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[212]) |
200 | 230 | - | - | - | - | - | - | - |
201 | 230.2 | - | - | - | - | - | - | - |
202 | 230.8 | - | - | - | - | - | - | - |
203 | 231 | - | - | - | - | - | - | - |
204 | 231.7 | - | - | - | - | - | - | - |
205 | 231.9 | - | - | - | - | - | - | - |
206 | 233 | - | - | - | - | - | - | - |
207 | 235.1 | - | - | - | - | - | - | - |
208 | 236 | - | - | - | - | - | - | - |
209 | 236.9 | - | - | - | - | - | - | - |
210 | 237.1 | - | - | - | - | - | - | - |
211 | 237.5 | - | - | - | - | - | - | - |
212 | 238.2 | - | - | - | - | - | - | - |
213 | 238.9 | 238.5618 | 237.9173 | 239.2064 | 0.1519 | 0.8644 | 1 | 0.8644 |
214 | 239.1 | 238.9931 | 238.0141 | 239.9721 | 0.4153 | 0.5739 | 1 | 0.9438 |
215 | 240 | 239.2994 | 238.0072 | 240.5917 | 0.144 | 0.6189 | 1 | 0.9523 |
216 | 240.2 | 239.6442 | 238.0852 | 241.2032 | 0.2423 | 0.3273 | 1 | 0.9653 |
217 | 240.5 | 239.8947 | 238.0987 | 241.6906 | 0.2544 | 0.3695 | 1 | 0.9678 |
218 | 240.7 | 240.5078 | 238.4997 | 242.5159 | 0.4256 | 0.503 | 1 | 0.9879 |
219 | 241.1 | 241.3397 | 239.1382 | 243.5412 | 0.4155 | 0.7155 | 1 | 0.9974 |
220 | 241.4 | 241.9953 | 239.6155 | 244.3752 | 0.312 | 0.7695 | 1 | 0.9991 |
221 | 242.2 | 242.4786 | 239.9326 | 245.0245 | 0.4151 | 0.7968 | 1 | 0.9995 |
222 | 242.9 | 242.8067 | 240.1047 | 245.5088 | 0.473 | 0.6701 | 1 | 0.9996 |
223 | 243.2 | 243.2021 | 240.3525 | 246.0517 | 0.4994 | 0.5823 | 1 | 0.9997 |
224 | 243.9 | 243.5786 | 240.5887 | 246.5686 | 0.4166 | 0.598 | 0.9998 | 0.9998 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
213 | 0.0014 | 0.0014 | 1e-04 | 0.1144 | 0.0095 | 0.0976 |
214 | 0.0021 | 4e-04 | 0 | 0.0114 | 0.001 | 0.0309 |
215 | 0.0028 | 0.0029 | 2e-04 | 0.4908 | 0.0409 | 0.2022 |
216 | 0.0033 | 0.0023 | 2e-04 | 0.3089 | 0.0257 | 0.1604 |
217 | 0.0038 | 0.0025 | 2e-04 | 0.3664 | 0.0305 | 0.1747 |
218 | 0.0043 | 8e-04 | 1e-04 | 0.0369 | 0.0031 | 0.0555 |
219 | 0.0047 | -0.001 | 1e-04 | 0.0575 | 0.0048 | 0.0692 |
220 | 0.005 | -0.0025 | 2e-04 | 0.3544 | 0.0295 | 0.1719 |
221 | 0.0054 | -0.0011 | 1e-04 | 0.0776 | 0.0065 | 0.0804 |
222 | 0.0057 | 4e-04 | 0 | 0.0087 | 7e-04 | 0.0269 |
223 | 0.006 | 0 | 0 | 0 | 0 | 6e-04 |
224 | 0.0063 | 0.0013 | 1e-04 | 0.1033 | 0.0086 | 0.0928 |