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[132]) |
131 | 362 | - | - | - | - | - | - | - |
132 | 405 | - | - | - | - | - | - | - |
133 | 417 | 412.5615 | 296.6706 | 528.4525 | 0.4701 | 0.5509 | 0.5509 | 0.5509 |
134 | 391 | 279.5435 | -7.9956 | 567.0825 | 0.2237 | 0.1744 | 0.1744 | 0.1962 |
135 | 419 | 104.4862 | -282.9123 | 491.8846 | 0.0558 | 0.0736 | 0.0736 | 0.0642 |
136 | 461 | 0 | -402.383 | 402.383 | 0.0124 | 0.0206 | 0.0206 | 0.0243 |
137 | 472 | 0 | -402.383 | 402.383 | 0.0107 | 0.0124 | 0.0124 | 0.0243 |
138 | 535 | 0 | -402.383 | 402.383 | 0.0046 | 0.0107 | 0.0107 | 0.0243 |
139 | 622 | 0 | -402.383 | 402.383 | 0.0012 | 0.0046 | 0.0046 | 0.0243 |
140 | 606 | 0 | -402.383 | 402.383 | 0.0016 | 0.0012 | 0.0012 | 0.0243 |
141 | 508 | 0 | -402.383 | 402.383 | 0.0067 | 0.0016 | 0.0016 | 0.0243 |
142 | 461 | 0 | -402.383 | 402.383 | 0.0124 | 0.0067 | 0.0067 | 0.0243 |
143 | 390 | 0 | -402.383 | 402.383 | 0.0287 | 0.0124 | 0.0124 | 0.0243 |
144 | 432 | 0 | -402.383 | 402.383 | 0.0177 | 0.0287 | 0.0287 | 0.0243 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
133 | 0.1433 | 0.0108 | 0 | 19.6999 | 0 | 0 |
134 | 0.5248 | 0.3987 | 0.2047 | 12422.5558 | 6221.1278 | 78.8741 |
135 | 1.8917 | 3.0101 | 1.1399 | 98918.9606 | 37120.4054 | 192.6666 |
136 | Inf | Inf | Inf | 212521 | 80970.5541 | 284.5533 |
137 | Inf | Inf | Inf | 222784 | 109333.2433 | 330.6558 |
138 | Inf | Inf | Inf | 286225 | 138815.2027 | 372.5791 |
139 | Inf | Inf | Inf | 386884 | 174253.6023 | 417.4369 |
140 | Inf | Inf | Inf | 367236 | 198376.402 | 445.3947 |
141 | Inf | Inf | Inf | 258064 | 205008.3574 | 452.7785 |
142 | Inf | Inf | Inf | 212521 | 205759.6216 | 453.6073 |
143 | Inf | Inf | Inf | 152100 | 200881.4742 | 448.198 |
144 | Inf | Inf | Inf | 186624 | 199693.3514 | 446.8706 |