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[96]) |
84 | 112.98 | - | - | - | - | - | - | - |
85 | 113.79 | - | - | - | - | - | - | - |
86 | 111.36 | - | - | - | - | - | - | - |
87 | 107.91 | - | - | - | - | - | - | - |
88 | 106.69 | - | - | - | - | - | - | - |
89 | 103.65 | - | - | - | - | - | - | - |
90 | 101.22 | - | - | - | - | - | - | - |
91 | 112.58 | - | - | - | - | - | - | - |
92 | 114.6 | - | - | - | - | - | - | - |
93 | 109.94 | - | - | - | - | - | - | - |
94 | 106.9 | - | - | - | - | - | - | - |
95 | 103.45 | - | - | - | - | - | - | - |
96 | 104.26 | - | - | - | - | - | - | - |
97 | 104.87 | 105.07 | 101.9549 | 108.1851 | 0.4499 | 0.6948 | 0 | 0.6948 |
98 | 103.04 | 102.64 | 98.2346 | 107.0454 | 0.4294 | 0.1606 | 1e-04 | 0.2355 |
99 | 100 | 99.19 | 93.7945 | 104.5855 | 0.3843 | 0.081 | 8e-04 | 0.0328 |
100 | 99.39 | 97.97 | 91.7398 | 104.2002 | 0.3275 | 0.2615 | 0.003 | 0.0239 |
101 | 95.13 | 94.93 | 87.9644 | 101.8956 | 0.4776 | 0.1047 | 0.0071 | 0.0043 |
102 | 96.96 | 92.5 | 84.8695 | 100.1305 | 0.126 | 0.2497 | 0.0125 | 0.0013 |
103 | 107.1 | 103.86 | 95.6182 | 112.1018 | 0.2205 | 0.9496 | 0.0191 | 0.4621 |
104 | 108.32 | 105.88 | 97.0691 | 114.6909 | 0.2936 | 0.393 | 0.0262 | 0.6407 |
105 | 105.07 | 101.22 | 91.8746 | 110.5654 | 0.2097 | 0.0682 | 0.0337 | 0.2619 |
106 | 102.64 | 98.18 | 88.3291 | 108.0309 | 0.1874 | 0.0852 | 0.0414 | 0.1132 |
107 | 101.83 | 94.73 | 84.3983 | 105.0617 | 0.089 | 0.0667 | 0.049 | 0.0353 |
108 | 104.67 | 95.54 | 84.7489 | 106.3311 | 0.0486 | 0.1266 | 0.0566 | 0.0566 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
97 | 0.0151 | -0.0019 | 0 | 0.04 | 0 | 0 |
98 | 0.0219 | 0.0039 | 0.0029 | 0.16 | 0.1 | 0.3162 |
99 | 0.0278 | 0.0082 | 0.0047 | 0.6561 | 0.2854 | 0.5342 |
100 | 0.0324 | 0.0145 | 0.0071 | 2.0164 | 0.7181 | 0.8474 |
101 | 0.0374 | 0.0021 | 0.0061 | 0.04 | 0.5825 | 0.7632 |
102 | 0.0421 | 0.0482 | 0.0131 | 19.8916 | 3.8007 | 1.9495 |
103 | 0.0405 | 0.0312 | 0.0157 | 10.4976 | 4.7574 | 2.1811 |
104 | 0.0425 | 0.023 | 0.0166 | 5.9536 | 4.9069 | 2.2152 |
105 | 0.0471 | 0.038 | 0.019 | 14.8225 | 6.0086 | 2.4513 |
106 | 0.0512 | 0.0454 | 0.0216 | 19.8916 | 7.3969 | 2.7197 |
107 | 0.0556 | 0.0749 | 0.0265 | 50.41 | 11.3072 | 3.3626 |
108 | 0.0576 | 0.0956 | 0.0322 | 83.3569 | 17.3114 | 4.1607 |