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[240]) |
228 | 2527 | - | - | - | - | - | - | - |
229 | 2750 | - | - | - | - | - | - | - |
230 | 2014 | - | - | - | - | - | - | - |
231 | 2763 | - | - | - | - | - | - | - |
232 | 2726 | - | - | - | - | - | - | - |
233 | 1826 | - | - | - | - | - | - | - |
234 | 2713 | - | - | - | - | - | - | - |
235 | 3040 | - | - | - | - | - | - | - |
236 | 2405 | - | - | - | - | - | - | - |
237 | 2526 | - | - | - | - | - | - | - |
238 | 2526 | - | - | - | - | - | - | - |
239 | 2529 | - | - | - | - | - | - | - |
240 | 2474 | - | - | - | - | - | - | - |
241 | 2576 | 2508.4937 | 1871.2818 | 3362.69 | 0.4385 | 0.5315 | 0.2897 | 0.5315 |
242 | 2219 | 2155.1977 | 1582.9566 | 2934.3048 | 0.4362 | 0.1449 | 0.6388 | 0.2113 |
243 | 2900 | 2512.5748 | 1821.9535 | 3464.9798 | 0.2126 | 0.7271 | 0.3032 | 0.5316 |
244 | 2274 | 2445.8718 | 1755.8302 | 3407.0999 | 0.363 | 0.1772 | 0.2839 | 0.4771 |
245 | 2184 | 2326.4255 | 1656.8153 | 3266.6619 | 0.3833 | 0.5435 | 0.8516 | 0.3792 |
246 | 2629 | 2640.6324 | 1868.6605 | 3731.5174 | 0.4917 | 0.794 | 0.4483 | 0.6177 |
247 | 2739 | 3026.6009 | 2130.9081 | 4298.7837 | 0.3288 | 0.7299 | 0.4918 | 0.8027 |
248 | 2933 | 2605.6189 | 1827.0145 | 3716.035 | 0.2817 | 0.4069 | 0.6384 | 0.5919 |
249 | 3144 | 2590.2737 | 1810.2729 | 3706.3572 | 0.1654 | 0.2736 | 0.5449 | 0.5809 |
250 | 3354 | 2854.3322 | 1989.5132 | 4095.0782 | 0.215 | 0.3236 | 0.698 | 0.726 |
251 | 3357 | 2421.9771 | 1684.5295 | 3482.262 | 0.042 | 0.0425 | 0.4216 | 0.4617 |
252 | 3329 | 2226.8383 | 1546.1183 | 3207.2635 | 0.0138 | 0.0119 | 0.3106 | 0.3106 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
241 | 0.1737 | 0.0269 | 0 | 4557.1047 | 0 | 0 |
242 | 0.1844 | 0.0296 | 0.0283 | 4070.731 | 4313.9179 | 65.6804 |
243 | 0.1934 | 0.1542 | 0.0702 | 150098.304 | 52908.7133 | 230.0189 |
244 | 0.2005 | -0.0703 | 0.0702 | 29539.9093 | 47066.5123 | 216.9482 |
245 | 0.2062 | -0.0612 | 0.0684 | 20285.0167 | 41710.2132 | 204.2308 |
246 | 0.2108 | -0.0044 | 0.0578 | 135.3122 | 34781.063 | 186.4968 |
247 | 0.2145 | -0.095 | 0.0631 | 82714.2681 | 41628.6637 | 204.031 |
248 | 0.2174 | 0.1256 | 0.0709 | 107178.3857 | 49822.379 | 223.2093 |
249 | 0.2198 | 0.2138 | 0.0868 | 306612.7933 | 78354.6472 | 279.919 |
250 | 0.2218 | 0.1751 | 0.0956 | 249667.9273 | 95485.9753 | 309.0081 |
251 | 0.2234 | 0.3861 | 0.122 | 874267.7829 | 166284.3214 | 407.7797 |
252 | 0.2246 | 0.4949 | 0.1531 | 1214760.3439 | 253657.3233 | 503.644 |