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[183]) |
171 | 247.94 | - | - | - | - | - | - | - |
172 | 248.8 | - | - | - | - | - | - | - |
173 | 250.18 | - | - | - | - | - | - | - |
174 | 251.55 | - | - | - | - | - | - | - |
175 | 254.4 | - | - | - | - | - | - | - |
176 | 255.72 | - | - | - | - | - | - | - |
177 | 257.69 | - | - | - | - | - | - | - |
178 | 258.37 | - | - | - | - | - | - | - |
179 | 258.22 | - | - | - | - | - | - | - |
180 | 258.59 | - | - | - | - | - | - | - |
181 | 257.45 | - | - | - | - | - | - | - |
182 | 257.45 | - | - | - | - | - | - | - |
183 | 256.73 | - | - | - | - | - | - | - |
184 | 258.82 | 257.589 | 251.9262 | 263.5123 | 0.3419 | 0.6119 | 0.9982 | 0.6119 |
185 | 257.99 | 258.4618 | 250.8861 | 266.5092 | 0.4543 | 0.4652 | 0.9782 | 0.6634 |
186 | 262.85 | 259.6428 | 250.0186 | 270.0376 | 0.2727 | 0.6223 | 0.9365 | 0.7086 |
187 | 262.58 | 261.1406 | 249.2966 | 274.1661 | 0.4143 | 0.3985 | 0.8448 | 0.7466 |
188 | 261.55 | 263.0623 | 249.157 | 278.6115 | 0.4244 | 0.5242 | 0.8226 | 0.7876 |
189 | 261.25 | 264.4204 | 248.4822 | 282.5432 | 0.3658 | 0.6219 | 0.7667 | 0.7972 |
190 | 259.78 | 265.6029 | 247.6625 | 286.3454 | 0.2911 | 0.6596 | 0.7528 | 0.7991 |
191 | 256.26 | 266.1472 | 246.3129 | 289.4557 | 0.2029 | 0.7038 | 0.7475 | 0.7858 |
192 | 254.29 | 267.4502 | 245.6076 | 293.557 | 0.1616 | 0.7996 | 0.747 | 0.7895 |
193 | 248.5 | 267.3428 | 243.718 | 296.0394 | 0.0991 | 0.8137 | 0.7504 | 0.7657 |
194 | 241.88 | 268.167 | 242.6084 | 299.7449 | 0.0514 | 0.8889 | 0.747 | 0.7611 |
195 | 238.53 | 269.0059 | 241.5004 | 303.5823 | 0.042 | 0.9379 | 0.7567 | 0.7567 |
196 | 232.24 | 269.5212 | 239.7159 | 307.7908 | 0.0281 | 0.9438 | 0.7082 | 0.7438 |
197 | 232.46 | 270.398 | 238.3032 | 312.4832 | 0.0386 | 0.9622 | 0.7183 | 0.7378 |
198 | 225.79 | 271.4541 | 236.9882 | 317.651 | 0.0263 | 0.951 | 0.6425 | 0.7339 |
199 | 221.63 | 272.61 | 235.7039 | 323.2189 | 0.0242 | 0.9651 | 0.6512 | 0.7307 |
200 | 219.62 | 274.1984 | 234.7364 | 329.6097 | 0.0268 | 0.9685 | 0.6727 | 0.7317 |
201 | 215.94 | 275.2603 | 233.3557 | 335.5088 | 0.0268 | 0.9649 | 0.6757 | 0.7267 |
202 | 211.81 | 276.1564 | 231.8445 | 341.4092 | 0.0266 | 0.9648 | 0.6886 | 0.7202 |
203 | 205.57 | 276.5105 | 229.952 | 346.709 | 0.0238 | 0.9646 | 0.7141 | 0.7096 |
204 | 201.25 | 277.507 | 228.5003 | 353.2739 | 0.0243 | 0.9686 | 0.7259 | 0.7045 |
205 | 194.7 | 277.2944 | 226.2341 | 358.1213 | 0.0226 | 0.9674 | 0.7575 | 0.691 |
206 | 187.94 | 277.8788 | 224.5089 | 364.5356 | 0.021 | 0.97 | 0.7922 | 0.6838 |
207 | 185.61 | 278.473 | 222.7905 | 371.2637 | 0.0249 | 0.9721 | 0.8006 | 0.677 |
208 | 181.15 | 278.7901 | 220.6785 | 378.4469 | 0.0274 | 0.9666 | 0.82 | 0.6678 |
209 | 186.5 | 279.4132 | 218.8078 | 386.4531 | 0.0444 | 0.964 | 0.805 | 0.6611 |
