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[105]) |
93 | 118.85 | - | - | - | - | - | - | - |
94 | 119.41 | - | - | - | - | - | - | - |
95 | 120.43 | - | - | - | - | - | - | - |
96 | 120.87 | - | - | - | - | - | - | - |
97 | 119.31 | - | - | - | - | - | - | - |
98 | 122.24 | - | - | - | - | - | - | - |
99 | 123.14 | - | - | - | - | - | - | - |
100 | 123.39 | - | - | - | - | - | - | - |
101 | 124.46 | - | - | - | - | - | - | - |
102 | 125.33 | - | - | - | - | - | - | - |
103 | 124.17 | - | - | - | - | - | - | - |
104 | 125.48 | - | - | - | - | - | - | - |
105 | 125.35 | - | - | - | - | - | - | - |
106 | 125.15 | 125.9866 | 124.8931 | 127.1034 | 0.071 | 0.8681 | 1 | 0.8681 |
107 | 124.31 | 127.1476 | 125.5738 | 128.7696 | 3e-04 | 0.9921 | 1 | 0.9851 |
108 | 124.14 | 127.649 | 125.7099 | 129.6615 | 3e-04 | 0.9994 | 1 | 0.9874 |
109 | 121.81 | 125.8729 | 123.713 | 128.1256 | 2e-04 | 0.9342 | 1 | 0.6754 |
110 | 124.62 | 129.2124 | 126.6493 | 131.9036 | 4e-04 | 1 | 1 | 0.9975 |
111 | 123.93 | 130.2413 | 127.3869 | 133.2541 | 0 | 0.9999 | 1 | 0.9993 |
112 | 124.29 | 130.5274 | 127.4348 | 133.8064 | 1e-04 | 1 | 1 | 0.999 |
113 | 124.16 | 131.753 | 128.3799 | 135.347 | 0 | 1 | 1 | 0.9998 |
114 | 124.02 | 132.7511 | 129.116 | 136.642 | 0 | 1 | 0.9999 | 0.9999 |
115 | 122 | 131.4206 | 127.6852 | 135.4295 | 0 | 0.9999 | 0.9998 | 0.9985 |
116 | 124.58 | 132.9233 | 128.9062 | 137.2547 | 1e-04 | 1 | 0.9996 | 0.9997 |
117 | 124.06 | 132.7741 | 128.596 | 137.2934 | 1e-04 | 0.9998 | 0.9994 | 0.9994 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
106 | 0.0045 | -0.0066 | 6e-04 | 0.6999 | 0.0583 | 0.2415 |
107 | 0.0065 | -0.0223 | 0.0019 | 8.052 | 0.671 | 0.8191 |
108 | 0.008 | -0.0275 | 0.0023 | 12.3131 | 1.0261 | 1.013 |
109 | 0.0091 | -0.0323 | 0.0027 | 16.5071 | 1.3756 | 1.1729 |
110 | 0.0106 | -0.0355 | 0.003 | 21.0901 | 1.7575 | 1.3257 |
111 | 0.0118 | -0.0485 | 0.004 | 39.8324 | 3.3194 | 1.8219 |
112 | 0.0128 | -0.0478 | 0.004 | 38.9046 | 3.242 | 1.8006 |
113 | 0.0139 | -0.0576 | 0.0048 | 57.6537 | 4.8045 | 2.1919 |
114 | 0.015 | -0.0658 | 0.0055 | 76.2322 | 6.3527 | 2.5205 |
115 | 0.0156 | -0.0717 | 0.006 | 88.7479 | 7.3957 | 2.7195 |
116 | 0.0166 | -0.0628 | 0.0052 | 69.6112 | 5.8009 | 2.4085 |
117 | 0.0174 | -0.0656 | 0.0055 | 75.935 | 6.3279 | 2.5155 |