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[85]) |
73 | -910.2 | - | - | - | - | - | - | - |
74 | 299.8 | - | - | - | - | - | - | - |
75 | 460.2 | - | - | - | - | - | - | - |
76 | 677.2 | - | - | - | - | - | - | - |
77 | 937.1 | - | - | - | - | - | - | - |
78 | 1265.4 | - | - | - | - | - | - | - |
79 | 1275.6 | - | - | - | - | - | - | - |
80 | 1582.6 | - | - | - | - | - | - | - |
81 | -154.2 | - | - | - | - | - | - | - |
82 | 1667.7 | - | - | - | - | - | - | - |
83 | 1083.1 | - | - | - | - | - | - | - |
84 | 891.7 | - | - | - | - | - | - | - |
85 | -26.5 | - | - | - | - | - | - | - |
86 | 423.4 | 513.9832 | -118.6386 | 1146.6051 | 0.3895 | 0.953 | 0.7465 | 0.953 |
87 | 662.8 | 463.5758 | -190.5336 | 1117.6853 | 0.2753 | 0.5479 | 0.504 | 0.929 |
88 | 711.4 | 772.5839 | 118.4745 | 1426.6934 | 0.4273 | 0.6289 | 0.6125 | 0.9917 |
89 | 993.3 | 727.4618 | 73.3524 | 1381.5713 | 0.2129 | 0.5192 | 0.2649 | 0.9881 |
90 | 1133.2 | 789.3246 | 135.2152 | 1443.4341 | 0.1514 | 0.2705 | 0.0769 | 0.9927 |
91 | 343.9 | 940.6707 | 286.5612 | 1594.7801 | 0.0369 | 0.282 | 0.1578 | 0.9981 |
92 | 1415.8 | 1487.0947 | 832.9852 | 2141.2041 | 0.4154 | 0.9997 | 0.3874 | 1 |
93 | -531.8 | -183.1261 | -837.2355 | 470.9834 | 0.1481 | 0 | 0.4655 | 0.3194 |
94 | 1193.6 | 1380.0525 | 725.943 | 2034.1619 | 0.2882 | 1 | 0.1944 | 1 |
95 | 1201.3 | 1189.2349 | 535.1255 | 1843.3444 | 0.4856 | 0.4948 | 0.6248 | 0.9999 |
96 | 805.6 | 601.5899 | -52.2736 | 1255.4533 | 0.2704 | 0.0361 | 0.1923 | 0.9701 |
97 | -164.8 | -109.6159 | -759.9079 | 540.6761 | 0.4339 | 0.0029 | 0.4011 | 0.4011 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
86 | 0.628 | -0.1762 | 0 | 8205.3224 | 0 | 0 |
87 | 0.7199 | 0.4298 | 0.303 | 39690.2691 | 23947.7957 | 154.7508 |
88 | 0.432 | -0.0792 | 0.2284 | 3743.4706 | 17213.0207 | 131.1984 |
89 | 0.4588 | 0.3654 | 0.2627 | 70669.9276 | 30577.2474 | 174.8635 |
90 | 0.4228 | 0.4357 | 0.2973 | 118250.2657 | 48111.8511 | 219.3441 |
91 | 0.3548 | -0.6344 | 0.3534 | 356135.2267 | 99449.0804 | 315.3555 |
92 | 0.2244 | -0.0479 | 0.3098 | 5082.9316 | 85968.202 | 293.2033 |
93 | -1.8224 | 1.904 | 0.5091 | 121573.5112 | 90418.8656 | 300.6973 |
94 | 0.2418 | -0.1351 | 0.4675 | 34764.5203 | 84235.0495 | 290.2328 |
95 | 0.2806 | 0.0101 | 0.4218 | 145.5656 | 75826.1011 | 275.3654 |
96 | 0.5545 | 0.3391 | 0.4143 | 41620.1263 | 72716.467 | 269.6599 |
97 | -3.0268 | 0.5034 | 0.4217 | 3045.2865 | 66910.5353 | 258.6707 |