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[360]) |
348 | 702.2 | - | - | - | - | - | - | - |
349 | 784.8 | - | - | - | - | - | - | - |
350 | 810.9 | - | - | - | - | - | - | - |
351 | 755.6 | - | - | - | - | - | - | - |
352 | 656.8 | - | - | - | - | - | - | - |
353 | 615.1 | - | - | - | - | - | - | - |
354 | 745.3 | - | - | - | - | - | - | - |
355 | 694.1 | - | - | - | - | - | - | - |
356 | 675.7 | - | - | - | - | - | - | - |
357 | 643.7 | - | - | - | - | - | - | - |
358 | 622.1 | - | - | - | - | - | - | - |
359 | 634.6 | - | - | - | - | - | - | - |
360 | 588 | - | - | - | - | - | - | - |
361 | 689.7 | 732.4134 | 259.1404 | 1205.6864 | 0.4298 | 0.7251 | 0.4141 | 0.7251 |
362 | 673.9 | 742.9311 | 267.2649 | 1218.5974 | 0.388 | 0.5868 | 0.3897 | 0.7384 |
363 | 647.9 | 719.7233 | 241.6758 | 1197.7709 | 0.3842 | 0.5745 | 0.4415 | 0.7054 |
364 | 568.8 | 680.1893 | 199.7723 | 1160.6064 | 0.3248 | 0.5524 | 0.538 | 0.6466 |
365 | 545.7 | 658.4592 | 175.6843 | 1141.2341 | 0.3236 | 0.6421 | 0.5699 | 0.6126 |
366 | 632.6 | 737.2153 | 252.0939 | 1222.3366 | 0.3363 | 0.7805 | 0.487 | 0.7267 |
367 | 643.8 | 711.9633 | 224.5069 | 1199.4198 | 0.392 | 0.6252 | 0.5286 | 0.6909 |
368 | 593.1 | 681.4127 | 191.6323 | 1171.1931 | 0.3619 | 0.5598 | 0.5091 | 0.6457 |
369 | 579.7 | 833.0404 | 340.9469 | 1325.1338 | 0.1565 | 0.8304 | 0.7746 | 0.8355 |
370 | 546 | 649.3332 | 154.9375 | 1143.7288 | 0.341 | 0.6087 | 0.543 | 0.5961 |
371 | 562.9 | 670.9092 | 174.2221 | 1167.5964 | 0.335 | 0.689 | 0.557 | 0.6282 |
372 | 572.5 | 671.8461 | 172.8779 | 1170.8142 | 0.3482 | 0.6657 | 0.6291 | 0.6291 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
361 | 0.3297 | -0.0583 | 0 | 1824.4348 | 0 | 0 |
362 | 0.3267 | -0.0929 | 0.0756 | 4765.2996 | 3294.8672 | 57.4009 |
363 | 0.3389 | -0.0998 | 0.0837 | 5158.59 | 3916.1081 | 62.5788 |
364 | 0.3604 | -0.1638 | 0.1037 | 12407.5824 | 6038.9767 | 77.7109 |
365 | 0.3741 | -0.1712 | 0.1172 | 12714.6411 | 7374.1096 | 85.8726 |
366 | 0.3357 | -0.1419 | 0.1213 | 10944.3508 | 7969.1498 | 89.2701 |
367 | 0.3493 | -0.0957 | 0.1177 | 4646.238 | 7494.4481 | 86.5705 |
368 | 0.3667 | -0.1296 | 0.1192 | 7799.1336 | 7532.5338 | 86.7902 |
369 | 0.3014 | -0.3041 | 0.1397 | 64181.3569 | 13826.8475 | 117.5876 |
370 | 0.3885 | -0.1591 | 0.1417 | 10677.747 | 13511.9374 | 116.2409 |
371 | 0.3777 | -0.161 | 0.1434 | 11665.997 | 13344.1247 | 115.5168 |
372 | 0.3789 | -0.1479 | 0.1438 | 9869.6423 | 13054.5845 | 114.2567 |