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[120]) |
108 | 2.205 | - | - | - | - | - | - | - |
109 | 1.442 | - | - | - | - | - | - | - |
110 | 2.238 | - | - | - | - | - | - | - |
111 | 2.179 | - | - | - | - | - | - | - |
112 | 3.218 | - | - | - | - | - | - | - |
113 | 5.139 | - | - | - | - | - | - | - |
114 | 4.99 | - | - | - | - | - | - | - |
115 | 4.914 | - | - | - | - | - | - | - |
116 | 6.084 | - | - | - | - | - | - | - |
117 | 5.672 | - | - | - | - | - | - | - |
118 | 3.548 | - | - | - | - | - | - | - |
119 | 1.793 | - | - | - | - | - | - | - |
120 | 2.086 | - | - | - | - | - | - | - |
121 | 1.262 | 1.5923 | 0.8595 | 2.3252 | 0.1885 | 0.0934 | 0.6562 | 0.0934 |
122 | 1.743 | 2.1688 | 1.3981 | 2.9394 | 0.1394 | 0.9895 | 0.4301 | 0.5834 |
123 | 1.964 | 2.266 | 1.4941 | 3.038 | 0.2216 | 0.9079 | 0.5875 | 0.6762 |
124 | 3.258 | 3.249 | 2.4657 | 4.0323 | 0.491 | 0.9993 | 0.5309 | 0.9982 |
125 | 4.966 | 4.7486 | 3.9651 | 5.5321 | 0.2933 | 0.9999 | 0.1644 | 1 |
126 | 4.944 | 5.2167 | 4.4318 | 6.0017 | 0.248 | 0.7343 | 0.7143 | 1 |
127 | 5.907 | 5.3299 | 4.543 | 6.1169 | 0.0753 | 0.8318 | 0.8499 | 1 |
128 | 5.561 | 5.6416 | 4.8536 | 6.4296 | 0.4206 | 0.2546 | 0.1356 | 1 |
129 | 5.321 | 5.632 | 4.8428 | 6.4211 | 0.2199 | 0.57 | 0.4604 | 1 |
130 | 3.582 | 3.1967 | 2.4066 | 3.9868 | 0.1696 | 0 | 0.1917 | 0.9971 |
131 | 1.757 | 1.8506 | 1.0596 | 2.6416 | 0.4083 | 0 | 0.5568 | 0.2798 |
132 | 1.894 | 2.2615 | 1.4699 | 3.053 | 0.1814 | 0.8942 | 0.668 | 0.668 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
121 | 0.2348 | -0.2074 | 0 | 0.1091 | 0 | 0 |
122 | 0.1813 | -0.1963 | 0.2019 | 0.1813 | 0.1452 | 0.381 |
123 | 0.1738 | -0.1333 | 0.179 | 0.0912 | 0.1272 | 0.3567 |
124 | 0.123 | 0.0028 | 0.135 | 1e-04 | 0.0954 | 0.3089 |
125 | 0.0842 | 0.0458 | 0.1171 | 0.0473 | 0.0858 | 0.2929 |
126 | 0.0768 | -0.0523 | 0.1063 | 0.0744 | 0.0839 | 0.2896 |
127 | 0.0753 | 0.1083 | 0.1066 | 0.333 | 0.1195 | 0.3457 |
128 | 0.0713 | -0.0143 | 0.0951 | 0.0065 | 0.1054 | 0.3246 |
129 | 0.0715 | -0.0552 | 0.0906 | 0.0967 | 0.1044 | 0.3231 |
130 | 0.1261 | 0.1205 | 0.0936 | 0.1485 | 0.1088 | 0.3298 |
131 | 0.2181 | -0.0506 | 0.0897 | 0.0088 | 0.0997 | 0.3158 |
132 | 0.1786 | -0.1625 | 0.0958 | 0.135 | 0.1026 | 0.3204 |