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]) |
131 | 362 | - | - | - | - | - | - | - |
132 | 405 | - | - | - | - | - | - | - |
133 | 417 | 458.4452 | 403.9003 | 512.9902 | 0.0682 | 0.9726 | 0.9726 | 0.9726 |
134 | 391 | 479.5696 | 390.087 | 569.0523 | 0.0262 | 0.9147 | 0.9147 | 0.9488 |
135 | 419 | 480.1408 | 369.2565 | 591.0251 | 0.1399 | 0.9424 | 0.9424 | 0.9079 |
136 | 461 | 456.6741 | 332.6834 | 580.6647 | 0.4727 | 0.7243 | 0.7243 | 0.793 |
137 | 472 | 435.8447 | 306.3823 | 565.3071 | 0.2921 | 0.3517 | 0.3517 | 0.6797 |
138 | 535 | 431.7389 | 298.0687 | 565.4092 | 0.065 | 0.2775 | 0.2775 | 0.6525 |
139 | 622 | 437.9286 | 298.6743 | 577.183 | 0.0048 | 0.0859 | 0.0859 | 0.6785 |
140 | 606 | 448.933 | 302.3952 | 595.4708 | 0.0178 | 0.0103 | 0.0103 | 0.7216 |
141 | 508 | 455.5613 | 300.3494 | 610.7731 | 0.2539 | 0.0287 | 0.0287 | 0.7384 |
142 | 461 | 454.6315 | 291.2826 | 617.9803 | 0.4695 | 0.261 | 0.261 | 0.7243 |
143 | 390 | 450.101 | 280.0296 | 620.1724 | 0.2443 | 0.45 | 0.45 | 0.6984 |
144 | 432 | 445.7117 | 269.9447 | 621.4787 | 0.4392 | 0.7328 | 0.7328 | 0.6751 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
133 | 0.0607 | -0.0904 | 0 | 1717.7064 | 0 | 0 |
134 | 0.0952 | -0.1847 | 0.1375 | 7844.5811 | 4781.1438 | 69.1458 |
135 | 0.1178 | -0.1273 | 0.1341 | 3738.2006 | 4433.4961 | 66.5845 |
136 | 0.1385 | 0.0095 | 0.103 | 18.7136 | 3329.8004 | 57.7044 |
137 | 0.1515 | 0.083 | 0.099 | 1307.2037 | 2925.2811 | 54.0859 |
138 | 0.158 | 0.2392 | 0.1223 | 10662.8498 | 4214.8759 | 64.9221 |
139 | 0.1622 | 0.4203 | 0.1649 | 33882.2714 | 8453.0752 | 91.9406 |
140 | 0.1665 | 0.3499 | 0.188 | 24670.0492 | 10480.197 | 102.3728 |
141 | 0.1738 | 0.1151 | 0.1799 | 2749.8223 | 9621.2665 | 98.0881 |
142 | 0.1833 | 0.014 | 0.1633 | 40.5579 | 8663.1956 | 93.0763 |
143 | 0.1928 | -0.1335 | 0.1606 | 3612.1294 | 8204.0078 | 90.576 |
144 | 0.2012 | -0.0308 | 0.1498 | 188.0107 | 7536.008 | 86.8102 |