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 | 120.3388 | 114.3523 | 126.3253 | 0.0644 | 0.8767 | 0.2499 | 0.8767 |
95 | 99.4 | 110.2663 | 104.2686 | 116.264 | 2e-04 | 0.0379 | 0.1607 | 0.0164 |
96 | 94.3 | 104.7555 | 98.5046 | 111.0064 | 5e-04 | 0.9534 | 0.932 | 1e-04 |
97 | 91 | 106.5427 | 99.4573 | 113.628 | 0 | 0.9996 | 0.1251 | 0.0023 |
98 | 93.2 | 107.5812 | 100.4952 | 114.6671 | 0 | 1 | 0.0744 | 0.0054 |
99 | 103.1 | 115.3708 | 107.9784 | 122.7631 | 6e-04 | 1 | 0.9302 | 0.3524 |
100 | 94.1 | 112.2542 | 104.5866 | 119.9217 | 0 | 0.9904 | 0.0986 | 0.1226 |
101 | 91.8 | 109.1202 | 101.4155 | 116.825 | 0 | 0.9999 | 0.5021 | 0.0254 |
102 | 102.7 | 117.4571 | 109.5102 | 125.4039 | 1e-04 | 1 | 0.6495 | 0.5644 |
103 | 82.6 | 93.7322 | 85.6472 | 101.8172 | 0.0035 | 0.0149 | 0.2912 | 0 |
104 | 89.1 | 102.1223 | 93.9595 | 110.2852 | 9e-04 | 1 | 0.7114 | 2e-04 |
105 | 104.5 | 118.9456 | 110.6099 | 127.2813 | 3e-04 | 1 | 0.693 | 0.693 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
94 | 0.0254 | -0.0385 | 0 | 21.5187 | 0 | 0 |
95 | 0.0278 | -0.0985 | 0.0685 | 118.0766 | 69.7977 | 8.3545 |
96 | 0.0304 | -0.0998 | 0.079 | 109.3177 | 82.971 | 9.1088 |
97 | 0.0339 | -0.1459 | 0.0957 | 241.5749 | 122.622 | 11.0735 |
98 | 0.0336 | -0.1337 | 0.1033 | 206.8176 | 139.4611 | 11.8094 |
99 | 0.0327 | -0.1064 | 0.1038 | 150.572 | 141.3129 | 11.8875 |
100 | 0.0348 | -0.1617 | 0.1121 | 329.5733 | 168.2073 | 12.9695 |
101 | 0.036 | -0.1587 | 0.1179 | 299.9906 | 184.6802 | 13.5897 |
102 | 0.0345 | -0.1256 | 0.1188 | 217.7716 | 188.357 | 13.7243 |
103 | 0.044 | -0.1188 | 0.1188 | 123.9261 | 181.9139 | 13.4875 |
104 | 0.0408 | -0.1275 | 0.1196 | 169.5814 | 180.7928 | 13.4459 |
105 | 0.0358 | -0.1214 | 0.1197 | 208.676 | 183.1164 | 13.532 |