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[348]) |
336 | 719.5 | - | - | - | - | - | - | - |
337 | 817.4 | - | - | - | - | - | - | - |
338 | 803.3 | - | - | - | - | - | - | - |
339 | 752.5 | - | - | - | - | - | - | - |
340 | 689 | - | - | - | - | - | - | - |
341 | 630.4 | - | - | - | - | - | - | - |
342 | 765.5 | - | - | - | - | - | - | - |
343 | 757.7 | - | - | - | - | - | - | - |
344 | 732.2 | - | - | - | - | - | - | - |
345 | 702.6 | - | - | - | - | - | - | - |
346 | 683.3 | - | - | - | - | - | - | - |
347 | 709.5 | - | - | - | - | - | - | - |
348 | 702.2 | - | - | - | - | - | - | - |
349 | 784.8 | 834.2599 | 790.0403 | 878.4795 | 0.0142 | 1 | 0.7726 | 1 |
350 | 810.9 | 838.9147 | 776.3788 | 901.4507 | 0.19 | 0.9551 | 0.8678 | 1 |
351 | 755.6 | 810.6034 | 734.0128 | 887.194 | 0.0796 | 0.497 | 0.9315 | 0.9972 |
352 | 656.8 | 756.8672 | 668.4281 | 845.3064 | 0.0133 | 0.5112 | 0.9337 | 0.8872 |
353 | 615.1 | 726.6039 | 627.7259 | 825.4819 | 0.0135 | 0.9168 | 0.9717 | 0.6857 |
354 | 745.3 | 844.4327 | 736.1172 | 952.7481 | 0.0364 | 1 | 0.9234 | 0.995 |
355 | 694.1 | 826.0109 | 709.0169 | 943.0049 | 0.0136 | 0.9118 | 0.8738 | 0.981 |
356 | 675.7 | 787.7847 | 662.7129 | 912.8566 | 0.0395 | 0.929 | 0.8081 | 0.9101 |
357 | 643.7 | 784.7171 | 652.0583 | 917.3758 | 0.0186 | 0.9464 | 0.8875 | 0.8886 |
358 | 622.1 | 763.9731 | 624.1386 | 903.8077 | 0.0234 | 0.9541 | 0.8709 | 0.8067 |
359 | 634.6 | 795.303 | 648.6432 | 941.9627 | 0.0159 | 0.9897 | 0.8742 | 0.8933 |
360 | 588 | 807.4119 | 654.2308 | 960.593 | 0.0025 | 0.9865 | 0.9109 | 0.9109 |
361 | 689.7 | 956.2668 | 792.5067 | 1120.0268 | 7e-04 | 1 | 0.9799 | 0.9988 |
362 | 673.9 | 957.9284 | 784.2325 | 1131.6243 | 7e-04 | 0.9988 | 0.9515 | 0.998 |
363 | 647.9 | 934.6669 | 751.5736 | 1117.7603 | 0.0011 | 0.9974 | 0.9724 | 0.9936 |
364 | 568.8 | 877.729 | 685.6975 | 1069.7605 | 8e-04 | 0.9905 | 0.9879 | 0.9634 |
365 | 545.7 | 842.2446 | 641.6729 | 1042.8163 | 0.0019 | 0.9962 | 0.9868 | 0.9144 |
366 | 632.6 | 957.0633 | 748.3005 | 1165.8261 | 0.0012 | 0.9999 | 0.9766 | 0.9916 |
367 | 643.8 | 935.5761 | 718.9317 | 1152.2205 | 0.0041 | 0.9969 | 0.9855 | 0.9826 |
368 | 593.1 | 896.6227 | 672.3735 | 1120.8719 | 0.004 | 0.9864 | 0.9733 | 0.9554 |
369 | 579.7 | 879.7331 | 648.1286 | 1111.3375 | 0.0056 | 0.9924 | 0.9771 | 0.9335 |
370 | 546 | 856.8514 | 618.1183 | 1095.5846 | 0.0054 | 0.9886 | 0.973 | 0.8979 |
371 | 562.9 | 874.497 | 628.8419 | 1120.1521 | 0.0065 | 0.9956 | 0.9722 | 0.9154 |
372 | 572.5 | 874.5681 | 622.1809 | 1126.9554 | 0.0095 | 0.9922 | 0.987 | 0.9096 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
349 | 0.027 | -0.0593 | 0 | 2446.2785 | 0 | 0 |
350 | 0.038 | -0.0334 | 0.0463 | 784.8241 | 1615.5513 | 40.1939 |
351 | 0.0482 | -0.0679 | 0.0535 | 3025.3757 | 2085.4928 | 45.6672 |
352 | 0.0596 | -0.1322 | 0.0732 | 10013.4509 | 4067.4823 | 63.7768 |
353 | 0.0694 | -0.1535 | 0.0892 | 12433.1182 | 5740.6095 | 75.7668 |
354 | 0.0654 | -0.1174 | 0.0939 | 9827.2849 | 6421.722 | 80.1356 |
355 | 0.0723 | -0.1597 | 0.1033 | 17400.4924 | 7990.1178 | 89.3875 |
356 | 0.081 | -0.1423 | 0.1082 | 12562.9852 | 8561.7262 | 92.5296 |
357 | 0.0863 | -0.1797 | 0.1161 | 19885.8139 | 9819.9582 | 99.0957 |
358 | 0.0934 | -0.1857 | 0.1231 | 20127.9887 | 10850.7612 | 104.167 |
359 | 0.0941 | -0.2021 | 0.1303 | 25825.4454 | 12212.0962 | 110.5084 |
360 | 0.0968 | -0.2717 | 0.1421 | 48141.596 | 15206.2212 | 123.3135 |
361 | 0.0874 | -0.2788 | 0.1526 | 71057.8392 | 19502.4995 | 139.6513 |
362 | 0.0925 | -0.2965 | 0.1629 | 80672.1284 | 23871.7587 | 154.5049 |
363 | 0.0999 | -0.3068 | 0.1725 | 82235.2597 | 27762.6587 | 166.6213 |
364 | 0.1116 | -0.352 | 0.1837 | 95437.1188 | 31992.3125 | 178.8639 |
365 | 0.1215 | -0.3521 | 0.1936 | 87938.7109 | 35283.2771 | 187.8384 |
366 | 0.1113 | -0.339 | 0.2017 | 105276.4583 | 39171.7872 | 197.9186 |
367 | 0.1181 | -0.3119 | 0.2075 | 85133.2946 | 41590.8139 | 203.9383 |
368 | 0.1276 | -0.3385 | 0.214 | 92126.0324 | 44117.5748 | 210.0418 |
369 | 0.1343 | -0.3411 | 0.2201 | 90019.8421 | 46303.3971 | 215.1822 |
370 | 0.1422 | -0.3628 | 0.2266 | 96628.6069 | 48590.9066 | 220.4335 |
371 | 0.1433 | -0.3563 | 0.2322 | 97092.7121 | 50699.6808 | 225.1659 |
372 | 0.1472 | -0.3454 | 0.2369 | 91245.1521 | 52389.0754 | 228.8866 |