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[106]) |
105 | 9 | - | - | - | - | - | - | - |
106 | 10 | - | - | - | - | - | - | - |
107 | 12 | 9.1255 | 2.1249 | 16.1261 | 0.2105 | 0.4033 | 0.4033 | 0.4033 |
108 | 13 | 8.9672 | 1.3272 | 16.6073 | 0.1504 | 0.2183 | 0.2183 | 0.3955 |
109 | 11 | 9.0812 | 0.6797 | 17.4827 | 0.3272 | 0.1803 | 0.1803 | 0.4151 |
110 | 11 | 9.2304 | 0.3528 | 18.1081 | 0.348 | 0.348 | 0.348 | 0.4325 |
111 | 14 | 9.1487 | -0.5438 | 18.8413 | 0.1633 | 0.3541 | 0.3541 | 0.4317 |
112 | 10 | 9.1342 | -1.1336 | 19.4019 | 0.4344 | 0.1765 | 0.1765 | 0.4344 |
113 | 9 | 9.1336 | -1.7255 | 19.9927 | 0.4904 | 0.4379 | 0.4379 | 0.4379 |
114 | 12 | 9.1538 | -2.2185 | 20.5262 | 0.3119 | 0.5106 | 0.5106 | 0.442 |
115 | 8 | 9.1455 | -2.7616 | 21.0525 | 0.4252 | 0.3192 | 0.3192 | 0.4441 |
116 | 13 | 9.1451 | -3.253 | 21.5432 | 0.2711 | 0.5718 | 0.5718 | 0.4462 |
117 | 14 | 9.1434 | -3.7361 | 22.023 | 0.2299 | 0.2786 | 0.2786 | 0.4481 |
118 | 15 | 9.1461 | -4.1897 | 22.482 | 0.1948 | 0.2378 | 0.2378 | 0.4501 |
119 | 14 | 9.1451 | -4.6377 | 22.9279 | 0.245 | 0.2025 | 0.2025 | 0.4516 |
120 | 14 | 9.1453 | -5.0674 | 23.3581 | 0.2516 | 0.2516 | 0.2516 | 0.4531 |
121 | 15 | 9.1449 | -5.4868 | 23.7766 | 0.2164 | 0.2577 | 0.2577 | 0.4544 |
122 | 14 | 9.1453 | -5.8924 | 24.1831 | 0.2634 | 0.2227 | 0.2227 | 0.4556 |
123 | 21 | 9.1452 | -6.2888 | 24.5791 | 0.0661 | 0.2688 | 0.2688 | 0.4568 |
124 | 10 | 9.1452 | -6.6745 | 24.965 | 0.4578 | 0.0709 | 0.0709 | 0.4578 |
125 | 8 | 9.1452 | -7.0515 | 25.3418 | 0.4449 | 0.4588 | 0.4588 | 0.4588 |
126 | 12 | 9.1452 | -7.4196 | 25.71 | 0.3678 | 0.5539 | 0.5539 | 0.4597 |
127 | 13 | 9.1452 | -7.7799 | 26.0703 | 0.3277 | 0.3705 | 0.3705 | 0.4606 |
128 | 6 | 9.1452 | -8.1326 | 26.423 | 0.3606 | 0.331 | 0.331 | 0.4614 |
129 | 12 | 9.1452 | -8.4783 | 26.7686 | 0.3754 | 0.6368 | 0.6368 | 0.4621 |
130 | 12 | 9.1452 | -8.8173 | 27.1076 | 0.3777 | 0.3777 | 0.3777 | 0.4628 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
107 | 0.3914 | 0.2395 | 0.2395 | 0.2721 | 8.2626 | 0 | 0 | 1.0017 | 1.0017 |
108 | 0.4347 | 0.3102 | 0.2749 | 0.3196 | 16.2631 | 12.2629 | 3.5018 | 1.4054 | 1.2035 |
109 | 0.472 | 0.1744 | 0.2414 | 0.2768 | 3.6818 | 9.4025 | 3.0664 | 0.6687 | 1.0252 |
110 | 0.4907 | 0.1609 | 0.2213 | 0.2513 | 3.1314 | 7.8347 | 2.7991 | 0.6167 | 0.9231 |
111 | 0.5405 | 0.3465 | 0.2463 | 0.2849 | 23.5349 | 10.9748 | 3.3128 | 1.6906 | 1.0766 |
112 | 0.5735 | 0.0866 | 0.2197 | 0.2525 | 0.7497 | 9.2706 | 3.0448 | 0.3017 | 0.9475 |
113 | 0.6066 | -0.0148 | 0.1904 | 0.2185 | 0.0179 | 7.9488 | 2.8194 | -0.0466 | 0.8188 |
114 | 0.6339 | 0.2372 | 0.1963 | 0.2249 | 8.1008 | 7.9678 | 2.8227 | 0.9919 | 0.8404 |
115 | 0.6643 | -0.1432 | 0.1904 | 0.2147 | 1.3121 | 7.2283 | 2.6885 | -0.3992 | 0.7914 |
116 | 0.6917 | 0.2965 | 0.201 | 0.2281 | 14.8601 | 7.9914 | 2.8269 | 1.3434 | 0.8466 |
117 | 0.7187 | 0.3469 | 0.2143 | 0.2455 | 23.5861 | 9.4091 | 3.0674 | 1.6924 | 0.9235 |
118 | 0.7439 | 0.3903 | 0.2289 | 0.2654 | 34.2678 | 11.4807 | 3.3883 | 2.04 | 1.0165 |
119 | 0.7689 | 0.3468 | 0.238 | 0.2773 | 23.5699 | 12.4106 | 3.5229 | 1.6919 | 1.0685 |
120 | 0.7929 | 0.3468 | 0.2458 | 0.2874 | 23.5678 | 13.2076 | 3.6342 | 1.6918 | 1.113 |
121 | 0.8163 | 0.3903 | 0.2554 | 0.3006 | 34.2817 | 14.6125 | 3.8226 | 2.0404 | 1.1748 |
122 | 0.8389 | 0.3468 | 0.2611 | 0.308 | 23.568 | 15.1722 | 3.8952 | 1.6918 | 1.2071 |
123 | 0.8611 | 0.5645 | 0.279 | 0.3362 | 140.5373 | 22.5466 | 4.7483 | 4.1312 | 1.3791 |
124 | 0.8826 | 0.0855 | 0.2682 | 0.3225 | 0.7306 | 21.3346 | 4.6189 | 0.2979 | 1.3191 |
125 | 0.9036 | -0.1431 | 0.2616 | 0.3125 | 1.3114 | 20.2808 | 4.5034 | -0.3991 | 1.2706 |
126 | 0.9241 | 0.2379 | 0.2604 | 0.3104 | 8.1498 | 19.6742 | 4.4356 | 0.9949 | 1.2568 |
127 | 0.9442 | 0.2965 | 0.2622 | 0.3122 | 14.8596 | 19.445 | 4.4096 | 1.3433 | 1.261 |
128 | 0.9639 | -0.5242 | 0.2741 | 0.3169 | 9.8923 | 19.0108 | 4.3601 | -1.0961 | 1.2535 |
129 | 0.9832 | 0.2379 | 0.2725 | 0.3149 | 8.15 | 18.5386 | 4.3056 | 0.9949 | 1.2422 |
130 | 1.0021 | 0.2379 | 0.2711 | 0.313 | 8.1499 | 18.1057 | 4.2551 | 0.9949 | 1.2319 |