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[75]) |
74 | 4.18 | - | - | - | - | - | - | - |
75 | 4.25 | - | - | - | - | - | - | - |
76 | 4.25 | 4.2885 | 4.0366 | 4.5561 | 0.3889 | 0.6111 | 0.6111 | 0.6111 |
77 | 3.97 | 4.4141 | 3.9975 | 4.8741 | 0.0292 | 0.7578 | 0.7578 | 0.7578 |
78 | 3.42 | 4.5066 | 3.9432 | 5.1505 | 5e-04 | 0.9488 | 0.9488 | 0.7826 |
79 | 2.75 | 4.5739 | 3.8007 | 5.5045 | 1e-04 | 0.9925 | 0.9925 | 0.7525 |
80 | 2.31 | 4.6803 | 3.6792 | 5.9537 | 1e-04 | 0.9985 | 0.9985 | 0.7461 |
81 | 2 | 4.7805 | 3.5562 | 6.4262 | 5e-04 | 0.9984 | 0.9984 | 0.7362 |
82 | 1.66 | 4.8663 | 3.4008 | 6.9634 | 0.0014 | 0.9963 | 0.9963 | 0.7177 |
83 | 1.31 | 4.969 | 3.2479 | 7.6022 | 0.0032 | 0.9931 | 0.9931 | 0.7038 |
84 | 1.09 | 5.0737 | 3.0962 | 8.3141 | 0.008 | 0.9886 | 0.9886 | 0.6908 |
85 | 1 | 5.1719 | 2.9341 | 9.1164 | 0.0191 | 0.9787 | 0.9787 | 0.6765 |
86 | 1 | 5.2776 | 2.773 | 10.0443 | 0.0393 | 0.9607 | 0.9607 | 0.6637 |
87 | 1 | 5.3869 | 2.615 | 11.0971 | 0.0661 | 0.9339 | 0.9339 | 0.6518 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
76 | 0.0318 | -0.009 | 0 | 0.0015 | 0 | 0 |
77 | 0.0532 | -0.1006 | 0.0548 | 0.1972 | 0.0994 | 0.3152 |
78 | 0.0729 | -0.2411 | 0.1169 | 1.1807 | 0.4598 | 0.6781 |
79 | 0.1038 | -0.3988 | 0.1874 | 3.3267 | 1.1765 | 1.0847 |
80 | 0.1388 | -0.5064 | 0.2512 | 5.6181 | 2.0648 | 1.437 |
81 | 0.1756 | -0.5816 | 0.3063 | 7.731 | 3.0092 | 1.7347 |
82 | 0.2199 | -0.6589 | 0.3566 | 10.2804 | 4.048 | 2.012 |
83 | 0.2704 | -0.7364 | 0.4041 | 13.3886 | 5.2155 | 2.2838 |
84 | 0.3259 | -0.7852 | 0.4464 | 15.8699 | 6.3993 | 2.5297 |
85 | 0.3891 | -0.8066 | 0.4825 | 17.4045 | 7.4999 | 2.7386 |
86 | 0.4608 | -0.8105 | 0.5123 | 18.2976 | 8.4815 | 2.9123 |
87 | 0.5408 | -0.8144 | 0.5375 | 19.2446 | 9.3784 | 3.0624 |