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[119]) |
107 | -4 | - | - | - | - | - | - | - |
108 | -5 | - | - | - | - | - | - | - |
109 | -1 | - | - | - | - | - | - | - |
110 | -2 | - | - | - | - | - | - | - |
111 | -4 | - | - | - | - | - | - | - |
112 | -1 | - | - | - | - | - | - | - |
113 | 1 | - | - | - | - | - | - | - |
114 | 1 | - | - | - | - | - | - | - |
115 | -2 | - | - | - | - | - | - | - |
116 | 1 | - | - | - | - | - | - | - |
117 | 1 | - | - | - | - | - | - | - |
118 | 3 | - | - | - | - | - | - | - |
119 | 3 | - | - | - | - | - | - | - |
120 | 1 | 3 | -0.4204 | 6.4204 | 0.1259 | 0.5 | 1 | 0.5 |
121 | 1 | 3 | -1.1945 | 7.1945 | 0.175 | 0.825 | 0.9692 | 0.5 |
122 | 0 | 3 | -1.997 | 7.997 | 0.1197 | 0.7836 | 0.9751 | 0.5 |
123 | 2 | 3 | -2.6479 | 8.6479 | 0.3643 | 0.8511 | 0.9924 | 0.5 |
124 | 2 | 3 | -3.2415 | 9.2415 | 0.3768 | 0.6232 | 0.8955 | 0.5 |
125 | -1 | 3 | -3.7806 | 9.7806 | 0.1238 | 0.6137 | 0.7184 | 0.5 |
126 | 1 | 3 | -4.2806 | 10.2806 | 0.2951 | 0.8592 | 0.7049 | 0.5 |
127 | 0 | 3 | -4.7482 | 10.7482 | 0.224 | 0.6935 | 0.897 | 0.5 |
128 | 1 | 3 | -5.1892 | 11.1892 | 0.3161 | 0.7636 | 0.6839 | 0.5 |
129 | 1 | 3 | -5.6077 | 11.6077 | 0.3244 | 0.6756 | 0.6756 | 0.5 |
130 | 3 | 3 | -6.0067 | 12.0067 | 0.5 | 0.6683 | 0.5 | 0.5 |
131 | 2 | 3 | -6.3888 | 12.3888 | 0.4173 | 0.5 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
120 | 0.5817 | -0.6667 | 0 | 4 | 0 | 0 |
121 | 0.7133 | -0.6667 | 0.6667 | 4 | 4 | 2 |
122 | 0.8498 | -1 | 0.7778 | 9 | 5.6667 | 2.3805 |
123 | 0.9605 | -0.3333 | 0.6667 | 1 | 4.5 | 2.1213 |
124 | 1.0615 | -0.3333 | 0.6 | 1 | 3.8 | 1.9494 |
125 | 1.1532 | -1.3333 | 0.7222 | 16 | 5.8333 | 2.4152 |
126 | 1.2382 | -0.6667 | 0.7143 | 4 | 5.5714 | 2.3604 |
127 | 1.3177 | -1 | 0.75 | 9 | 6 | 2.4495 |
128 | 1.3927 | -0.6667 | 0.7407 | 4 | 5.7778 | 2.4037 |
129 | 1.4639 | -0.6667 | 0.7333 | 4 | 5.6 | 2.3664 |
130 | 1.5317 | 0 | 0.6667 | 0 | 5.0909 | 2.2563 |
131 | 1.5967 | -0.3333 | 0.6389 | 1 | 4.75 | 2.1794 |