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[240]) |
228 | 2527 | - | - | - | - | - | - | - |
229 | 2750 | - | - | - | - | - | - | - |
230 | 2014 | - | - | - | - | - | - | - |
231 | 2763 | - | - | - | - | - | - | - |
232 | 2726 | - | - | - | - | - | - | - |
233 | 1826 | - | - | - | - | - | - | - |
234 | 2713 | - | - | - | - | - | - | - |
235 | 3040 | - | - | - | - | - | - | - |
236 | 2405 | - | - | - | - | - | - | - |
237 | 2526 | - | - | - | - | - | - | - |
238 | 2526 | - | - | - | - | - | - | - |
239 | 2529 | - | - | - | - | - | - | - |
240 | 2474 | - | - | - | - | - | - | - |
241 | 2576 | 2469.329 | 1852.5062 | 3291.533 | 0.3996 | 0.4956 | 0.2517 | 0.4956 |
242 | 2219 | 2207.7023 | 1628.2485 | 2993.3696 | 0.4888 | 0.1791 | 0.6855 | 0.2532 |
243 | 2900 | 2566.9222 | 1871.8564 | 3520.0828 | 0.2467 | 0.7628 | 0.3434 | 0.5758 |
244 | 2274 | 2444.2513 | 1738.4241 | 3436.6554 | 0.3683 | 0.184 | 0.289 | 0.4766 |
245 | 2184 | 2351.9514 | 1664.1886 | 3323.9476 | 0.3674 | 0.5625 | 0.8556 | 0.4028 |
246 | 2629 | 2654.407 | 1866.4526 | 3775.0097 | 0.4823 | 0.7947 | 0.4592 | 0.6238 |
247 | 2739 | 3034.4186 | 2122.3186 | 4338.508 | 0.3285 | 0.7288 | 0.4967 | 0.8002 |
248 | 2933 | 2614.5597 | 1824.6114 | 3746.5085 | 0.2907 | 0.4147 | 0.6416 | 0.5961 |
249 | 3144 | 2589.0202 | 1802.6446 | 3718.44 | 0.1677 | 0.2753 | 0.5435 | 0.5791 |
250 | 3354 | 2861.8128 | 1989.6377 | 4116.3135 | 0.221 | 0.3296 | 0.7001 | 0.7277 |
251 | 3357 | 2428.4255 | 1686.8146 | 3496.0867 | 0.0441 | 0.0446 | 0.4268 | 0.4667 |
252 | 3329 | 2224.4531 | 1543.965 | 3204.8601 | 0.0136 | 0.0118 | 0.3089 | 0.3089 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
241 | 0.1699 | 0.0432 | 0 | 11378.7107 | 0 | 0 |
242 | 0.1816 | 0.0051 | 0.0242 | 127.6374 | 5753.1741 | 75.8497 |
243 | 0.1895 | 0.1298 | 0.0594 | 110940.7975 | 40815.7152 | 202.029 |
244 | 0.2072 | -0.0697 | 0.0619 | 28985.5077 | 37858.1633 | 194.5717 |
245 | 0.2109 | -0.0714 | 0.0638 | 28207.6817 | 35928.067 | 189.547 |
246 | 0.2154 | -0.0096 | 0.0548 | 645.5158 | 30047.6418 | 173.3426 |
247 | 0.2193 | -0.0974 | 0.0609 | 87272.1317 | 38222.5689 | 195.5059 |
248 | 0.2209 | 0.1218 | 0.0685 | 101404.2386 | 46120.2776 | 214.7563 |
249 | 0.2226 | 0.2144 | 0.0847 | 308002.5327 | 75218.306 | 274.2596 |
250 | 0.2237 | 0.172 | 0.0934 | 242248.205 | 91921.2959 | 303.1853 |
251 | 0.2243 | 0.3824 | 0.1197 | 862250.68 | 161951.2399 | 402.4317 |
252 | 0.2249 | 0.4965 | 0.1511 | 1220023.781 | 250123.9516 | 500.1239 |