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[120]) |
108 | 1.169 | - | - | - | - | - | - | - |
109 | 2.429 | - | - | - | - | - | - | - |
110 | 1.762 | - | - | - | - | - | - | - |
111 | 2.846 | - | - | - | - | - | - | - |
112 | 5.627 | - | - | - | - | - | - | - |
113 | 5.749 | - | - | - | - | - | - | - |
114 | 4.502 | - | - | - | - | - | - | - |
115 | 5.72 | - | - | - | - | - | - | - |
116 | 4.403 | - | - | - | - | - | - | - |
117 | 2.867 | - | - | - | - | - | - | - |
118 | 2.635 | - | - | - | - | - | - | - |
119 | 2.059 | - | - | - | - | - | - | - |
120 | 1.511 | - | - | - | - | - | - | - |
121 | 2.359 | 2.2646 | 1.5248 | 3.0044 | 0.4012 | 0.9771 | 0.3316 | 0.9771 |
122 | 1.741 | 1.8186 | 1.0328 | 2.6045 | 0.4232 | 0.0889 | 0.5562 | 0.7785 |
123 | 2.917 | 3.0693 | 2.2834 | 3.8551 | 0.3521 | 0.9995 | 0.7112 | 0.9999 |
124 | 6.249 | 5.4812 | 4.6814 | 6.2811 | 0.03 | 1 | 0.3605 | 1 |
125 | 5.76 | 5.8489 | 5.0491 | 6.6487 | 0.4138 | 0.1634 | 0.5967 | 1 |
126 | 6.25 | 4.9932 | 4.1928 | 5.7936 | 0.001 | 0.0302 | 0.8855 | 1 |
127 | 5.134 | 5.4415 | 4.6392 | 6.2437 | 0.2263 | 0.0241 | 0.2481 | 1 |
128 | 4.831 | 4.5939 | 3.7911 | 5.3968 | 0.2814 | 0.0937 | 0.6794 | 1 |
129 | 3.695 | 3.0922 | 2.2887 | 3.8957 | 0.0707 | 0 | 0.7086 | 0.9999 |
130 | 2.462 | 2.4895 | 1.6852 | 3.2938 | 0.4733 | 0.0017 | 0.3614 | 0.9914 |
131 | 2.146 | 2.0954 | 1.2906 | 2.9003 | 0.451 | 0.186 | 0.5354 | 0.9227 |
132 | 1.579 | 1.4877 | 0.6824 | 2.2931 | 0.4121 | 0.0546 | 0.4774 | 0.4774 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
121 | 0.1667 | 0.0417 | 0 | 0.0089 | 0 | 0 |
122 | 0.2205 | -0.0427 | 0.0422 | 0.006 | 0.0075 | 0.0864 |
123 | 0.1306 | -0.0496 | 0.0447 | 0.0232 | 0.0127 | 0.1127 |
124 | 0.0744 | 0.1401 | 0.0685 | 0.5894 | 0.1569 | 0.3961 |
125 | 0.0698 | -0.0152 | 0.0579 | 0.0079 | 0.1271 | 0.3565 |
126 | 0.0818 | 0.2517 | 0.0902 | 1.5796 | 0.3692 | 0.6076 |
127 | 0.0752 | -0.0565 | 0.0854 | 0.0945 | 0.3299 | 0.5744 |
128 | 0.0892 | 0.0516 | 0.0811 | 0.0562 | 0.2957 | 0.5438 |
129 | 0.1326 | 0.1949 | 0.0938 | 0.3634 | 0.3032 | 0.5507 |
130 | 0.1648 | -0.011 | 0.0855 | 8e-04 | 0.273 | 0.5225 |
131 | 0.196 | 0.0241 | 0.0799 | 0.0026 | 0.2484 | 0.4984 |
132 | 0.2762 | 0.0614 | 0.0784 | 0.0083 | 0.2284 | 0.4779 |