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[120]) |
108 | 245 | - | - | - | - | - | - | - |
109 | 297 | - | - | - | - | - | - | - |
110 | 317 | - | - | - | - | - | - | - |
111 | 318 | - | - | - | - | - | - | - |
112 | 315 | - | - | - | - | - | - | - |
113 | 312 | - | - | - | - | - | - | - |
114 | 310 | - | - | - | - | - | - | - |
115 | 306 | - | - | - | - | - | - | - |
116 | 313 | - | - | - | - | - | - | - |
117 | 350 | - | - | - | - | - | - | - |
118 | 354 | - | - | - | - | - | - | - |
119 | 371 | - | - | - | - | - | - | - |
120 | 357 | - | - | - | - | - | - | - |
121 | 419 | 415.0036 | 390.3672 | 439.6401 | 0.3753 | 1 | 1 | 1 |
122 | 425 | 427.7061 | 395.7161 | 459.696 | 0.4342 | 0.7031 | 1 | 1 |
123 | 424 | 430.8238 | 389.9257 | 471.7218 | 0.3718 | 0.6099 | 1 | 0.9998 |
124 | 399 | 415.112 | 365.8798 | 464.3441 | 0.2606 | 0.3617 | 1 | 0.9897 |
125 | 393 | 417.6073 | 359.8422 | 475.3724 | 0.2019 | 0.7361 | 0.9998 | 0.9801 |
126 | 378 | 421.3812 | 355.0529 | 487.7094 | 0.0999 | 0.7992 | 0.9995 | 0.9714 |
127 | 371 | 401.0607 | 326.0706 | 476.0507 | 0.216 | 0.7267 | 0.9935 | 0.8753 |
128 | 364 | 411.0991 | 327.3692 | 494.8291 | 0.1351 | 0.826 | 0.9892 | 0.8973 |
129 | 384 | 435.9534 | 343.4068 | 528.4999 | 0.1356 | 0.9362 | 0.9656 | 0.9527 |
130 | 377 | 445.8974 | 344.4695 | 547.3253 | 0.0915 | 0.8842 | 0.9621 | 0.9571 |
131 | 383 | 454.4945 | 344.1287 | 564.8602 | 0.1021 | 0.9156 | 0.9309 | 0.9583 |
132 | 352 | 436.6277 | 317.2844 | 555.9711 | 0.0823 | 0.8108 | 0.9045 | 0.9045 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
121 | 0.0303 | 0.0096 | 0 | 15.9708 | 0 | 0 |
122 | 0.0382 | -0.0063 | 0.008 | 7.3227 | 11.6468 | 3.4127 |
123 | 0.0484 | -0.0158 | 0.0106 | 46.5639 | 23.2858 | 4.8255 |
124 | 0.0605 | -0.0388 | 0.0177 | 259.5963 | 82.3635 | 9.0754 |
125 | 0.0706 | -0.0589 | 0.0259 | 605.5197 | 186.9947 | 13.6746 |
126 | 0.0803 | -0.1029 | 0.0387 | 1881.9268 | 469.4834 | 21.6676 |
127 | 0.0954 | -0.075 | 0.0439 | 903.6438 | 531.5063 | 23.0544 |
128 | 0.1039 | -0.1146 | 0.0528 | 2218.3291 | 742.3591 | 27.2463 |
129 | 0.1083 | -0.1192 | 0.0601 | 2699.1511 | 959.7805 | 30.9803 |
130 | 0.1161 | -0.1545 | 0.0696 | 4746.8556 | 1338.488 | 36.5854 |
131 | 0.1239 | -0.1573 | 0.0775 | 5111.4589 | 1681.4854 | 41.0059 |
132 | 0.1395 | -0.1938 | 0.0872 | 7161.8511 | 2138.1825 | 46.2405 |