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[346]) |
334 | 79.23 | - | - | - | - | - | - | - |
335 | 80 | - | - | - | - | - | - | - |
336 | 93.68 | - | - | - | - | - | - | - |
337 | 107.63 | - | - | - | - | - | - | - |
338 | 100.18 | - | - | - | - | - | - | - |
339 | 97.3 | - | - | - | - | - | - | - |
340 | 90.45 | - | - | - | - | - | - | - |
341 | 80.64 | - | - | - | - | - | - | - |
342 | 80.58 | - | - | - | - | - | - | - |
343 | 75.82 | - | - | - | - | - | - | - |
344 | 85.59 | - | - | - | - | - | - | - |
345 | 89.35 | - | - | - | - | - | - | - |
346 | 89.42 | - | - | - | - | - | - | - |
347 | 104.73 | 88.7378 | 78.252 | 99.2236 | 0.0014 | 0.4493 | 0.9488 | 0.4493 |
348 | 95.32 | 89.5235 | 73.7394 | 105.3075 | 0.2358 | 0.0295 | 0.3029 | 0.5051 |
349 | 89.27 | 91.9985 | 72.2067 | 111.7903 | 0.3935 | 0.3711 | 0.0608 | 0.6008 |
350 | 90.44 | 91.822 | 68.703 | 114.941 | 0.4534 | 0.5856 | 0.2393 | 0.5807 |
351 | 86.97 | 91.8406 | 65.8156 | 117.8657 | 0.3569 | 0.542 | 0.3405 | 0.5723 |
352 | 79.98 | 90.71 | 62.0722 | 119.3477 | 0.2314 | 0.601 | 0.5071 | 0.5352 |
353 | 81.22 | 87.7955 | 56.7642 | 118.8268 | 0.339 | 0.6892 | 0.6743 | 0.4591 |
354 | 87.35 | 87.9769 | 54.724 | 121.2298 | 0.4853 | 0.6548 | 0.6686 | 0.4661 |
355 | 83.64 | 88.2342 | 52.899 | 123.5694 | 0.3994 | 0.5196 | 0.7545 | 0.4738 |
356 | 82.22 | 88.3714 | 51.07 | 125.6728 | 0.3733 | 0.5982 | 0.5581 | 0.478 |
357 | 94.4 | 89.6129 | 50.4438 | 128.7819 | 0.4053 | 0.6443 | 0.5052 | 0.5038 |
358 | 102.18 | 89.596 | 48.6444 | 130.5476 | 0.2735 | 0.4091 | 0.5034 | 0.5034 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
347 | 0.0603 | 0.1802 | 0.015 | 255.7493 | 21.3124 | 4.6165 |
348 | 0.09 | 0.0647 | 0.0054 | 33.6 | 2.8 | 1.6733 |
349 | 0.1098 | -0.0297 | 0.0025 | 7.4449 | 0.6204 | 0.7877 |
350 | 0.1285 | -0.0151 | 0.0013 | 1.9099 | 0.1592 | 0.3989 |
351 | 0.1446 | -0.053 | 0.0044 | 23.7231 | 1.9769 | 1.406 |
352 | 0.1611 | -0.1183 | 0.0099 | 115.1321 | 9.5943 | 3.0975 |
353 | 0.1803 | -0.0749 | 0.0062 | 43.2372 | 3.6031 | 1.8982 |
354 | 0.1928 | -0.0071 | 6e-04 | 0.393 | 0.0328 | 0.181 |
355 | 0.2043 | -0.0521 | 0.0043 | 21.1064 | 1.7589 | 1.3262 |
356 | 0.2154 | -0.0696 | 0.0058 | 37.8402 | 3.1534 | 1.7758 |
357 | 0.223 | 0.0534 | 0.0045 | 22.9168 | 1.9097 | 1.3819 |
358 | 0.2332 | 0.1405 | 0.0117 | 158.3572 | 13.1964 | 3.6327 |