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]) |
120 | 337 | - | - | - | - | - | - | - |
121 | 360 | - | - | - | - | - | - | - |
122 | 342 | - | - | - | - | - | - | - |
123 | 406 | - | - | - | - | - | - | - |
124 | 396 | - | - | - | - | - | - | - |
125 | 420 | - | - | - | - | - | - | - |
126 | 472 | - | - | - | - | - | - | - |
127 | 548 | - | - | - | - | - | - | - |
128 | 559 | - | - | - | - | - | - | - |
129 | 463 | - | - | - | - | - | - | - |
130 | 407 | - | - | - | - | - | - | - |
131 | 362 | - | - | - | - | - | - | - |
132 | 405 | - | - | - | - | - | - | - |
133 | 417 | 435.9938 | 379.6114 | 492.3763 | 0.2545 | 0.8594 | 0.9959 | 0.8594 |
134 | 391 | 447.6913 | 354.2265 | 541.1562 | 0.1173 | 0.7401 | 0.9867 | 0.8147 |
135 | 419 | 438.8378 | 320.9768 | 556.6988 | 0.3707 | 0.7868 | 0.7075 | 0.7132 |
136 | 461 | 428.5103 | 297.2417 | 559.7789 | 0.3138 | 0.5565 | 0.6863 | 0.6372 |
137 | 472 | 424.3841 | 283.7852 | 564.9829 | 0.2534 | 0.3049 | 0.5244 | 0.6065 |
138 | 535 | 426.2549 | 276.8249 | 575.6849 | 0.0769 | 0.2742 | 0.2742 | 0.6098 |
139 | 622 | 429.3833 | 270.3615 | 588.4052 | 0.0088 | 0.0965 | 0.0719 | 0.6181 |
140 | 606 | 430.8639 | 261.9555 | 599.7724 | 0.0211 | 0.0133 | 0.0685 | 0.618 |
141 | 508 | 430.5205 | 252.2094 | 608.8316 | 0.1972 | 0.0269 | 0.3605 | 0.6105 |
142 | 461 | 429.6096 | 242.6759 | 616.5433 | 0.371 | 0.2056 | 0.5937 | 0.6018 |
143 | 390 | 429.0965 | 234.1567 | 624.0363 | 0.3471 | 0.3742 | 0.75 | 0.5957 |
144 | 432 | 429.1332 | 226.5435 | 631.7228 | 0.4889 | 0.6475 | 0.5923 | 0.5923 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
133 | 0.066 | -0.0436 | 0 | 360.7645 | 0 | 0 |
134 | 0.1065 | -0.1266 | 0.0851 | 3213.9077 | 1787.3361 | 42.2769 |
135 | 0.137 | -0.0452 | 0.0718 | 393.5377 | 1322.7366 | 36.3694 |
136 | 0.1563 | 0.0758 | 0.0728 | 1055.5791 | 1255.9472 | 35.4393 |
137 | 0.169 | 0.1122 | 0.0807 | 2267.2768 | 1458.2131 | 38.1866 |
138 | 0.1789 | 0.2551 | 0.1098 | 11825.4907 | 3186.0927 | 56.4455 |
139 | 0.189 | 0.4486 | 0.1582 | 37101.1775 | 8031.1048 | 89.6164 |
140 | 0.2 | 0.4065 | 0.1892 | 30672.6483 | 10861.2978 | 104.2176 |
141 | 0.2113 | 0.18 | 0.1882 | 6003.0773 | 10321.4955 | 101.5948 |
142 | 0.222 | 0.0731 | 0.1767 | 985.3583 | 9387.8818 | 96.8911 |
143 | 0.2318 | -0.0911 | 0.1689 | 1528.5396 | 8673.3961 | 93.1311 |
144 | 0.2409 | 0.0067 | 0.1554 | 8.2187 | 7951.298 | 89.1701 |