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[246]) |
234 | 36.17 | - | - | - | - | - | - | - |
235 | 36.56 | - | - | - | - | - | - | - |
236 | 37.7 | - | - | - | - | - | - | - |
237 | 38.77 | - | - | - | - | - | - | - |
238 | 39.02 | - | - | - | - | - | - | - |
239 | 39.88 | - | - | - | - | - | - | - |
240 | 39.56 | - | - | - | - | - | - | - |
241 | 38.52 | - | - | - | - | - | - | - |
242 | 37.2 | - | - | - | - | - | - | - |
243 | 38.58 | - | - | - | - | - | - | - |
244 | 39.41 | - | - | - | - | - | - | - |
245 | 39.08 | - | - | - | - | - | - | - |
246 | 38.81 | - | - | - | - | - | - | - |
247 | 38.73 | 38.8542 | 37.2522 | 40.5251 | 0.4421 | 0.5207 | 0.9964 | 0.5207 |
248 | 38.7 | 38.9953 | 36.7574 | 41.3695 | 0.4037 | 0.5867 | 0.8575 | 0.5608 |
249 | 39.23 | 39.1257 | 36.3809 | 42.0776 | 0.4724 | 0.6113 | 0.5934 | 0.583 |
250 | 39.82 | 39.1557 | 35.9946 | 42.5945 | 0.3525 | 0.4831 | 0.5308 | 0.5781 |
251 | 39.97 | 39.2577 | 35.7267 | 43.1378 | 0.3595 | 0.3882 | 0.3766 | 0.5895 |
252 | 40.37 | 39.22 | 35.3692 | 43.49 | 0.2988 | 0.3653 | 0.438 | 0.5746 |
253 | 39.54 | 39.0955 | 34.9635 | 43.7157 | 0.4252 | 0.2944 | 0.5964 | 0.5482 |
254 | 39.21 | 38.9331 | 34.5487 | 43.8739 | 0.4563 | 0.4049 | 0.7541 | 0.5195 |
255 | 39.07 | 39.1027 | 34.4469 | 44.3878 | 0.4952 | 0.4841 | 0.5769 | 0.5432 |
256 | 39.78 | 39.2022 | 34.2971 | 44.8088 | 0.42 | 0.5184 | 0.471 | 0.5545 |
257 | 39.4 | 39.1629 | 34.0386 | 45.0585 | 0.4686 | 0.4187 | 0.511 | 0.5467 |
258 | 38.92 | 39.1305 | 33.798 | 45.3043 | 0.4734 | 0.4659 | 0.5405 | 0.5405 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
247 | 0.0219 | -0.0032 | 0 | 0.0154 | 0 | 0 |
248 | 0.0311 | -0.0076 | 0.0054 | 0.0872 | 0.0513 | 0.2265 |
249 | 0.0385 | 0.0027 | 0.0045 | 0.0109 | 0.0378 | 0.1945 |
250 | 0.0448 | 0.017 | 0.0076 | 0.4413 | 0.1387 | 0.3724 |
251 | 0.0504 | 0.0181 | 0.0097 | 0.5073 | 0.2124 | 0.4609 |
252 | 0.0555 | 0.0293 | 0.013 | 1.3225 | 0.3974 | 0.6304 |
253 | 0.0603 | 0.0114 | 0.0127 | 0.1976 | 0.3689 | 0.6074 |
254 | 0.0647 | 0.0071 | 0.012 | 0.0767 | 0.3324 | 0.5765 |
255 | 0.069 | -8e-04 | 0.0108 | 0.0011 | 0.2956 | 0.5437 |
256 | 0.073 | 0.0147 | 0.0112 | 0.3338 | 0.2994 | 0.5472 |
257 | 0.0768 | 0.0061 | 0.0107 | 0.0562 | 0.2773 | 0.5266 |
258 | 0.0805 | -0.0054 | 0.0103 | 0.0443 | 0.2579 | 0.5078 |