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[330]) |
318 | 292.1 | - | - | - | - | - | - | - |
319 | 291.9 | - | - | - | - | - | - | - |
320 | 282.5 | - | - | - | - | - | - | - |
321 | 277.9 | - | - | - | - | - | - | - |
322 | 287.5 | - | - | - | - | - | - | - |
323 | 289.2 | - | - | - | - | - | - | - |
324 | 285.6 | - | - | - | - | - | - | - |
325 | 293.2 | - | - | - | - | - | - | - |
326 | 290.8 | - | - | - | - | - | - | - |
327 | 283.1 | - | - | - | - | - | - | - |
328 | 275 | - | - | - | - | - | - | - |
329 | 287.8 | - | - | - | - | - | - | - |
330 | 287.8 | - | - | - | - | - | - | - |
331 | 287.4 | 284.2825 | 264.0557 | 304.5093 | 0.3813 | 0.3666 | 0.2302 | 0.3666 |
332 | 284 | 285.5554 | 248.592 | 322.5188 | 0.4671 | 0.461 | 0.5644 | 0.4526 |
333 | 277.8 | 286.5343 | 237.0922 | 335.9765 | 0.3646 | 0.54 | 0.6339 | 0.48 |
334 | 277.6 | 287.0582 | 226.3338 | 347.7826 | 0.3801 | 0.6175 | 0.4943 | 0.4904 |
335 | 304.9 | 286.9438 | 216.1932 | 357.6945 | 0.3094 | 0.6021 | 0.4751 | 0.4905 |
336 | 294 | 286.3724 | 207.0825 | 365.6623 | 0.4252 | 0.3235 | 0.5076 | 0.4859 |
337 | 300.9 | 285.7092 | 199.3316 | 372.0868 | 0.3652 | 0.4254 | 0.4325 | 0.4811 |
338 | 324 | 285.293 | 192.9468 | 377.6392 | 0.2057 | 0.3702 | 0.4535 | 0.4788 |
339 | 332.9 | 285.277 | 187.6187 | 382.9352 | 0.1696 | 0.2185 | 0.5174 | 0.4798 |
340 | 341.6 | 285.5908 | 182.8596 | 388.3221 | 0.1426 | 0.1834 | 0.5801 | 0.4832 |
341 | 333.4 | 286.0185 | 178.1923 | 393.8446 | 0.1945 | 0.1562 | 0.4871 | 0.4871 |
342 | 348.2 | 286.3308 | 173.3285 | 399.3332 | 0.1416 | 0.2071 | 0.4898 | 0.4898 |
343 | 344.7 | 286.3993 | 168.2464 | 404.5523 | 0.1667 | 0.1526 | 0.4934 | 0.4907 |
344 | 344.7 | 286.2383 | 163.1307 | 409.346 | 0.176 | 0.176 | 0.5142 | 0.4901 |
345 | 329.3 | 285.9705 | 158.2259 | 413.7151 | 0.2531 | 0.1838 | 0.5499 | 0.4888 |
346 | 323.5 | 285.7461 | 153.6996 | 417.7926 | 0.2876 | 0.259 | 0.5481 | 0.4878 |
347 | 323.2 | 285.6654 | 149.5782 | 421.7526 | 0.2944 | 0.2929 | 0.3909 | 0.4877 |
348 | 317.4 | 285.7392 | 145.76 | 425.7185 | 0.3288 | 0.3 | 0.454 | 0.4885 |
349 | 330.1 | 285.9019 | 142.0823 | 429.7214 | 0.2735 | 0.3339 | 0.419 | 0.4897 |
350 | 329.2 | 286.0573 | 138.4031 | 433.7115 | 0.2834 | 0.2794 | 0.3072 | 0.4908 |
351 | 334.9 | 286.1317 | 134.6589 | 437.6046 | 0.264 | 0.2887 | 0.2725 | 0.4914 |
352 | 315.8 | 286.105 | 130.8757 | 441.3343 | 0.3539 | 0.2689 | 0.2417 | 0.4915 |
