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[108]) |
96 | 167 | - | - | - | - | - | - | - |
97 | 160 | - | - | - | - | - | - | - |
98 | 150 | - | - | - | - | - | - | - |
99 | 160 | - | - | - | - | - | - | - |
100 | 165 | - | - | - | - | - | - | - |
101 | 171 | - | - | - | - | - | - | - |
102 | 179 | - | - | - | - | - | - | - |
103 | 171 | - | - | - | - | - | - | - |
104 | 176 | - | - | - | - | - | - | - |
105 | 170 | - | - | - | - | - | - | - |
106 | 169 | - | - | - | - | - | - | - |
107 | 194 | - | - | - | - | - | - | - |
108 | 196 | - | - | - | - | - | - | - |
109 | 188 | 189 | 178.7601 | 199.2399 | 0.4241 | 0.0901 | 1 | 0.0901 |
110 | 174 | 179 | 164.5186 | 193.4814 | 0.2493 | 0.1116 | 1 | 0.0107 |
111 | 186 | 189 | 171.264 | 206.736 | 0.3701 | 0.9513 | 0.9993 | 0.2196 |
112 | 191 | 194 | 173.5202 | 214.4798 | 0.387 | 0.7781 | 0.9972 | 0.4241 |
113 | 197 | 200 | 177.1029 | 222.8971 | 0.3987 | 0.7795 | 0.9935 | 0.634 |
114 | 206 | 208 | 182.9175 | 233.0825 | 0.4379 | 0.805 | 0.9883 | 0.8258 |
115 | 197 | 200 | 172.9078 | 227.0922 | 0.4141 | 0.3321 | 0.982 | 0.6139 |
116 | 204 | 205 | 176.0372 | 233.9628 | 0.473 | 0.7059 | 0.9751 | 0.7288 |
117 | 201 | 199 | 168.2803 | 229.7197 | 0.4492 | 0.3749 | 0.9679 | 0.5759 |
118 | 190 | 198 | 165.6186 | 230.3814 | 0.3141 | 0.428 | 0.9604 | 0.5482 |
119 | 213 | 223 | 189.0381 | 256.9619 | 0.2819 | 0.9716 | 0.9529 | 0.9404 |
120 | 213 | 225 | 189.528 | 260.472 | 0.2536 | 0.7464 | 0.9455 | 0.9455 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
109 | 0.0276 | -0.0053 | 0.0053 | 0.0053 | 1 | 0 | 0 | -0.1111 | 0.1111 |
110 | 0.0413 | -0.0287 | 0.017 | 0.0168 | 25 | 13 | 3.6056 | -0.5556 | 0.3333 |
111 | 0.0479 | -0.0161 | 0.0167 | 0.0165 | 9 | 11.6667 | 3.4157 | -0.3333 | 0.3333 |
112 | 0.0539 | -0.0157 | 0.0165 | 0.0163 | 9 | 11 | 3.3166 | -0.3333 | 0.3333 |
113 | 0.0584 | -0.0152 | 0.0162 | 0.0161 | 9 | 10.6 | 3.2558 | -0.3333 | 0.3333 |
114 | 0.0615 | -0.0097 | 0.0151 | 0.015 | 4 | 9.5 | 3.0822 | -0.2222 | 0.3148 |
115 | 0.0691 | -0.0152 | 0.0152 | 0.015 | 9 | 9.4286 | 3.0706 | -0.3333 | 0.3175 |
116 | 0.0721 | -0.0049 | 0.0139 | 0.0137 | 1 | 8.375 | 2.894 | -0.1111 | 0.2917 |
117 | 0.0788 | 0.01 | 0.0134 | 0.0133 | 4 | 7.8889 | 2.8087 | 0.2222 | 0.284 |
118 | 0.0834 | -0.0421 | 0.0163 | 0.0161 | 64 | 13.5 | 3.6742 | -0.8889 | 0.3444 |
119 | 0.0777 | -0.0469 | 0.0191 | 0.0188 | 100 | 21.3636 | 4.6221 | -1.1111 | 0.4141 |
120 | 0.0804 | -0.0563 | 0.0222 | 0.0218 | 144 | 31.5833 | 5.6199 | -1.3333 | 0.4907 |