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]) |
120 | 337 | - | - | - | - | - | - | - |
121 | 360 | - | - | - | - | - | - | - |
122 | 342 | - | - | - | - | - | - | - |
123 | 406 | - | - | - | - | - | - | - |
124 | 396 | - | - | - | - | - | - | - |
125 | 420 | - | - | - | - | - | - | - |
126 | 472 | - | - | - | - | - | - | - |
127 | 548 | - | - | - | - | - | - | - |
128 | 559 | - | - | - | - | - | - | - |
129 | 463 | - | - | - | - | - | - | - |
130 | 407 | - | - | - | - | - | - | - |
131 | 362 | - | - | - | - | - | - | - |
132 | 405 | - | - | - | - | - | - | - |
133 | 417 | 419.3262 | 390.5822 | 450.1855 | 0.4413 | 0.8186 | 0.9999 | 0.8186 |
134 | 391 | 398.9203 | 366.5032 | 434.2046 | 0.33 | 0.1576 | 0.9992 | 0.3678 |
135 | 419 | 466.5792 | 423.6326 | 513.8796 | 0.0243 | 0.9991 | 0.994 | 0.9946 |
136 | 461 | 454.4068 | 408.2659 | 505.7624 | 0.4007 | 0.9117 | 0.9871 | 0.9703 |
137 | 472 | 473.2658 | 421.1604 | 531.8175 | 0.4831 | 0.6593 | 0.9627 | 0.9888 |
138 | 535 | 547.1208 | 482.5984 | 620.2698 | 0.3727 | 0.9779 | 0.9779 | 0.9999 |
139 | 622 | 622.2215 | 544.3285 | 711.2608 | 0.4981 | 0.9726 | 0.9489 | 1 |
140 | 606 | 630.1573 | 547.0002 | 725.9563 | 0.3106 | 0.5663 | 0.9273 | 1 |
141 | 508 | 526.7483 | 453.8791 | 611.3164 | 0.332 | 0.0331 | 0.9302 | 0.9976 |
142 | 461 | 462.2917 | 395.5514 | 540.2929 | 0.4871 | 0.1254 | 0.9176 | 0.925 |
143 | 390 | 406.63 | 345.5951 | 478.4441 | 0.325 | 0.0689 | 0.8884 | 0.5177 |
144 | 432 | 452.2979 | 381.9355 | 535.6228 | 0.3165 | 0.9286 | 0.8671 | 0.8671 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
133 | 0.0375 | -0.0055 | 0 | 5.4111 | 0 | 0 |
134 | 0.0451 | -0.0199 | 0.0127 | 62.7308 | 34.071 | 5.837 |
135 | 0.0517 | -0.102 | 0.0425 | 2263.7779 | 777.3066 | 27.8802 |
136 | 0.0577 | 0.0145 | 0.0355 | 43.4701 | 593.8475 | 24.369 |
137 | 0.0631 | -0.0027 | 0.0289 | 1.6021 | 475.3984 | 21.8036 |
138 | 0.0682 | -0.0222 | 0.0278 | 146.9145 | 420.6511 | 20.5098 |
139 | 0.073 | -4e-04 | 0.0239 | 0.049 | 360.5651 | 18.9886 |
140 | 0.0776 | -0.0383 | 0.0257 | 583.5745 | 388.4413 | 19.7089 |
141 | 0.0819 | -0.0356 | 0.0268 | 351.4981 | 384.3365 | 19.6045 |
142 | 0.0861 | -0.0028 | 0.0244 | 1.6684 | 346.0697 | 18.6029 |
143 | 0.0901 | -0.0409 | 0.0259 | 276.5569 | 339.7503 | 18.4323 |
144 | 0.094 | -0.0449 | 0.0275 | 412.0033 | 345.7714 | 18.5949 |