|
100 |
4.86263 |
4.30297 |
0.89423 |
2.55030 |
6.05564 |
0.55966 |
|
101 |
. |
4.65825 |
0.89423 |
2.90558 |
6.41092 |
. |
|
102 |
. |
4.65825 |
1.05920 |
2.58226 |
6.73424 |
. |
|
103 |
. |
4.65825 |
1.20173 |
2.30290 |
7.01360 |
. |
|
104 |
. |
4.65825 |
1.32906 |
2.05334 |
7.26316 |
. |
|
105 |
. |
4.65825 |
1.44522 |
1.82568 |
7.49082 |
. |
|
106 |
. |
4.65825 |
1.55271 |
1.61500 |
7.70150 |
. |
|
107 |
. |
4.65825 |
1.65322 |
1.41799 |
7.89851 |
. |
|
108 |
. |
4.65825 |
1.74797 |
1.23229 |
8.08421 |
. |
|
109 |
. |
4.65825 |
1.83784 |
1.05615 |
8.26035 |
. |
|
110 |
. |
4.65825 |
1.92351 |
0.88823 |
8.42826 |
. |
|
111 |
. |
4.65825 |
2.00553 |
0.72748 |
8.58902 |
. |
|
112 |
. |
4.65825 |
2.08432 |
0.57305 |
8.74345 |
. |
|
Obs |
y |
FORECAST |
STD |
L95 |
U95 |
RESIDUAL |
Above is the forecast. Below is a simulation of 112 obs. I will check that my pred. intervals above capture the simulated value of y below.
|
Obs |
y1 |
a1 |
i |
a |
y |
|
99 |
3.92402 |
0.91613 |
99 |
1.11467 |
4.71493 |
|
100 |
4.71493 |
1.11467 |
100 |
0.54162 |
4.86263 |
|
101 |
4.86263 |
0.54162 |
101 |
0.26510 |
4.93632 |
|
102 |
4.93632 |
0.26510 |
102 |
0.59090 |
5.43353 |
|
103 |
5.43353 |
0.59090 |
103 |
0.41281 |
5.63752 |
|
104 |
5.63752 |
0.41281 |
104 |
-1.41192 |
4.07971 |
|
105 |
4.07971 |
-1.41192 |
105 |
-0.19314 |
4.38554 |
|
106 |
4.38554 |
-0.19314 |
106 |
2.34128 |
6.79508 |
|
107 |
6.79508 |
2.34128 |
107 |
-1.90089 |
4.06678 |
|
108 |
4.06678 |
-1.90089 |
108 |
1.02031 |
5.75886 |
|
109 |
5.75886 |
1.02031 |
109 |
1.19667 |
6.59495 |
|
110 |
6.59495 |
1.19667 |
110 |
0.67814 |
6.85019 |
|
111 |
6.85019 |
0.67814 |
111 |
-0.87939 |
5.73114 |
|
112 |
5.73114 |
-0.87939 |
112 |
-0.43383 |
5.60809 |