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]) |
130 | 407 | - | - | - | - | - | - | - |
131 | 362 | - | - | - | - | - | - | - |
132 | 405 | - | - | - | - | - | - | - |
133 | 417 | 422.7286 | 366.6287 | 478.8285 | 0.4207 | 0.7322 | 0.9831 | 0.7322 |
134 | 391 | 407.5083 | 311.671 | 503.3456 | 0.3678 | 0.423 | 0.5205 | 0.5205 |
135 | 419 | 399.1712 | 277.25 | 521.0924 | 0.375 | 0.5523 | 0.3872 | 0.4627 |
136 | 461 | 375.0277 | 232.6583 | 517.3972 | 0.1183 | 0.2725 | 0.413 | 0.3399 |
137 | 472 | 364.7247 | 209.8437 | 519.6057 | 0.0873 | 0.1115 | 0.2461 | 0.3051 |
138 | 535 | 347.1892 | 182.7459 | 511.6325 | 0.0126 | 0.0684 | 0.0875 | 0.2454 |
139 | 622 | 339.2043 | 168.4744 | 509.9341 | 6e-04 | 0.0123 | 0.0637 | 0.225 |
140 | 606 | 325.2348 | 149.5044 | 500.9653 | 9e-04 | 5e-04 | 0.0097 | 0.1868 |
141 | 508 | 319.1529 | 140.1727 | 498.1331 | 0.0193 | 8e-04 | 5e-04 | 0.1736 |
142 | 461 | 309.1855 | 127.6272 | 490.7438 | 0.0506 | 0.0159 | 7e-04 | 0.1505 |
143 | 390 | 304.7324 | 121.4537 | 488.0111 | 0.1809 | 0.0473 | 0.0149 | 0.1418 |
144 | 432 | 297.2133 | 112.548 | 481.8785 | 0.0763 | 0.1624 | 0.0411 | 0.1263 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
133 | 0.0677 | -0.0136 | 0 | 32.8173 | 0 | 0 |
134 | 0.12 | -0.0405 | 0.027 | 272.5235 | 152.6704 | 12.356 |
135 | 0.1558 | 0.0497 | 0.0346 | 393.1815 | 232.8408 | 15.2591 |
136 | 0.1937 | 0.2292 | 0.0832 | 7391.2279 | 2022.4376 | 44.9715 |
137 | 0.2167 | 0.2941 | 0.1254 | 11507.9891 | 3919.5479 | 62.6063 |
138 | 0.2417 | 0.5409 | 0.1947 | 35272.9036 | 9145.1072 | 95.6301 |
139 | 0.2568 | 0.8337 | 0.286 | 79973.428 | 19263.4387 | 138.7928 |
140 | 0.2757 | 0.8633 | 0.3581 | 78829.0776 | 26709.1436 | 163.4293 |
141 | 0.2861 | 0.5917 | 0.3841 | 35663.2228 | 27704.0413 | 166.4453 |
142 | 0.2996 | 0.491 | 0.3948 | 23047.644 | 27238.4015 | 165.0406 |
143 | 0.3069 | 0.2798 | 0.3843 | 7270.569 | 25423.144 | 159.4464 |
144 | 0.317 | 0.4535 | 0.3901 | 18167.4664 | 24818.5042 | 157.5389 |