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 | 680.2776 | 638.6305 | 721.9247 | 0.3287 | 1 | 0 | 1 |
362 | 673.9 | 678.8203 | 615.296 | 742.3445 | 0.4397 | 0.3686 | 0 | 0.9975 |
363 | 647.9 | 635.5818 | 549.5679 | 721.5958 | 0.3895 | 0.1913 | 0.0031 | 0.8609 |
364 | 568.8 | 565.1592 | 458.7077 | 671.6107 | 0.4733 | 0.0638 | 0.0458 | 0.337 |
365 | 545.7 | 525.5172 | 400.1266 | 650.9077 | 0.3762 | 0.2493 | 0.0807 | 0.1644 |
366 | 632.6 | 644.3949 | 501.5612 | 787.2287 | 0.4357 | 0.9122 | 0.0831 | 0.7805 |
367 | 643.8 | 612.8733 | 453.8881 | 771.8585 | 0.3515 | 0.4039 | 0.1583 | 0.6204 |
368 | 593.1 | 582.5934 | 408.5883 | 756.5985 | 0.4529 | 0.2453 | 0.1471 | 0.4757 |
369 | 579.7 | 563.7839 | 375.7355 | 751.8324 | 0.4341 | 0.38 | 0.2024 | 0.4004 |
370 | 546 | 541.7675 | 340.5207 | 743.0144 | 0.4836 | 0.3559 | 0.217 | 0.3263 |
371 | 562.9 | 560.2588 | 346.5462 | 773.9715 | 0.4903 | 0.552 | 0.2477 | 0.3996 |
372 | 572.5 | 546.0112 | 320.4712 | 771.5512 | 0.409 | 0.4417 | 0.3576 | 0.3576 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
361 | 0.0312 | 0.0139 | 0 | 88.782 | 0 | 0 |
362 | 0.0477 | -0.0072 | 0.0105 | 24.209 | 56.4955 | 7.5164 |
363 | 0.069 | 0.0194 | 0.0135 | 151.7372 | 88.2428 | 9.3938 |
364 | 0.0961 | 0.0064 | 0.0117 | 13.2552 | 69.4959 | 8.3364 |
365 | 0.1217 | 0.0384 | 0.0171 | 407.347 | 137.0661 | 11.7075 |
366 | 0.1131 | -0.0183 | 0.0173 | 139.1205 | 137.4085 | 11.7221 |
367 | 0.1324 | 0.0505 | 0.022 | 956.4598 | 254.4158 | 15.9504 |
368 | 0.1524 | 0.018 | 0.0215 | 110.3886 | 236.4124 | 15.3757 |
369 | 0.1702 | 0.0282 | 0.0223 | 253.3215 | 238.2912 | 15.4367 |
370 | 0.1895 | 0.0078 | 0.0208 | 17.9138 | 216.2535 | 14.7056 |
371 | 0.1946 | 0.0047 | 0.0194 | 6.9757 | 197.2282 | 14.0438 |
372 | 0.2107 | 0.0485 | 0.0218 | 701.6544 | 239.2637 | 15.4682 |