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[94]) |
82 | 56 | - | - | - | - | - | - | - |
83 | 97 | - | - | - | - | - | - | - |
84 | 210 | - | - | - | - | - | - | - |
85 | 260 | - | - | - | - | - | - | - |
86 | 257 | - | - | - | - | - | - | - |
87 | 210 | - | - | - | - | - | - | - |
88 | 125 | - | - | - | - | - | - | - |
89 | 80 | - | - | - | - | - | - | - |
90 | 42 | - | - | - | - | - | - | - |
91 | 35 | - | - | - | - | - | - | - |
92 | 31 | - | - | - | - | - | - | - |
93 | 32 | - | - | - | - | - | - | - |
94 | 50 | - | - | - | - | - | - | - |
95 | 92 | 107.4023 | 73.3611 | 141.4434 | 0.1876 | 0.9995 | 0.7254 | 0.9995 |
96 | 189 | 194.4017 | 156.9558 | 231.8477 | 0.3887 | 1 | 0.2071 | 1 |
97 | 256 | 248.4663 | 210.3099 | 286.6226 | 0.3494 | 0.9989 | 0.2768 | 1 |
98 | 250 | 231.6556 | 193.2886 | 270.0226 | 0.1743 | 0.1068 | 0.0977 | 1 |
99 | 198 | 179.5048 | 141.0679 | 217.9416 | 0.1728 | 2e-04 | 0.06 | 1 |
100 | 136 | 130.3693 | 91.9061 | 168.8325 | 0.3871 | 3e-04 | 0.6078 | 1 |
101 | 73 | 67.1163 | 28.6424 | 105.5903 | 0.3822 | 2e-04 | 0.2558 | 0.8084 |
102 | 39 | 34.8685 | -3.6104 | 73.3473 | 0.4167 | 0.026 | 0.3582 | 0.2204 |
103 | 32 | 27.8774 | -10.6045 | 66.3592 | 0.4168 | 0.2855 | 0.3584 | 0.1299 |
104 | 30 | 22.6496 | -15.8356 | 61.1348 | 0.3541 | 0.317 | 0.3353 | 0.0818 |
105 | 31 | 25.8272 | -12.6642 | 64.3187 | 0.3961 | 0.4159 | 0.3766 | 0.1092 |
106 | 45 | 44.8252 | 6.3205 | 83.3299 | 0.4965 | 0.7592 | 0.3961 | 0.3961 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
95 | 0.1617 | -0.1434 | 0 | 237.2302 | 0 | 0 |
96 | 0.0983 | -0.0278 | 0.0856 | 29.1788 | 133.2045 | 11.5414 |
97 | 0.0784 | 0.0303 | 0.0672 | 56.7568 | 107.7219 | 10.3789 |
98 | 0.0845 | 0.0792 | 0.0702 | 336.5169 | 164.9207 | 12.8421 |
99 | 0.1092 | 0.103 | 0.0767 | 342.0734 | 200.3512 | 14.1545 |
100 | 0.1505 | 0.0432 | 0.0712 | 31.7051 | 172.2435 | 13.1242 |
101 | 0.2925 | 0.0877 | 0.0735 | 34.6174 | 152.5827 | 12.3524 |
102 | 0.563 | 0.1185 | 0.0791 | 17.0695 | 135.6435 | 11.6466 |
103 | 0.7043 | 0.1479 | 0.0868 | 16.9962 | 122.4605 | 11.0662 |
104 | 0.8669 | 0.3245 | 0.1105 | 54.0281 | 115.6172 | 10.7525 |
105 | 0.7604 | 0.2003 | 0.1187 | 26.7575 | 107.5391 | 10.3701 |
106 | 0.4383 | 0.0039 | 0.1091 | 0.0306 | 98.58 | 9.9287 |