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[734]) |
722 | 564 | - | - | - | - | - | - | - |
723 | 558 | - | - | - | - | - | - | - |
724 | 575 | - | - | - | - | - | - | - |
725 | 580 | - | - | - | - | - | - | - |
726 | 575 | - | - | - | - | - | - | - |
727 | 563 | - | - | - | - | - | - | - |
728 | 552 | - | - | - | - | - | - | - |
729 | 537 | - | - | - | - | - | - | - |
730 | 545 | - | - | - | - | - | - | - |
731 | 601 | - | - | - | - | - | - | - |
732 | 604 | - | - | - | - | - | - | - |
733 | 586 | - | - | - | - | - | - | - |
734 | 564 | - | - | - | - | - | - | - |
735 | 549 | 554.8835 | 537.0094 | 572.7576 | 0.2594 | 0.1587 | 0.3663 | 0.1587 |
736 | 551 | 567.6342 | 540.7998 | 594.4686 | 0.1122 | 0.9133 | 0.2953 | 0.6047 |
737 | 556 | 572.6495 | 538.0684 | 607.2306 | 0.1727 | 0.8901 | 0.3385 | 0.688 |
738 | 548 | 567.9312 | 526.2215 | 609.6408 | 0.1745 | 0.7125 | 0.3699 | 0.5733 |
739 | 540 | 557.444 | 509.0271 | 605.8608 | 0.24 | 0.6489 | 0.411 | 0.3954 |
740 | 531 | 549.7897 | 494.9985 | 604.5808 | 0.2507 | 0.6369 | 0.4685 | 0.3056 |
741 | 521 | 533.4895 | 472.6085 | 594.3706 | 0.3438 | 0.5319 | 0.455 | 0.163 |
742 | 519 | 542.0736 | 475.356 | 608.7913 | 0.2489 | 0.7321 | 0.4657 | 0.2597 |
743 | 572 | 595.6233 | 523.2999 | 667.9467 | 0.261 | 0.9811 | 0.4421 | 0.8043 |
744 | 581 | 600.2724 | 522.556 | 677.9888 | 0.3135 | 0.7621 | 0.4626 | 0.8198 |
745 | 563 | 582.8437 | 499.9318 | 665.7556 | 0.3195 | 0.5174 | 0.4703 | 0.672 |
746 | 548 | 563.6549 | 475.7315 | 651.5784 | 0.3636 | 0.5058 | 0.4969 | 0.4969 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
735 | 0.0164 | -0.0106 | 0 | 34.6155 | 0 | 0 |
736 | 0.0241 | -0.0293 | 0.02 | 276.6973 | 155.6564 | 12.4762 |
737 | 0.0308 | -0.0291 | 0.023 | 277.2073 | 196.1734 | 14.0062 |
738 | 0.0375 | -0.0351 | 0.026 | 397.251 | 246.4428 | 15.6985 |
739 | 0.0443 | -0.0313 | 0.0271 | 304.293 | 258.0128 | 16.0628 |
740 | 0.0508 | -0.0342 | 0.0283 | 353.0512 | 273.8526 | 16.5485 |
741 | 0.0582 | -0.0234 | 0.0276 | 155.9884 | 257.0148 | 16.0317 |
742 | 0.0628 | -0.0426 | 0.0294 | 532.3933 | 291.4371 | 17.0715 |
743 | 0.062 | -0.0397 | 0.0306 | 558.0612 | 321.062 | 17.9182 |
744 | 0.0661 | -0.0321 | 0.0307 | 371.4244 | 326.0983 | 18.0582 |
745 | 0.0726 | -0.034 | 0.031 | 393.7721 | 332.2504 | 18.2277 |
746 | 0.0796 | -0.0278 | 0.0308 | 245.0774 | 324.986 | 18.0274 |