e-04 | 0.9916 | 0 | 0.1865 |
174 | -0.1 | 1.4902 | 0.5247 | 2.4557 | 6e-04 | 0.9988 | 0 | 0.1079 |
175 | -0.6 | 1.5291 | 0.4952 | 2.563 | 0 | 0.999 | 0 | 0.1396 |
176 | -0.2 | 1.6826 | 0.5881 | 2.7772 | 4e-04 | 1 | 1e-04 | 0.2274 |
177 | -0.3 | 1.6691 | 0.5141 | 2.8242 | 4e-04 | 0.9992 | 5e-04 | 0.2323 |
178 | -0.1 | 1.7356 | 0.526 | 2.9451 | 0.0015 | 0.9995 | 0.0088 | 0.2774 |
179 | 0.5 | 2.2608 | 0.9966 | 3.5251 | 0.0032 | 0.9999 | 0.5984 | 0.5984 |
180 | 0.9 | 2.26 | 0.9892 | 3.5309 | 0.018 | 0.9967 | 0.8456 | 0.5975 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
168 | 0.0879 | -0.2333 | 0 | 0.2371 | 0 | 0 |
169 | 0.1281 | -0.4671 | 0.3502 | 0.9293 | 0.5832 | 0.7637 |
170 | 0.1619 | -0.3963 | 0.3656 | 0.6208 | 0.5958 | 0.7719 |
171 | 0.2117 | -0.66 | 0.4392 | 1.3561 | 0.7859 | 0.8865 |
172 | 0.214 | -0.6915 | 0.4896 | 1.8084 | 0.9904 | 0.9952 |
173 | 0.2701 | -1 | 0.5747 | 2.8654 | 1.3029 | 1.1414 |
174 | 0.3306 | -1.0671 | 0.645 | 2.5288 | 1.478 | 1.2157 |
175 | 0.345 | -1.3924 | 0.7385 | 4.533 | 1.8599 | 1.3638 |
176 | 0.3319 | -1.1189 | 0.7807 | 3.5443 | 2.047 | 1.4307 |
177 | 0.3531 | -1.1797 | 0.8206 | 3.8775 | 2.2301 | 1.4933 |
178 | 0.3556 | -1.0576 | 0.8422 | 3.3693 | 2.3336 | 1.5276 |
179 | 0.2853 | -0.7788 | 0.8369 | 3.1004 | 2.3975 | 1.5484 |
180 | 0.2869 | -0.6018 | 0.8188 | 1.8497 | 2.3554 | 1.5347 |