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]) |
63 | 1.2 | - | - | - | - | - | - | - |
64 | 1.4 | - | - | - | - | - | - | - |
65 | 2.2 | - | - | - | - | - | - | - |
66 | 2.9 | - | - | - | - | - | - | - |
67 | 3.1 | - | - | - | - | - | - | - |
68 | 3.5 | - | - | - | - | - | - | - |
69 | 3.6 | - | - | - | - | - | - | - |
70 | 4.4 | - | - | - | - | - | - | - |
71 | 4.1 | - | - | - | - | - | - | - |
72 | 5.1 | - | - | - | - | - | - | - |
73 | 5.8 | - | - | - | - | - | - | - |
74 | 5.9 | - | - | - | - | - | - | - |
75 | 5.4 | - | - | - | - | - | - | - |
76 | 5.5 | 5.3847 | 4.78 | 5.9894 | 0.3543 | 0.4802 | 1 | 0.4802 |
77 | 4.8 | 4.8438 | 3.9887 | 5.699 | 0.46 | 0.0663 | 1 | 0.1012 |
78 | 3.2 | 4.2078 | 3.1604 | 5.2552 | 0.0296 | 0.1339 | 0.9928 | 0.0128 |
79 | 2.7 | 4.0212 | 2.8118 | 5.2306 | 0.0161 | 0.9084 | 0.9323 | 0.0127 |
80 | 2.1 | 3.8536 | 2.5014 | 5.2057 | 0.0055 | 0.9528 | 0.6959 | 0.0125 |
81 | 1.9 | 3.7431 | 2.2619 | 5.2244 | 0.0074 | 0.9852 | 0.5751 | 0.0142 |
82 | 0.6 | 3.1337 | 1.5338 | 4.7337 | 0.001 | 0.9347 | 0.0604 | 0.0027 |
83 | 0.7 | 3.3623 | 1.6519 | 5.0726 | 0.0011 | 0.9992 | 0.1989 | 0.0098 |
84 | -0.2 | 2.7718 | 0.9577 | 4.586 | 7e-04 | 0.9874 | 0.0059 | 0.0023 |
85 | -1 | 2.2386 | 0.3264 | 4.1509 | 5e-04 | 0.9938 | 1e-04 | 6e-04 |
86 | -1.7 | 2.1624 | 0.1569 | 4.168 | 1e-04 | 0.999 | 1e-04 | 8e-04 |
87 | -0.7 | 2.5776 | 0.4828 | 4.6723 | 0.0011 | 1 | 0.0041 | 0.0041 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
76 | 0.0573 | 0.0214 | 0 | 0.0133 | 0 | 0 |
77 | 0.0901 | -0.009 | 0.0152 | 0.0019 | 0.0076 | 0.0872 |
78 | 0.127 | -0.2395 | 0.09 | 1.0157 | 0.3436 | 0.5862 |
79 | 0.1534 | -0.3286 | 0.1496 | 1.7456 | 0.6941 | 0.8332 |
80 | 0.179 | -0.4551 | 0.2107 | 3.075 | 1.1703 | 1.0818 |
81 | 0.2019 | -0.4924 | 0.2577 | 3.3972 | 1.5415 | 1.2416 |
82 | 0.2605 | -0.8085 | 0.3364 | 6.4199 | 2.2384 | 1.4961 |
83 | 0.2595 | -0.7918 | 0.3933 | 7.0877 | 2.8445 | 1.6866 |
84 | 0.3339 | -1.0722 | 0.4687 | 8.8318 | 3.5098 | 1.8734 |
85 | 0.4358 | -1.4467 | 0.5665 | 10.4887 | 4.2077 | 2.0513 |
86 | 0.4732 | -1.7861 | 0.6774 | 14.9185 | 5.1814 | 2.2763 |
87 | 0.4146 | -1.2716 | 0.7269 | 10.7425 | 5.6448 | 2.3759 |