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 | 125.4255 | 124.7158 | 126.1351 | 0.2234 | 0.5826 | 1 | 0.5826 |
107 | 124.31 | 125.8314 | 124.7854 | 126.8775 | 0.0022 | 0.8992 | 1 | 0.8165 |
108 | 124.14 | 126.0147 | 124.7125 | 127.3168 | 0.0024 | 0.9949 | 1 | 0.8415 |
109 | 121.81 | 124.3431 | 122.8271 | 125.8591 | 5e-04 | 0.6036 | 1 | 0.0965 |
110 | 124.62 | 127.0452 | 125.342 | 128.7484 | 0.0026 | 1 | 1 | 0.9745 |
111 | 123.93 | 127.3978 | 125.5261 | 129.2696 | 1e-04 | 0.9982 | 1 | 0.984 |
112 | 124.29 | 127.8336 | 125.8072 | 129.86 | 3e-04 | 0.9999 | 1 | 0.9919 |
113 | 124.16 | 128.2415 | 126.0714 | 130.4115 | 1e-04 | 0.9998 | 0.9997 | 0.9955 |
114 | 124.02 | 128.6142 | 126.3094 | 130.9189 | 0 | 0.9999 | 0.9974 | 0.9972 |
115 | 122 | 127.403 | 124.971 | 129.835 | 0 | 0.9968 | 0.9954 | 0.951 |
116 | 124.58 | 129.096 | 126.5431 | 131.6489 | 3e-04 | 1 | 0.9973 | 0.998 |
117 | 124.06 | 128.8838 | 126.2155 | 131.5522 | 2e-04 | 0.9992 | 0.9953 | 0.9953 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
106 | 0.0029 | -0.0022 | 2e-04 | 0.0759 | 0.0063 | 0.0795 |
107 | 0.0042 | -0.0121 | 0.001 | 2.3147 | 0.1929 | 0.4392 |
108 | 0.0053 | -0.0149 | 0.0012 | 3.5144 | 0.2929 | 0.5412 |
109 | 0.0062 | -0.0204 | 0.0017 | 6.4166 | 0.5347 | 0.7312 |
110 | 0.0068 | -0.0191 | 0.0016 | 5.8817 | 0.4901 | 0.7001 |
111 | 0.0075 | -0.0272 | 0.0023 | 12.0259 | 1.0022 | 1.0011 |
112 | 0.0081 | -0.0277 | 0.0023 | 12.557 | 1.0464 | 1.0229 |
113 | 0.0086 | -0.0318 | 0.0027 | 16.6585 | 1.3882 | 1.1782 |
114 | 0.0091 | -0.0357 | 0.003 | 21.1062 | 1.7589 | 1.3262 |
115 | 0.0097 | -0.0424 | 0.0035 | 29.1923 | 2.4327 | 1.5597 |
116 | 0.0101 | -0.035 | 0.0029 | 20.3941 | 1.6995 | 1.3037 |
117 | 0.0106 | -0.0374 | 0.0031 | 23.2694 | 1.9391 | 1.3925 |