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[96]) |
84 | 0.071 | - | - | - | - | - | - | - |
85 | 0.07 | - | - | - | - | - | - | - |
86 | 0.071 | - | - | - | - | - | - | - |
87 | 0.075 | - | - | - | - | - | - | - |
88 | 0.077 | - | - | - | - | - | - | - |
89 | 0.078 | - | - | - | - | - | - | - |
90 | 0.077 | - | - | - | - | - | - | - |
91 | 0.077 | - | - | - | - | - | - | - |
92 | 0.078 | - | - | - | - | - | - | - |
93 | 0.08 | - | - | - | - | - | - | - |
94 | 0.081 | - | - | - | - | - | - | - |
95 | 0.081 | - | - | - | - | - | - | - |
96 | 0.08 | - | - | - | - | - | - | - |
97 | 0.081 | 0.0795 | 0.0767 | 0.0823 | 0.1461 | 0.3602 | 1 | 0.3602 |
98 | 0.082 | 0.0795 | 0.0743 | 0.0848 | 0.1799 | 0.2933 | 0.9993 | 0.4318 |
99 | 0.083 | 0.0799 | 0.0728 | 0.0869 | 0.1925 | 0.2772 | 0.9115 | 0.4854 |
100 | 0.084 | 0.0801 | 0.0717 | 0.0885 | 0.1804 | 0.2485 | 0.7663 | 0.5094 |
101 | 0.085 | 0.0802 | 0.0708 | 0.0896 | 0.1607 | 0.2167 | 0.6796 | 0.5199 |
102 | 0.085 | 0.0803 | 0.0699 | 0.0906 | 0.1856 | 0.1856 | 0.733 | 0.5213 |
103 | 0.085 | 0.0804 | 0.0691 | 0.0916 | 0.2089 | 0.2089 | 0.7212 | 0.525 |
104 | 0.085 | 0.0805 | 0.0684 | 0.0925 | 0.2313 | 0.2313 | 0.6563 | 0.5309 |
105 | 0.085 | 0.0806 | 0.0678 | 0.0935 | 0.2531 | 0.2531 | 0.5386 | 0.5386 |
106 | 0.083 | 0.0808 | 0.0671 | 0.0944 | 0.3737 | 0.2711 | 0.4862 | 0.5434 |
107 | 0.082 | 0.0808 | 0.0665 | 0.0952 | 0.4375 | 0.3845 | 0.4916 | 0.5459 |
108 | 0.081 | 0.0809 | 0.0658 | 0.096 | 0.4946 | 0.443 | 0.5463 | 0.5463 |
109 | 0.079 | 0.081 | 0.0652 | 0.0968 | 0.4038 | 0.4982 | 0.4982 | 0.5476 |
110 | 0.076 | 0.0811 | 0.0645 | 0.0976 | 0.2746 | 0.5961 | 0.4553 | 0.5496 |
111 | 0.073 | 0.0812 | 0.0639 | 0.0984 | 0.177 | 0.721 | 0.4167 | 0.552 |
112 | 0.071 | 0.0812 | 0.0633 | 0.0992 | 0.1312 | 0.8164 | 0.3816 | 0.5542 |
113 | 0.07 | 0.0813 | 0.0628 | 0.0999 | 0.1159 | 0.8622 | 0.3496 | 0.556 |
114 | 0.07 | 0.0814 | 0.0622 | 0.1007 | 0.1222 | 0.8778 | 0.3578 | 0.5577 |
115 | 0.07 | 0.0815 | 0.0616 | 0.1014 | 0.1281 | 0.8719 | 0.3655 | 0.5593 |
116 | 0.07 | 0.0816 | 0.0611 | 0.1021 | 0.1337 | 0.8663 | 0.3727 | 0.5609 |
117 | 0.069 | 0.0817 | 0.0606 | 0.1028 | 0.1194 | 0.861 | 0.3796 | 0.5625 |
118 | 0.068 | 0.0818 | 0.06 | 0.1035 | 0.1069 | 0.8755 | 0.4564 | 0.564 |
119 | 0.067 | 0.0819 | 0.0595 | 0.1042 | 0.0959 | 0.8883 | 0.4957 | 0.5654 |
120 | 0.066 | 0.082 | 0.059 | 0.1049 | 0.0863 | 0.8995 | 0.5328 | 0.5666 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
97 | 0.0181 | 0.0191 | 0 | 0 | 0 | 0 |
98 | 0.0338 | 0.0309 | 0.025 | 0 | 0 | 0.002 |
99 | 0.0451 | 0.0392 | 0.0297 | 0 | 0 | 0.0025 |
100 | 0.0533 | 0.0487 | 0.0345 | 0 | 0 | 0.0029 |
101 | 0.0598 | 0.0593 | 0.0394 | 0 | 0 | 0.0033 |
102 | 0.0657 | 0.0588 | 0.0427 | 0 | 0 | 0.0036 |
103 | 0.0713 | 0.0578 | 0.0448 | 0 | 0 | 0.0038 |
104 | 0.0765 | 0.0562 | 0.0462 | 0 | 0 | 0.0039 |
105 | 0.0814 | 0.0541 | 0.0471 | 0 | 0 | 0.0039 |
106 | 0.0862 | 0.0278 | 0.0452 | 0 | 0 | 0.0038 |
107 | 0.0907 | 0.0143 | 0.0424 | 0 | 0 | 0.0036 |
108 | 0.0952 | 0.0013 | 0.0389 | 0 | 0 | 0.0035 |
109 | 0.0996 | -0.0243 | 0.0378 | 0 | 0 | 0.0034 |
110 | 0.1041 | -0.0623 | 0.0396 | 0 | 0 | 0.0035 |
111 | 0.1084 | -0.1004 | 0.0436 | 1e-04 | 0 | 0.004 |
112 | 0.1125 | -0.1261 | 0.0488 | 1e-04 | 0 | 0.0047 |
113 | 0.1166 | -0.1394 | 0.0541 | 1e-04 | 0 | 0.0053 |
114 | 0.1205 | -0.1403 | 0.0589 | 1e-04 | 0 | 0.0058 |
115 | 0.1244 | -0.1412 | 0.0632 | 1e-04 | 0 | 0.0062 |
116 | 0.1282 | -0.1422 | 0.0672 | 1e-04 | 0 | 0.0066 |
117 | 0.1319 | -0.1554 | 0.0714 | 2e-04 | 0 | 0.007 |
118 | 0.1356 | -0.1686 | 0.0758 | 2e-04 | 1e-04 | 0.0075 |
119 | 0.1392 | -0.1817 | 0.0804 | 2e-04 | 1e-04 | 0.0079 |
120 | 0.1428 | -0.1948 | 0.0852 | 3e-04 | 1e-04 | 0.0084 |