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[366]) |
354 | 745.3 | - | - | - | - | - | - | - |
355 | 694.1 | - | - | - | - | - | - | - |
356 | 675.7 | - | - | - | - | - | - | - |
357 | 643.7 | - | - | - | - | - | - | - |
358 | 622.1 | - | - | - | - | - | - | - |
359 | 634.6 | - | - | - | - | - | - | - |
360 | 588 | - | - | - | - | - | - | - |
361 | 689.7 | - | - | - | - | - | - | - |
362 | 673.9 | - | - | - | - | - | - | - |
363 | 647.9 | - | - | - | - | - | - | - |
364 | 568.8 | - | - | - | - | - | - | - |
365 | 545.7 | - | - | - | - | - | - | - |
366 | 632.6 | - | - | - | - | - | - | - |
367 | 643.8 | 596.6058 | 501.8846 | 720.9098 | 0.2284 | 0.2852 | 0.0621 | 0.2852 |
368 | 593.1 | 556.3128 | 438.2048 | 729.4992 | 0.3386 | 0.1611 | 0.0883 | 0.194 |
369 | 579.7 | 536.2872 | 397.1166 | 763.8403 | 0.3542 | 0.3123 | 0.1774 | 0.2034 |
370 | 546 | 515.5272 | 364.3287 | 784.8531 | 0.4122 | 0.3202 | 0.219 | 0.1971 |
371 | 562.9 | 535.4947 | 359.1574 | 882.5546 | 0.4385 | 0.4763 | 0.2878 | 0.2917 |
372 | 572.5 | 521.6786 | 337.7804 | 909.7588 | 0.3987 | 0.4175 | 0.3688 | 0.2877 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
367 | 0.1063 | 0.0791 | 0 | 2227.2946 | 0 | 0 |
368 | 0.1588 | 0.0661 | 0.0726 | 1353.2968 | 1790.2957 | 42.3119 |
369 | 0.2165 | 0.081 | 0.0754 | 1884.6694 | 1821.7536 | 42.682 |
370 | 0.2665 | 0.0591 | 0.0713 | 928.5946 | 1598.4638 | 39.9808 |
371 | 0.3307 | 0.0512 | 0.0673 | 751.048 | 1428.9806 | 37.8019 |
372 | 0.3795 | 0.0974 | 0.0723 | 2582.8107 | 1621.2856 | 40.2652 |