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[106]) |
104 | 460 | - | - | - | - | - | - | - |
105 | 364 | - | - | - | - | - | - | - |
106 | 487 | - | - | - | - | - | - | - |
107 | 452 | 436.3865 | 298.795 | 637.3374 | 0.4395 | 0.3108 | 0.7599 | 0.3108 |
108 | 391 | 429.2563 | 268.5992 | 686.0073 | 0.3851 | 0.4311 | 0.3297 | 0.3297 |
109 | 500 | 431.3133 | 255.1583 | 729.0816 | 0.3256 | 0.6046 | 0.4458 | 0.357 |
110 | 451 | 409.6295 | 234.6732 | 715.0212 | 0.3953 | 0.281 | 0.5476 | 0.3097 |
111 | 375 | 430.1356 | 239.9927 | 770.9261 | 0.3756 | 0.4522 | 0.3439 | 0.3718 |
112 | 372 | 437.1604 | 232.3818 | 822.3932 | 0.3701 | 0.6241 | 0.4719 | 0.3999 |
113 | 302 | 417.8042 | 214.3134 | 814.5096 | 0.2836 | 0.5895 | 0.5837 | 0.3662 |
114 | 316 | 422.7935 | 211.8592 | 843.7413 | 0.3095 | 0.7131 | 0.5935 | 0.3825 |
115 | 398 | 435.5297 | 210.7252 | 900.159 | 0.4371 | 0.6929 | 0.7134 | 0.4141 |
116 | 394 | 425.235 | 198.5383 | 910.7803 | 0.4498 | 0.5438 | 0.6704 | 0.4016 |
117 | 431 | 419.6706 | 191.429 | 920.0457 | 0.4823 | 0.54 | 0.5338 | 0.396 |
118 | 431 | 430.5353 | 191.4101 | 968.3952 | 0.4993 | 0.4993 | 0.553 | 0.4185 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
107 | 0.2349 | 0.0358 | 0 | 243.7801 | 0 | 0 |
108 | 0.3052 | -0.0891 | 0.0625 | 1463.5464 | 853.6633 | 29.2175 |
109 | 0.3522 | 0.1593 | 0.0947 | 4717.8597 | 2141.7288 | 46.2788 |
110 | 0.3804 | 0.101 | 0.0963 | 1711.5214 | 2034.1769 | 45.1019 |
111 | 0.4042 | -0.1282 | 0.1027 | 3039.9333 | 2235.3282 | 47.2793 |
112 | 0.4496 | -0.1491 | 0.1104 | 4245.8747 | 2570.4193 | 50.6993 |
113 | 0.4844 | -0.2772 | 0.1342 | 13410.6134 | 4119.0185 | 64.1796 |
114 | 0.508 | -0.2526 | 0.149 | 11404.8446 | 5029.7467 | 70.9207 |
115 | 0.5443 | -0.0862 | 0.142 | 1408.4818 | 4627.384 | 68.0249 |
116 | 0.5826 | -0.0735 | 0.1352 | 975.6246 | 4262.208 | 65.2856 |
117 | 0.6083 | 0.027 | 0.1253 | 128.356 | 3886.4033 | 62.341 |
118 | 0.6374 | 0.0011 | 0.115 | 0.2159 | 3562.5543 | 59.6871 |