353 | 315.4 | 286.0097 | 127.1345 | 444.8849 | 0.3585 | 0.3566 | 0.2794 | 0.4912 |
354 | 319.6 | 285.9053 | 123.5182 | 448.2924 | 0.3421 | 0.3609 | 0.2261 | 0.4909 |
355 | 317.3 | 285.8441 | 120.0701 | 451.6181 | 0.355 | 0.3449 | 0.2433 | 0.4908 |
356 | 313.8 | 285.8473 | 116.7795 | 454.9151 | 0.3729 | 0.3577 | 0.2475 | 0.491 |
357 | 315.8 | 285.9007 | 113.5959 | 458.2055 | 0.3669 | 0.3755 | 0.3108 | 0.4914 |
358 | 311.3 | 285.9688 | 110.459 | 461.4786 | 0.3886 | 0.3695 | 0.3376 | 0.4918 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
331 | 0.0363 | 0.011 | 0 | 9.7186 | 0 | 0 |
332 | 0.066 | -0.0054 | 0.0082 | 2.4192 | 6.0689 | 2.4635 |
333 | 0.088 | -0.0305 | 0.0156 | 76.2884 | 29.4754 | 5.4291 |
334 | 0.1079 | -0.0329 | 0.02 | 89.4571 | 44.4708 | 6.6686 |
335 | 0.1258 | 0.0626 | 0.0285 | 322.4235 | 100.0614 | 10.0031 |
336 | 0.1413 | 0.0266 | 0.0282 | 58.1807 | 93.0813 | 9.6479 |
337 | 0.1542 | 0.0532 | 0.0317 | 230.7605 | 112.7497 | 10.6184 |
338 | 0.1651 | 0.1357 | 0.0447 | 1498.2319 | 285.935 | 16.9096 |
339 | 0.1747 | 0.1669 | 0.0583 | 2267.9548 | 506.1594 | 22.498 |
340 | 0.1835 | 0.1961 | 0.0721 | 3137.029 | 769.2464 | 27.7353 |
341 | 0.1923 | 0.1657 | 0.0806 | 2245.0109 | 903.4068 | 30.0567 |
342 | 0.2014 | 0.2161 | 0.0919 | 3827.7933 | 1147.1056 | 33.8689 |
343 | 0.2105 | 0.2036 | 0.1005 | 3398.9686 | 1320.3259 | 36.3363 |
344 | 0.2194 | 0.2042 | 0.1079 | 3417.7663 | 1470.143 | 38.3424 |
345 | 0.2279 | 0.1515 | 0.1108 | 1877.4481 | 1497.2967 | 38.6949 |
346 | 0.2358 | 0.1321 | 0.1121 | 1425.3541 | 1492.8003 | 38.6368 |
347 | 0.2431 | 0.1314 | 0.1133 | 1408.8489 | 1487.862 | 38.5728 |
348 | 0.2499 | 0.1108 | 0.1131 | 1002.404 | 1460.8921 | 38.2216 |
349 | 0.2567 | 0.1546 | 0.1153 | 1953.4743 | 1486.8175 | 38.5593 |
350 | 0.2634 | 0.1508 | 0.1171 | 1861.2921 | 1505.5412 | 38.8013 |
351 | 0.2701 | 0.1704 | 0.1196 | 2378.3423 | 1547.1032 | 39.3332 |
352 | 0.2768 | 0.1038 | 0.1189 | 881.794 | 1516.8618 | 38.9469 |
353 | 0.2834 | 0.1028 | 0.1182 | 863.7907 | 1488.4674 | 38.5807 |
354 | 0.2898 | 0.1179 | 0.1182 | 1135.3322 | 1473.7535 | 38.3895 |
355 | 0.2959 | 0.11 | 0.1179 | 989.4727 | 1454.3822 | 38.1364 |
356 | 0.3018 | 0.0978 | 0.1171 | 781.3542 | 1428.4965 | 37.7955 |
357 | 0.3075 | 0.1046 | 0.1166 | 893.9658 | 1408.6991 | 37.5326 |
358 | 0.3131 | 0.0886 | 0.1156 | 641.6687 | 1381.3052 | 37.1659 |