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[332]) |
320 | 292.1 | - | - | - | - | - | - | - |
321 | 291.9 | - | - | - | - | - | - | - |
322 | 282.5 | - | - | - | - | - | - | - |
323 | 277.9 | - | - | - | - | - | - | - |
324 | 287.5 | - | - | - | - | - | - | - |
325 | 289.2 | - | - | - | - | - | - | - |
326 | 285.6 | - | - | - | - | - | - | - |
327 | 293.2 | - | - | - | - | - | - | - |
328 | 290.8 | - | - | - | - | - | - | - |
329 | 283.1 | - | - | - | - | - | - | - |
330 | 275 | - | - | - | - | - | - | - |
331 | 287.8 | - | - | - | - | - | - | - |
332 | 287.8 | - | - | - | - | - | - | - |
333 | 287.4 | 284.5819 | 264.3269 | 304.8369 | 0.3925 | 0.3777 | 0.2394 | 0.3777 |
334 | 284 | 286.1327 | 249.0674 | 323.198 | 0.4551 | 0.4733 | 0.5762 | 0.4649 |
335 | 277.8 | 287.0441 | 237.15 | 336.9382 | 0.3583 | 0.5476 | 0.6403 | 0.4882 |
336 | 277.6 | 287.4762 | 225.7542 | 349.1982 | 0.3769 | 0.6207 | 0.4997 | 0.4959 |
337 | 304.9 | 287.3275 | 215.0808 | 359.5742 | 0.3168 | 0.6041 | 0.4797 | 0.4949 |
338 | 294 | 286.824 | 205.6187 | 368.0292 | 0.4312 | 0.3313 | 0.5118 | 0.4906 |
339 | 300.9 | 286.2795 | 197.627 | 374.932 | 0.3733 | 0.4322 | 0.4392 | 0.4866 |
340 | 324 | 285.9419 | 191.0093 | 380.8746 | 0.216 | 0.3787 | 0.4601 | 0.4847 |
341 | 332.9 | 285.9022 | 185.4072 | 386.3973 | 0.1797 | 0.2287 | 0.5218 | 0.4852 |
342 | 341.6 | 286.0974 | 180.3627 | 391.832 | 0.1518 | 0.1928 | 0.5815 | 0.4874 |
343 | 333.4 | 286.3793 | 175.4757 | 397.2829 | 0.203 | 0.1646 | 0.49 | 0.49 |
344 | 348.2 | 286.602 | 170.5149 | 402.6891 | 0.1492 | 0.2147 | 0.4919 | 0.4919 |
345 | 344.7 | 286.6847 | 165.4487 | 407.9207 | 0.1741 | 0.16 | 0.4954 | 0.4928 |
346 | 344.7 | 286.6291 | 160.3888 | 412.8695 | 0.1836 | 0.1836 | 0.5163 | 0.4927 |
347 | 329.3 | 286.4967 | 155.4893 | 417.5041 | 0.261 | 0.1919 | 0.5518 | 0.4922 |
348 | 323.5 | 286.3657 | 150.8604 | 421.871 | 0.2956 | 0.2673 | 0.5504 | 0.4917 |
349 | 323.2 | 286.2927 | 146.5294 | 426.0559 | 0.3024 | 0.3009 | 0.3971 | 0.4916 |
350 | 317.4 | 286.2938 | 142.4488 | 430.1387 | 0.3358 | 0.3075 | 0.4582 | 0.4918 |
351 | 330.1 | 286.3485 | 138.5327 | 434.1643 | 0.2809 | 0.3403 | 0.4235 | 0.4923 |
352 | 329.2 | 286.4187 | 134.6988 | 438.1386 | 0.2902 | 0.2863 | 0.3137 | 0.4929 |
353 | 334.9 | 286.4696 | 130.8976 | 442.0415 | 0.2709 | 0.2952 | 0.2793 | 0.4933 |
354 | 315.8 | 286.4843 | 127.1211 | 445.8475 | 0.3592 | 0.2758 | 0.2489 | 0.4935 |
