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[73]) |
61 | 93.7 | - | - | - | - | - | - | - |
62 | 95.2 | - | - | - | - | - | - | - |
63 | 112.7 | - | - | - | - | - | - | - |
64 | 98.5 | - | - | - | - | - | - | - |
65 | 91.5 | - | - | - | - | - | - | - |
66 | 112 | - | - | - | - | - | - | - |
67 | 76.7 | - | - | - | - | - | - | - |
68 | 84.7 | - | - | - | - | - | - | - |
69 | 114.9 | - | - | - | - | - | - | - |
70 | 108.4 | - | - | - | - | - | - | - |
71 | 104.6 | - | - | - | - | - | - | - |
72 | 111.3 | - | - | - | - | - | - | - |
73 | 90.8 | - | - | - | - | - | - | - |
74 | 109.1 | 101.8733 | 91.9187 | 111.5437 | 0.0715 | 0.9876 | 0.9119 | 0.9876 |
75 | 121 | 116.5808 | 106.9635 | 125.9654 | 0.178 | 0.9409 | 0.7912 | 1 |
76 | 95.2 | 99.074 | 88.7238 | 109.1089 | 0.2246 | 0 | 0.5446 | 0.947 |
77 | 110.5 | 97.4365 | 86.9132 | 107.6286 | 0.006 | 0.6664 | 0.8732 | 0.8991 |
78 | 102.4 | 112.8143 | 102.7487 | 122.6169 | 0.0187 | 0.6782 | 0.5647 | 1 |
79 | 86.7 | 75.5506 | 64.0441 | 86.5516 | 0.0235 | 0 | 0.4189 | 0.0033 |
80 | 99.1 | 85.1105 | 74.0305 | 95.7724 | 0.0051 | 0.3851 | 0.5301 | 0.1478 |
81 | 126 | 118.5372 | 108.5705 | 128.2583 | 0.0662 | 1 | 0.7683 | 1 |
82 | 110.3 | 113.5369 | 103.4282 | 123.3822 | 0.2597 | 0.0065 | 0.8468 | 1 |
83 | 104.6 | 107.2097 | 96.9153 | 117.2152 | 0.3046 | 0.2725 | 0.6954 | 0.9993 |
84 | 103.1 | 109.077 | 98.8404 | 119.0327 | 0.1197 | 0.8109 | 0.3308 | 0.9998 |
85 | 102 | 91.3359 | 80.6176 | 101.6886 | 0.0217 | 0.013 | 0.5404 | 0.5404 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
74 | 0.0484 | 0.0709 | 0 | 52.2256 | 0 | 0 |
75 | 0.0411 | 0.0379 | 0.0544 | 19.5296 | 35.8776 | 5.9898 |
76 | 0.0517 | -0.0391 | 0.0493 | 15.0077 | 28.921 | 5.3778 |
77 | 0.0534 | 0.1341 | 0.0705 | 170.6545 | 64.3543 | 8.0221 |
78 | 0.0443 | -0.0923 | 0.0749 | 108.4572 | 73.1749 | 8.5542 |
79 | 0.0743 | 0.1476 | 0.087 | 124.3098 | 81.6974 | 9.0387 |
80 | 0.0639 | 0.1644 | 0.098 | 195.7066 | 97.9844 | 9.8987 |
81 | 0.0418 | 0.063 | 0.0937 | 55.6932 | 92.698 | 9.628 |
82 | 0.0442 | -0.0285 | 0.0864 | 10.4777 | 83.5624 | 9.1412 |
83 | 0.0476 | -0.0243 | 0.0802 | 6.8106 | 75.8872 | 8.7113 |
84 | 0.0466 | -0.0548 | 0.0779 | 35.7247 | 72.2361 | 8.4992 |
85 | 0.0578 | 0.1168 | 0.0811 | 113.723 | 75.6933 | 8.7002 |