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 | 1.9 | - | - | - | - | - | - | - |
145 | 1.8 | - | - | - | - | - | - | - |
146 | 1.8 | - | - | - | - | - | - | - |
147 | 1.9 | - | - | - | - | - | - | - |
148 | 1.9 | - | - | - | - | - | - | - |
149 | 1.9 | - | - | - | - | - | - | - |
150 | 1.9 | - | - | - | - | - | - | - |
151 | 1.8 | - | - | - | - | - | - | - |
152 | 1.7 | - | - | - | - | - | - | - |
153 | 2.1 | - | - | - | - | - | - | - |
154 | 2.6 | - | - | - | - | - | - | - |
155 | 3.1 | - | - | - | - | - | - | - |
156 | 3.1 | - | - | - | - | - | - | - |
157 | 3.2 | 2.9929 | 2.6569 | 3.329 | 0.1136 | 0.2661 | 1 | 0.2661 |
158 | 3.3 | 2.9521 | 2.4429 | 3.4612 | 0.0902 | 0.1699 | 1 | 0.2845 |
159 | 3.6 | 2.8972 | 2.2802 | 3.5141 | 0.0128 | 0.1003 | 0.9992 | 0.2597 |
160 | 3.3 | 2.8088 | 2.1158 | 3.5018 | 0.0824 | 0.0126 | 0.9949 | 0.2051 |
161 | 3.7 | 2.8108 | 2.0557 | 3.566 | 0.0105 | 0.1021 | 0.991 | 0.2265 |
162 | 4 | 2.8131 | 2.0023 | 3.624 | 0.0021 | 0.016 | 0.9864 | 0.244 |
163 | 4 | 2.8989 | 2.0359 | 3.7619 | 0.0062 | 0.0062 | 0.9937 | 0.3239 |
164 | 3.8 | 2.9838 | 2.0714 | 3.8963 | 0.0398 | 0.0145 | 0.9971 | 0.4015 |
165 | 3.6 | 2.9251 | 1.9656 | 3.8847 | 0.084 | 0.037 | 0.9541 | 0.3605 |
166 | 3.2 | 2.67 | 1.6655 | 3.6745 | 0.1505 | 0.0348 | 0.5543 | 0.2007 |
167 | 2.1 | 2.303 | 1.2554 | 3.3505 | 0.3521 | 0.0466 | 0.0679 | 0.0679 |
168 | 1.6 | 2.303 | 1.2141 | 3.3919 | 0.1029 | 0.6426 | 0.0757 | 0.0757 |
169 | 1.1 | 2.3915 | 1.2974 | 3.4857 | 0.0103 | 0.9219 | 0.0738 | 0.1022 |
170 | 1.2 | 2.4147 | 1.3175 | 3.5118 | 0.015 | 0.9906 | 0.0569 | 0.1104 |
171 | 0.6 | 2.4178 | 1.3161 | 3.5194 | 6e-04 | 0.9849 | 0.0177 | 0.1124 |
172 | 0.6 | 2.4678 | 1.3598 | 3.5758 | 5e-04 | 0.9995 | 0.0705 | 0.1317 |
173 | 0 | 2.4667 | 1.3514 | 3.582 | 0 | 0.9995 | 0.0151 | 0.1329 |
174 | -0.1 | 2.4654 | 1.3425 | 3.5882 | 0 | 1 | 0.0037 | 0.134 |
175 | -0.6 | 2.4448 | 1.3144 | 3.5751 | 0 | 1 | 0.0035 | 0.1279 |
176 | -0.2 | 2.4246 | 1.2869 | 3.5624 | 0 | 1 | 0.0089 | 0.1223 |
177 | -0.3 | 2.346 | 1.201 | 3.4911 | 0 | 1 | 0.0159 | 0.0984 |
178 | -0.1 | 2.3507 | 1.1985 | 3.503 | 0 | 1 | 0.0743 | 0.1012 |
179 | 0.5 | 2.4187 | 1.2593 | 3.5782 | 6e-04 | 1 | 0.705 | 0.1247 |
180 | 0.9 | 2.4187 | 1.2521 | 3.5853 | 0.0054 | 0.9994 | 0.9155 | 0.1262 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
157 | 0.0573 | 0.0692 | 0 | 0.0429 | 0 | 0 |
158 | 0.088 | 0.1179 | 0.0935 | 0.121 | 0.082 | 0.2863 |
159 | 0.1086 | 0.2426 | 0.1432 | 0.4939 | 0.2193 | 0.4683 |
160 | 0.1259 | 0.1749 | 0.1511 | 0.2413 | 0.2248 | 0.4741 |
161 | 0.1371 | 0.3163 | 0.1842 | 0.7906 | 0.3379 | 0.5813 |
162 | 0.1471 | 0.4219 | 0.2238 | 1.4086 | 0.5164 | 0.7186 |
163 | 0.1519 | 0.3798 | 0.2461 | 1.2124 | 0.6158 | 0.7847 |
164 | 0.156 | 0.2735 | 0.2495 | 0.6661 | 0.6221 | 0.7887 |
165 | 0.1674 | 0.2307 | 0.2474 | 0.4554 | 0.6036 | 0.7769 |
166 | 0.192 | 0.1985 | 0.2425 | 0.2809 | 0.5713 | 0.7559 |
167 | 0.2321 | -0.0881 | 0.2285 | 0.0412 | 0.5231 | 0.7233 |
168 | 0.2412 | -0.3052 | 0.2349 | 0.4942 | 0.5207 | 0.7216 |
169 | 0.2334 | -0.54 | 0.2584 | 1.668 | 0.609 | 0.7804 |
170 | 0.2318 | -0.503 | 0.2758 | 1.4754 | 0.6709 | 0.8191 |
171 | 0.2325 | -0.7518 | 0.3076 | 3.3043 | 0.8464 | 0.92 |
172 | 0.2291 | -0.7569 | 0.3357 | 3.4888 | 1.0116 | 1.0058 |
173 | 0.2307 | -1 | 0.3747 | 6.0844 | 1.31 | 1.1445 |
174 | 0.2324 | -1.0406 | 0.4117 | 6.5811 | 1.6028 | 1.266 |
175 | 0.2359 | -1.2454 | 0.4556 | 9.2706 | 2.0064 | 1.4165 |
176 | 0.2394 | -1.0825 | 0.4869 | 6.8887 | 2.2505 | 1.5002 |
177 | 0.249 | -1.1279 | 0.5175 | 7.0016 | 2.4767 | 1.5738 |
178 | 0.2501 | -1.0425 | 0.5413 | 6.0061 | 2.6372 | 1.6239 |
179 | 0.2446 | -0.7933 | 0.5523 | 3.6815 | 2.6826 | 1.6379 |
180 | 0.2461 | -0.6279 | 0.5554 | 2.3065 | 2.6669 | 1.6331 |