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 | 0.9269 | 0.5615 | 1.2923 | 0.0714 | 0.1765 | 0 | 0.1765 |
171 | 0.6 | 0.6523 | 0.0769 | 1.2278 | 0.4293 | 0.0311 | 0 | 0.0637 |
172 | 0.6 | 0.8458 | 0.0958 | 1.5958 | 0.2603 | 0.7397 | 0 | 0.2533 |
173 | 0 | 0.5781 | -0.3123 | 1.4684 | 0.1016 | 0.4807 | 0 | 0.1253 |
174 | -0.1 | 0.3874 | -0.6278 | 1.4026 | 0.1734 | 0.7727 | 0 | 0.0844 |
175 | -0.6 | 0.4199 | -0.7046 | 1.5444 | 0.0377 | 0.8176 | 0 | 0.1179 |
176 | -0.2 | 0.588 | -0.6375 | 1.8135 | 0.1038 | 0.9713 | 0 | 0.2064 |
177 | -0.3 | 0.5717 | -0.7462 | 1.8896 | 0.0974 | 0.8744 | 0 | 0.216 |
178 | -0.1 | 0.6523 | -0.7526 | 2.0572 | 0.147 | 0.908 | 2e-04 | 0.2661 |
179 | 0.5 | 1.1842 | -0.3021 | 2.6705 | 0.1835 | 0.9548 | 0.1136 | 0.5442 |
180 | 0.9 | 1.5091 | -0.0547 | 3.073 | 0.2226 | 0.897 | 0.4547 | 0.696 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
170 | 0.2011 | 0.2947 | 0 | 0.0746 | 0 | 0 |
171 | 0.4501 | -0.0802 | 0.1875 | 0.0027 | 0.0387 | 0.1966 |
172 | 0.4524 | -0.2906 | 0.2218 | 0.0604 | 0.0459 | 0.2143 |
173 | 0.7858 | -1 | 0.4164 | 0.3341 | 0.118 | 0.3435 |
174 | 1.3371 | -1.2581 | 0.5847 | 0.2375 | 0.1419 | 0.3767 |
175 | 1.3664 | -2.429 | 0.8921 | 1.0402 | 0.2916 | 0.54 |
176 | 1.0634 | -1.3401 | 0.9561 | 0.6209 | 0.3386 | 0.5819 |
177 | 1.1762 | -1.5248 | 1.0272 | 0.7598 | 0.3913 | 0.6255 |
178 | 1.0989 | -1.1533 | 1.0412 | 0.5659 | 0.4107 | 0.6409 |
179 | 0.6404 | -0.5778 | 0.9949 | 0.4682 | 0.4164 | 0.6453 |
180 | 0.5287 | -0.4036 | 0.9411 | 0.3711 | 0.4123 | 0.6421 |