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[168]) |
156 | 3.1 | - | - | - | - | - | - | - |
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 | 1.4841 | 1.0973 | 1.8708 | 0.0258 | 0.2784 | 0 | 0.2784 |
170 | 1.2 | 1.4362 | 0.8283 | 2.0442 | 0.2231 | 0.8608 | 0 | 0.2988 |
171 | 0.6 | 1.2907 | 0.5234 | 2.0579 | 0.0388 | 0.5916 | 0 | 0.2147 |
172 | 0.6 | 1.4362 | 0.5374 | 2.3351 | 0.0341 | 0.9659 | 0 | 0.3605 |
173 | 0 | 1.2421 | 0.2287 | 2.2556 | 0.0081 | 0.8929 | 0 | 0.2444 |
174 | -0.1 | 1.0965 | -0.0198 | 2.2129 | 0.0178 | 0.9729 | 0 | 0.1884 |
175 | -0.6 | 1.0965 | -0.114 | 2.3071 | 0.003 | 0.9736 | 0 | 0.2075 |
176 | -0.2 | 1.1936 | -0.1044 | 2.4915 | 0.0177 | 0.9966 | 0 | 0.2697 |
177 | -0.3 | 1.2907 | -0.0892 | 2.6705 | 0.0119 | 0.9829 | 5e-04 | 0.3302 |
178 | -0.1 | 1.4848 | 0.0277 | 2.9418 | 0.0165 | 0.9918 | 0.0105 | 0.4384 |
179 | 0.5 | 2.0186 | 0.4881 | 3.549 | 0.0259 | 0.9967 | 0.4585 | 0.704 |
180 | 0.9 | 2.2612 | 0.6608 | 3.8617 | 0.0478 | 0.9845 | 0.791 | 0.791 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
169 | 0.133 | -0.2588 | 0 | 0.1475 | 0 | 0 |
170 | 0.216 | -0.1645 | 0.2116 | 0.0558 | 0.1017 | 0.3188 |
171 | 0.3033 | -0.5351 | 0.3195 | 0.477 | 0.2268 | 0.4762 |
172 | 0.3193 | -0.5822 | 0.3852 | 0.6993 | 0.3449 | 0.5873 |
173 | 0.4163 | -1 | 0.5081 | 1.5429 | 0.5845 | 0.7645 |
174 | 0.5194 | -1.0912 | 0.6053 | 1.4317 | 0.7257 | 0.8519 |
175 | 0.5633 | -1.5472 | 0.7399 | 2.8782 | 1.0332 | 1.0165 |
176 | 0.5548 | -1.1676 | 0.7933 | 1.9421 | 1.1468 | 1.0709 |
177 | 0.5454 | -1.2324 | 0.8421 | 2.5302 | 1.3005 | 1.1404 |
178 | 0.5007 | -1.0674 | 0.8646 | 2.5115 | 1.4216 | 1.1923 |
179 | 0.3868 | -0.7523 | 0.8544 | 2.3061 | 1.502 | 1.2256 |
180 | 0.3611 | -0.602 | 0.8334 | 1.853 | 1.5313 | 1.2374 |