210 | 183.21 | 280.1863 | 217.0118 | 395.2471 | 0.0493 | 0.9447 | 0.8229 | 0.6553 |
211 | 182.61 | 281.041 | 215.246 | 404.7679 | 0.0595 | 0.9394 | 0.8267 | 0.6499 |
212 | 187.09 | 282.2573 | 213.6942 | 415.6018 | 0.0809 | 0.9285 | 0.8214 | 0.6463 |
213 | 189.1 | 283.0258 | 211.8782 | 426.112 | 0.0991 | 0.9056 | 0.8209 | 0.6407 |
214 | 191.25 | 283.6526 | 209.9872 | 436.9327 | 0.1187 | 0.8867 | 0.8209 | 0.6347 |
215 | 190.74 | 283.8232 | 207.8598 | 447.2864 | 0.1322 | 0.8665 | 0.826 | 0.6274 |
216 | 190.79 | 284.5306 | 206.0321 | 459.6627 | 0.1471 | 0.8531 | 0.8243 | 0.6221 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
184 | 0.0117 | 0.0048 | 0 | 1.5154 | 0 | 0 |
185 | 0.0159 | -0.0018 | 0.0033 | 0.2226 | 0.869 | 0.9322 |
186 | 0.0204 | 0.0124 | 0.0063 | 10.286 | 4.008 | 2.002 |
187 | 0.0254 | 0.0055 | 0.0061 | 2.0719 | 3.524 | 1.8772 |
188 | 0.0302 | -0.0057 | 0.006 | 2.287 | 3.2766 | 1.8101 |
189 | 0.035 | -0.012 | 0.007 | 10.0513 | 4.4057 | 2.099 |
190 | 0.0398 | -0.0219 | 0.0092 | 33.9058 | 8.62 | 2.936 |
191 | 0.0447 | -0.0371 | 0.0127 | 97.7572 | 19.7621 | 4.4455 |
192 | 0.0498 | -0.0492 | 0.0167 | 173.1908 | 36.8098 | 6.0671 |
193 | 0.0548 | -0.0705 | 0.0221 | 355.0515 | 68.6339 | 8.2846 |
194 | 0.0601 | -0.098 | 0.029 | 691.006 | 125.2132 | 11.1899 |
195 | 0.0656 | -0.1133 | 0.036 | 928.7828 | 192.1773 | 13.8628 |
196 | 0.0724 | -0.1383 | 0.0439 | 1389.8897 | 284.3091 | 16.8615 |
197 | 0.0794 | -0.1403 | 0.0508 | 1439.2881 | 366.8076 | 19.1522 |
198 | 0.0868 | -0.1682 | 0.0586 | 2085.2094 | 481.3677 | 21.9401 |
199 | 0.0947 | -0.187 | 0.0666 | 2598.9581 | 613.7171 | 24.7733 |
200 | 0.1031 | -0.199 | 0.0744 | 2978.805 | 752.8399 | 27.4379 |
201 | 0.1117 | -0.2155 | 0.0823 | 3518.8925 | 906.5095 | 30.1083 |
202 | 0.1206 | -0.233 | 0.0902 | 4140.4643 | 1076.7177 | 32.8134 |
203 | 0.1295 | -0.2566 | 0.0985 | 5032.5593 | 1274.5097 | 35.7003 |
204 | 0.1393 | -0.2748 | 0.1069 | 5815.129 | 1490.7297 | 38.61 |
205 | 0.1487 | -0.2979 | 0.1156 | 6821.8412 | 1733.0529 | 41.63 |
206 | 0.1591 | -0.3237 | 0.1246 | 8088.9865 | 2009.3979 | 44.8263 |
207 | 0.17 | -0.3335 | 0.1333 | 8623.5299 | 2284.9867 | 47.8015 |
208 | 0.1824 | -0.3502 | 0.142 | 9533.5849 | 2574.9306 | 50.7438 |
209 | 0.1955 | -0.3325 | 0.1493 | 8632.8714 | 2807.9284 | 52.9899 |
210 | 0.2095 | -0.3461 | 0.1566 | 9404.4057 | 3052.2423 | 55.2471 |
211 | 0.2246 | -0.3502 | 0.1635 | 9688.6688 | 3289.2576 | 57.352 |
212 | 0.241 | -0.3372 | 0.1695 | 9056.8161 | 3488.1389 | 59.0605 |
213 | 0.2579 | -0.3319 | 0.1749 | 8822.061 | 3665.9363 | 60.547 |
214 | 0.2757 | -0.3258 | 0.1798 | 8538.2494 | 3823.1077 | 61.8313 |
215 | 0.2938 | -0.328 | 0.1844 | 8664.4902 | 3974.4009 | 63.0428 |
216 | 0.314 | -0.3295 | 0.1888 | 8787.3029 | 4120.2464 | 64.1891 |