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[200]) |
188 | 92.2 | - | - | - | - | - | - | - |
189 | 112 | - | - | - | - | - | - | - |
190 | 111.4 | - | - | - | - | - | - | - |
191 | 107.5 | - | - | - | - | - | - | - |
192 | 103.4 | - | - | - | - | - | - | - |
193 | 103.5 | - | - | - | - | - | - | - |
194 | 107.4 | - | - | - | - | - | - | - |
195 | 117.6 | - | - | - | - | - | - | - |
196 | 110.2 | - | - | - | - | - | - | - |
197 | 104.3 | - | - | - | - | - | - | - |
198 | 115.9 | - | - | - | - | - | - | - |
199 | 98.9 | - | - | - | - | - | - | - |
200 | 101.9 | - | - | - | - | - | - | - |
201 | 113.5 | 116.3751 | 105.8779 | 126.8722 | 0.2957 | 0.9966 | 0.793 | 0.9966 |
202 | 109.5 | 111.5744 | 99.6936 | 123.4552 | 0.3661 | 0.3754 | 0.5115 | 0.9448 |
203 | 110 | 106.9768 | 95.096 | 118.8576 | 0.309 | 0.3386 | 0.4656 | 0.7989 |
204 | 114.2 | 102.9924 | 91.1116 | 114.8733 | 0.0322 | 0.1238 | 0.4732 | 0.5715 |
205 | 106.9 | 103.1172 | 91.2364 | 114.9981 | 0.2663 | 0.0337 | 0.4748 | 0.5796 |
206 | 109.2 | 106.2986 | 94.4177 | 118.1794 | 0.3161 | 0.4605 | 0.4279 | 0.766 |
207 | 124.2 | 116.1412 | 104.2604 | 128.022 | 0.0918 | 0.8739 | 0.4049 | 0.9906 |
208 | 104.7 | 109.2634 | 97.3825 | 121.1442 | 0.2258 | 0.0069 | 0.4386 | 0.8878 |
209 | 111.9 | 103.9289 | 92.0481 | 115.8097 | 0.0943 | 0.4494 | 0.4756 | 0.6311 |
210 | 119 | 114.5445 | 102.6636 | 126.4253 | 0.2312 | 0.6687 | 0.4115 | 0.9815 |
211 | 102.9 | 98.7614 | 86.8805 | 110.6422 | 0.2474 | 4e-04 | 0.4909 | 0.3023 |
212 | 106.3 | 99.7706 | 87.8897 | 111.6514 | 0.1407 | 0.3028 | 0.3627 | 0.3627 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
201 | 0.046 | -0.0253 | 0.0253 | 0.025 | 8.2661 | 0 | 0 | -0.3652 | 0.3652 |
202 | 0.0543 | -0.0189 | 0.0221 | 0.0219 | 4.3031 | 6.2846 | 2.5069 | -0.2635 | 0.3143 |
203 | 0.0567 | 0.0275 | 0.0239 | 0.0239 | 9.1397 | 7.2363 | 2.69 | 0.384 | 0.3376 |
204 | 0.0589 | 0.0981 | 0.0425 | 0.0437 | 125.6093 | 36.8296 | 6.0687 | 1.4236 | 0.6091 |
205 | 0.0588 | 0.0354 | 0.0411 | 0.0422 | 14.3094 | 32.3255 | 5.6856 | 0.4805 | 0.5834 |
206 | 0.057 | 0.0266 | 0.0386 | 0.0396 | 8.4183 | 28.341 | 5.3236 | 0.3685 | 0.5476 |
207 | 0.0522 | 0.0649 | 0.0424 | 0.0436 | 64.9441 | 33.57 | 5.794 | 1.0236 | 0.6156 |
208 | 0.0555 | -0.0436 | 0.0425 | 0.0434 | 20.8244 | 31.9768 | 5.6548 | -0.5796 | 0.6111 |
209 | 0.0583 | 0.0712 | 0.0457 | 0.0468 | 63.5385 | 35.4837 | 5.9568 | 1.0125 | 0.6557 |
210 | 0.0529 | 0.0374 | 0.0449 | 0.046 | 19.8518 | 33.9205 | 5.8241 | 0.5659 | 0.6467 |
211 | 0.0614 | 0.0402 | 0.0445 | 0.0455 | 17.1282 | 32.3939 | 5.6916 | 0.5257 | 0.6357 |
212 | 0.0608 | 0.0614 | 0.0459 | 0.047 | 42.6334 | 33.2472 | 5.766 | 0.8294 | 0.6518 |