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 | 132.1 | - | - | - | - | - | - | - |
82 | 139.8 | - | - | - | - | - | - | - |
83 | 129 | - | - | - | - | - | - | - |
84 | 112.5 | - | - | - | - | - | - | - |
85 | 121.9 | - | - | - | - | - | - | - |
86 | 121.7 | - | - | - | - | - | - | - |
87 | 123.1 | - | - | - | - | - | - | - |
88 | 131.6 | - | - | - | - | - | - | - |
89 | 119.3 | - | - | - | - | - | - | - |
90 | 132.5 | - | - | - | - | - | - | - |
91 | 98.3 | - | - | - | - | - | - | - |
92 | 85.1 | - | - | - | - | - | - | - |
93 | 131.7 | - | - | - | - | - | - | - |
94 | 129.3 | 138.7926 | 109.416 | 168.1693 | 0.2633 | 0.682 | 0.4732 | 0.682 |
95 | 90.7 | 127.9926 | 98.0217 | 157.9635 | 0.0074 | 0.4659 | 0.4737 | 0.4042 |
96 | 78.6 | 111.4926 | 80.939 | 142.0462 | 0.0174 | 0.9089 | 0.4742 | 0.0974 |
97 | 68.9 | 120.8926 | 89.7672 | 152.018 | 5e-04 | 0.9961 | 0.4747 | 0.2481 |
98 | 79.1 | 120.6926 | 89.0058 | 152.3794 | 0.005 | 0.9993 | 0.4752 | 0.248 |
99 | 83.5 | 122.0926 | 89.8541 | 154.3311 | 0.0095 | 0.9955 | 0.4756 | 0.2796 |
100 | 74.1 | 130.5926 | 97.8117 | 163.3735 | 4e-04 | 0.9976 | 0.476 | 0.4736 |
101 | 59.7 | 118.2926 | 84.9781 | 151.6071 | 3e-04 | 0.9953 | 0.4764 | 0.2151 |
102 | 93.3 | 131.4926 | 97.6529 | 165.3323 | 0.0135 | 1 | 0.4767 | 0.4952 |
103 | 61.3 | 97.2926 | 62.9358 | 131.6494 | 0.02 | 0.5901 | 0.4771 | 0.0248 |
104 | 56.6 | 84.0926 | 49.2263 | 118.9589 | 0.0611 | 0.9 | 0.4774 | 0.0037 |
105 | 98.5 | 130.6926 | 95.3242 | 166.061 | 0.0372 | 1 | 0.4777 | 0.4777 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
94 | 0.108 | -0.0684 | 0 | 90.1097 | 0 | 0 |
95 | 0.1195 | -0.2914 | 0.1799 | 1390.7388 | 740.4243 | 27.2107 |
96 | 0.1398 | -0.295 | 0.2183 | 1081.9239 | 854.2575 | 29.2277 |
97 | 0.1314 | -0.4301 | 0.2712 | 2703.2316 | 1316.501 | 36.2836 |
98 | 0.1339 | -0.3446 | 0.2859 | 1729.9453 | 1399.1899 | 37.4057 |
99 | 0.1347 | -0.3161 | 0.2909 | 1489.3896 | 1414.2232 | 37.6062 |
100 | 0.1281 | -0.4326 | 0.3112 | 3191.4151 | 1668.1077 | 40.8425 |
101 | 0.1437 | -0.4953 | 0.3342 | 3433.0941 | 1888.731 | 43.4595 |
102 | 0.1313 | -0.2905 | 0.3293 | 1458.6755 | 1840.9471 | 42.9063 |
103 | 0.1802 | -0.3699 | 0.3334 | 1295.4681 | 1786.3992 | 42.2658 |
104 | 0.2115 | -0.3269 | 0.3328 | 755.8437 | 1692.7123 | 41.1426 |
105 | 0.1381 | -0.2463 | 0.3256 | 1036.3642 | 1638.0166 | 40.4724 |