355 | 315.4 | 286.4662 | 123.3912 | 449.5412 | 0.364 | 0.3622 | 0.2863 | 0.4936 |
356 | 319.6 | 286.432 | 119.7393 | 453.1246 | 0.3483 | 0.3667 | 0.2338 | 0.4936 |
357 | 317.3 | 286.4008 | 116.188 | 456.6137 | 0.361 | 0.3511 | 0.251 | 0.4936 |
358 | 313.8 | 286.3855 | 112.7421 | 460.0289 | 0.3785 | 0.3636 | 0.2552 | 0.4936 |
359 | 315.8 | 286.3884 | 109.3894 | 463.3874 | 0.3723 | 0.3807 | 0.3173 | 0.4938 |
360 | 311.3 | 286.4033 | 106.1094 | 466.6972 | 0.3933 | 0.3746 | 0.3434 | 0.4939 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
333 | 0.0363 | 0.0099 | 0 | 7.9418 | 0 | 0 |
334 | 0.0661 | -0.0075 | 0.0087 | 4.5484 | 6.2451 | 2.499 |
335 | 0.0887 | -0.0322 | 0.0165 | 85.4539 | 32.648 | 5.7138 |
336 | 0.1095 | -0.0344 | 0.021 | 97.5392 | 48.8708 | 6.9908 |
337 | 0.1283 | 0.0612 | 0.029 | 308.7924 | 100.8551 | 10.0427 |
338 | 0.1444 | 0.025 | 0.0283 | 51.4956 | 92.6286 | 9.6244 |
339 | 0.158 | 0.0511 | 0.0316 | 213.7586 | 109.9329 | 10.4849 |
340 | 0.1694 | 0.1331 | 0.0443 | 1448.4165 | 277.2433 | 16.6506 |
341 | 0.1793 | 0.1644 | 0.0576 | 2208.792 | 491.8598 | 22.1779 |
342 | 0.1886 | 0.194 | 0.0713 | 3080.5431 | 750.7282 | 27.3994 |
343 | 0.1976 | 0.1642 | 0.0797 | 2210.9503 | 883.4756 | 29.7233 |
344 | 0.2067 | 0.2149 | 0.091 | 3794.3151 | 1126.0456 | 33.5566 |
345 | 0.2158 | 0.2024 | 0.0995 | 3365.778 | 1298.3327 | 36.0324 |
346 | 0.2247 | 0.2026 | 0.1069 | 3372.2285 | 1446.4681 | 38.0325 |
347 | 0.2333 | 0.1494 | 0.1097 | 1832.1228 | 1472.1784 | 38.369 |
348 | 0.2414 | 0.1297 | 0.111 | 1378.9558 | 1466.352 | 38.293 |
349 | 0.2491 | 0.1289 | 0.112 | 1362.1492 | 1460.2224 | 38.2129 |
350 | 0.2563 | 0.1087 | 0.1119 | 967.597 | 1432.8543 | 37.8531 |
351 | 0.2634 | 0.1528 | 0.114 | 1914.192 | 1458.1879 | 38.1862 |
352 | 0.2703 | 0.1494 | 0.1158 | 1830.2426 | 1476.7906 | 38.429 |
353 | 0.2771 | 0.1691 | 0.1183 | 2345.5064 | 1518.1581 | 38.9635 |
354 | 0.2838 | 0.1023 | 0.1176 | 859.4106 | 1488.215 | 38.5774 |
355 | 0.2904 | 0.101 | 0.1169 | 837.1658 | 1459.9085 | 38.2087 |
356 | 0.2969 | 0.1158 | 0.1168 | 1100.1191 | 1444.9173 | 38.0121 |
357 | 0.3032 | 0.1079 | 0.1165 | 954.7582 | 1425.3109 | 37.7533 |
358 | 0.3094 | 0.0957 | 0.1157 | 751.5539 | 1399.3972 | 37.4085 |
359 | 0.3153 | 0.1027 | 0.1152 | 865.0426 | 1379.6063 | 37.1431 |
360 | 0.3212 | 0.0869 | 0.1142 | 619.8448 | 1352.4719 | 36.776 |