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 | 431.8813 | 376.249 | 487.5136 | 0.3 | 0.8282 | 0.8282 | 0.8282 |
134 | 391 | 417.6352 | 320.6371 | 514.6334 | 0.2952 | 0.5051 | 0.5051 | 0.6008 |
135 | 419 | 422.5365 | 301.4665 | 543.6065 | 0.4772 | 0.6952 | 0.6952 | 0.6118 |
136 | 461 | 413.3298 | 269.5039 | 557.1557 | 0.258 | 0.4692 | 0.4692 | 0.5452 |
137 | 472 | 413.3907 | 251.9544 | 574.827 | 0.2384 | 0.2816 | 0.2816 | 0.5406 |
138 | 535 | 407.2735 | 229.2043 | 585.3426 | 0.0799 | 0.2381 | 0.2381 | 0.51 |
139 | 622 | 405.3351 | 212.9454 | 597.7248 | 0.0136 | 0.0933 | 0.0933 | 0.5014 |
140 | 606 | 400.6548 | 194.7758 | 606.5338 | 0.0253 | 0.0175 | 0.0175 | 0.4835 |
141 | 508 | 397.8604 | 179.7832 | 615.9376 | 0.1611 | 0.0307 | 0.0307 | 0.4744 |
142 | 461 | 393.8573 | 164.2732 | 623.4413 | 0.2833 | 0.1649 | 0.1649 | 0.4621 |
143 | 390 | 390.7141 | 150.4585 | 630.9697 | 0.4977 | 0.2832 | 0.2832 | 0.4536 |
144 | 432 | 387.0472 | 136.6883 | 637.4062 | 0.3624 | 0.4908 | 0.4908 | 0.4441 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
133 | 0.0657 | -0.0345 | 0 | 221.453 | 0 | 0 |
134 | 0.1185 | -0.0638 | 0.0491 | 709.4348 | 465.4439 | 21.5741 |
135 | 0.1462 | -0.0084 | 0.0355 | 12.5067 | 314.4649 | 17.7332 |
136 | 0.1775 | 0.1153 | 0.0555 | 2272.4483 | 803.9607 | 28.3542 |
137 | 0.1992 | 0.1418 | 0.0727 | 3435.0475 | 1330.1781 | 36.4716 |
138 | 0.2231 | 0.3136 | 0.1129 | 16314.0648 | 3827.4925 | 61.8667 |
139 | 0.2422 | 0.5345 | 0.1731 | 46943.6858 | 9986.9487 | 99.9347 |
140 | 0.2622 | 0.5125 | 0.2155 | 42166.6528 | 14009.4117 | 118.3614 |
141 | 0.2797 | 0.2768 | 0.2224 | 12130.7305 | 13800.6694 | 117.4763 |
142 | 0.2974 | 0.1705 | 0.2172 | 4508.1488 | 12871.4173 | 113.4523 |
143 | 0.3137 | -0.0018 | 0.1976 | 0.5099 | 11701.3348 | 108.1727 |
144 | 0.33 | 0.1161 | 0.1908 | 2020.75 | 10894.6194 | 104.3773 |