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[93]) |
81 | 112.5 | - | - | - | - | - | - | - |
82 | 122.4 | - | - | - | - | - | - | - |
83 | 113.3 | - | - | - | - | - | - | - |
84 | 100 | - | - | - | - | - | - | - |
85 | 110.7 | - | - | - | - | - | - | - |
86 | 112.8 | - | - | - | - | - | - | - |
87 | 109.8 | - | - | - | - | - | - | - |
88 | 117.3 | - | - | - | - | - | - | - |
89 | 109.1 | - | - | - | - | - | - | - |
90 | 115.9 | - | - | - | - | - | - | - |
91 | 96 | - | - | - | - | - | - | - |
92 | 99.8 | - | - | - | - | - | - | - |
93 | 116.8 | - | - | - | - | - | - | - |
94 | 115.7 | 121.5772 | 115.2741 | 127.8803 | 0.0338 | 0.9313 | 0.399 | 0.9313 |
95 | 99.4 | 111.2649 | 104.917 | 117.6128 | 1e-04 | 0.0854 | 0.2649 | 0.0437 |
96 | 94.3 | 104.9355 | 98.3767 | 111.4943 | 7e-04 | 0.951 | 0.9299 | 2e-04 |
97 | 91 | 108.1904 | 100.8401 | 115.5407 | 0 | 0.9999 | 0.2517 | 0.0108 |
98 | 93.2 | 108.4563 | 101.1049 | 115.8077 | 0 | 1 | 0.1234 | 0.0131 |
99 | 103.1 | 116.8795 | 109.2584 | 124.5005 | 2e-04 | 1 | 0.9657 | 0.5082 |
100 | 94.1 | 112.5728 | 104.7194 | 120.4262 | 0 | 0.991 | 0.119 | 0.1457 |
101 | 91.8 | 110.1869 | 102.3199 | 118.0539 | 0 | 1 | 0.6067 | 0.0497 |
102 | 102.7 | 118.385 | 110.3003 | 126.4697 | 1e-04 | 1 | 0.7266 | 0.6496 |
103 | 82.6 | 94.7055 | 86.514 | 102.8971 | 0.0019 | 0.0279 | 0.3784 | 0 |
104 | 89.1 | 103.3142 | 95.0709 | 111.5575 | 4e-04 | 1 | 0.7983 | 7e-04 |
105 | 104.5 | 118.3673 | 109.9684 | 126.7662 | 6e-04 | 1 | 0.6427 | 0.6427 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
94 | 0.0265 | -0.0483 | 0 | 34.5414 | 0 | 0 |
95 | 0.0291 | -0.1066 | 0.0775 | 140.7763 | 87.6589 | 9.3626 |
96 | 0.0319 | -0.1014 | 0.0854 | 113.1138 | 96.1438 | 9.8053 |
97 | 0.0347 | -0.1589 | 0.1038 | 295.511 | 145.9856 | 12.0825 |
98 | 0.0346 | -0.1407 | 0.1112 | 232.7548 | 163.3395 | 12.7804 |
99 | 0.0333 | -0.1179 | 0.1123 | 189.8735 | 167.7618 | 12.9523 |
100 | 0.0356 | -0.1641 | 0.1197 | 341.2439 | 192.545 | 13.8761 |
101 | 0.0364 | -0.1669 | 0.1256 | 338.0778 | 210.7366 | 14.5168 |
102 | 0.0348 | -0.1325 | 0.1264 | 246.0204 | 214.657 | 14.6512 |
103 | 0.0441 | -0.1278 | 0.1265 | 146.5442 | 207.8457 | 14.4169 |
104 | 0.0407 | -0.1376 | 0.1275 | 202.0441 | 207.3183 | 14.3986 |
105 | 0.0362 | -0.1172 | 0.1267 | 192.3024 | 206.067 | 14.355 |