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[85]) |
73 | 106 | - | - | - | - | - | - | - |
74 | 105.3 | - | - | - | - | - | - | - |
75 | 118.8 | - | - | - | - | - | - | - |
76 | 106.1 | - | - | - | - | - | - | - |
77 | 109.3 | - | - | - | - | - | - | - |
78 | 117.2 | - | - | - | - | - | - | - |
79 | 92.5 | - | - | - | - | - | - | - |
80 | 104.2 | - | - | - | - | - | - | - |
81 | 112.5 | - | - | - | - | - | - | - |
82 | 122.4 | - | - | - | - | - | - | - |
83 | 113.3 | - | - | - | - | - | - | - |
84 | 100 | - | - | - | - | - | - | - |
85 | 110.7 | - | - | - | - | - | - | - |
86 | 112.8 | 104.6184 | 98.4629 | 110.7738 | 0.0046 | 0.0264 | 0.4141 | 0.0264 |
87 | 109.8 | 117.09 | 110.9358 | 123.2442 | 0.0101 | 0.9141 | 0.293 | 0.9791 |
88 | 117.3 | 110.1177 | 103.6616 | 116.5739 | 0.0146 | 0.5384 | 0.8887 | 0.4298 |
89 | 109.1 | 107.853 | 100.4879 | 115.218 | 0.37 | 0.006 | 0.3501 | 0.2243 |
90 | 115.9 | 116.9583 | 109.5819 | 124.3348 | 0.3893 | 0.9816 | 0.4744 | 0.9518 |
91 | 96 | 92.9006 | 85.1718 | 100.6295 | 0.2159 | 0 | 0.5405 | 0 |
92 | 99.8 | 102.1154 | 94.087 | 110.1438 | 0.2859 | 0.9323 | 0.3054 | 0.0181 |
93 | 116.8 | 114.9095 | 106.8274 | 122.9917 | 0.3233 | 0.9999 | 0.7205 | 0.8463 |
94 | 115.7 | 119.7665 | 111.4319 | 128.101 | 0.1695 | 0.7573 | 0.2679 | 0.9835 |
95 | 99.4 | 111.5222 | 103.0525 | 119.9918 | 0.0025 | 0.1668 | 0.3404 | 0.5754 |
96 | 94.3 | 102.0769 | 93.5284 | 110.6254 | 0.0373 | 0.7303 | 0.683 | 0.024 |
97 | 91 | 106.6158 | 97.9261 | 115.3055 | 2e-04 | 0.9973 | 0.1785 | 0.1785 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
86 | 0.03 | 0.0782 | 0 | 66.9393 | 0 | 0 |
87 | 0.0268 | -0.0623 | 0.0702 | 53.1439 | 60.0416 | 7.7486 |
88 | 0.0299 | 0.0652 | 0.0686 | 51.5851 | 57.2228 | 7.5646 |
89 | 0.0348 | 0.0116 | 0.0543 | 1.5551 | 43.3058 | 6.5807 |
90 | 0.0322 | -0.009 | 0.0453 | 1.1201 | 34.8687 | 5.905 |
91 | 0.0424 | 0.0334 | 0.0433 | 9.6061 | 30.6583 | 5.537 |
92 | 0.0401 | -0.0227 | 0.0403 | 5.361 | 27.0444 | 5.2004 |
93 | 0.0359 | 0.0165 | 0.0373 | 3.5739 | 24.1106 | 4.9103 |
94 | 0.0355 | -0.034 | 0.037 | 16.5364 | 23.269 | 4.8238 |
95 | 0.0387 | -0.1087 | 0.0441 | 146.9466 | 35.6368 | 5.9697 |
96 | 0.0427 | -0.0762 | 0.0471 | 60.4801 | 37.8952 | 6.1559 |
97 | 0.0416 | -0.1465 | 0.0553 | 243.854 | 55.0585 | 7.4201 |