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[348]) |
336 | 719.5 | - | - | - | - | - | - | - |
337 | 817.4 | - | - | - | - | - | - | - |
338 | 803.3 | - | - | - | - | - | - | - |
339 | 752.5 | - | - | - | - | - | - | - |
340 | 689 | - | - | - | - | - | - | - |
341 | 630.4 | - | - | - | - | - | - | - |
342 | 765.5 | - | - | - | - | - | - | - |
343 | 757.7 | - | - | - | - | - | - | - |
344 | 732.2 | - | - | - | - | - | - | - |
345 | 702.6 | - | - | - | - | - | - | - |
346 | 683.3 | - | - | - | - | - | - | - |
347 | 709.5 | - | - | - | - | - | - | - |
348 | 702.2 | - | - | - | - | - | - | - |
349 | 784.8 | 823.3276 | 763.9638 | 884.9123 | 0.1101 | 0.9999 | 0.5748 | 0.9999 |
350 | 810.9 | 827.3527 | 739.4714 | 920.1669 | 0.3641 | 0.8156 | 0.6942 | 0.9959 |
351 | 755.6 | 793.0413 | 678.9712 | 915.9644 | 0.2753 | 0.3879 | 0.741 | 0.9263 |
352 | 656.8 | 735.7023 | 601.3135 | 883.6334 | 0.1479 | 0.396 | 0.732 | 0.6714 |
353 | 615.1 | 696.4222 | 543.6775 | 868.0527 | 0.1765 | 0.6745 | 0.7746 | 0.4737 |
354 | 745.3 | 831.5113 | 641.1526 | 1046.5798 | 0.216 | 0.9757 | 0.7263 | 0.8807 |
355 | 694.1 | 805.8269 | 598.1327 | 1044.4162 | 0.1794 | 0.6905 | 0.6537 | 0.8027 |
356 | 675.7 | 765.2987 | 544.8877 | 1023.0554 | 0.2478 | 0.7059 | 0.5994 | 0.6843 |
357 | 643.7 | 753.0449 | 517.6436 | 1032.4363 | 0.2215 | 0.7063 | 0.6383 | 0.6393 |
358 | 622.1 | 728.1053 | 481.5749 | 1025.4109 | 0.2423 | 0.711 | 0.6161 | 0.5678 |
359 | 634.6 | 752.7646 | 486.9563 | 1076.2353 | 0.237 | 0.7857 | 0.6034 | 0.6203 |
360 | 588 | 753.5345 | 473.7697 | 1097.9226 | 0.1731 | 0.7508 | 0.6149 | 0.6149 |
361 | 689.7 | 879.1498 | 555.2206 | 1277.1905 | 0.1754 | 0.9242 | 0.6789 | 0.8082 |
362 | 673.9 | 885.0196 | 541.5572 | 1312.4084 | 0.1665 | 0.8148 | 0.633 | 0.7991 |
363 | 647.9 | 850.3714 | 496.9027 | 1298.2287 | 0.1878 | 0.78 | 0.6608 | 0.7417 |
364 | 568.8 | 791.6293 | 436.0752 | 1252.4096 | 0.1716 | 0.7295 | 0.7169 | 0.6482 |
365 | 545.7 | 751.3136 | 391.345 | 1227.6444 | 0.1988 | 0.7737 | 0.7124 | 0.5801 |
366 | 632.6 | 891.7512 | 478.3541 | 1432.857 | 0.1739 | 0.895 | 0.7021 | 0.7538 |
367 | 643.8 | 865.3966 | 444.1426 | 1425.8595 | 0.2192 | 0.7922 | 0.7254 | 0.7159 |
368 | 593.1 | 823.5543 | 400.5501 | 1397.3783 | 0.2156 | 0.7304 | 0.6932 | 0.6607 |
369 | 579.7 | 810.9661 | 378.82 | 1405.6226 | 0.223 | 0.7636 | 0.7093 | 0.64 |
370 | 546 | 785.1657 | 349.1855 | 1395.4043 | 0.2212 | 0.7453 | 0.6998 | 0.6051 |
371 | 562.9 | 810.8296 | 354.5759 | 1453.1311 | 0.2247 | 0.7905 | 0.7046 | 0.6299 |
372 | 572.5 | 811.6751 | 343.8573 | 1477.3594 | 0.2407 | 0.7681 | 0.7449 | 0.6264 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
349 | 0.0382 | -0.0468 | 0 | 1484.3722 | 0 | 0 |
350 | 0.0572 | -0.0199 | 0.0333 | 270.6906 | 877.5314 | 29.6232 |
351 | 0.0791 | -0.0472 | 0.038 | 1401.8523 | 1052.305 | 32.4393 |
352 | 0.1026 | -0.1072 | 0.0553 | 6225.5716 | 2345.6217 | 48.4316 |
353 | 0.1257 | -0.1168 | 0.0676 | 6613.3082 | 3199.159 | 56.5611 |
354 | 0.132 | -0.1037 | 0.0736 | 7432.3956 | 3904.6984 | 62.4876 |
355 | 0.1511 | -0.1386 | 0.0829 | 12482.8937 | 5130.1549 | 71.6251 |
356 | 0.1718 | -0.1171 | 0.0872 | 8027.9343 | 5492.3773 | 74.1106 |
357 | 0.1893 | -0.1452 | 0.0936 | 11956.3113 | 6210.5922 | 78.8073 |
358 | 0.2083 | -0.1456 | 0.0988 | 11237.124 | 6713.2454 | 81.9344 |
359 | 0.2192 | -0.157 | 0.1041 | 13962.8665 | 7372.3018 | 85.8621 |
360 | 0.2332 | -0.2197 | 0.1137 | 27401.6775 | 9041.4165 | 95.0864 |
361 | 0.231 | -0.2155 | 0.1216 | 35891.2433 | 11106.7878 | 105.3887 |
362 | 0.2464 | -0.2385 | 0.1299 | 44571.5065 | 13497.1248 | 116.1771 |
363 | 0.2687 | -0.2381 | 0.1371 | 40994.6583 | 15330.2937 | 123.8156 |
364 | 0.297 | -0.2815 | 0.1461 | 49652.8818 | 17475.4555 | 132.1948 |
365 | 0.3235 | -0.2737 | 0.1537 | 42276.9385 | 18934.3662 | 137.6022 |
366 | 0.3096 | -0.2906 | 0.1613 | 67159.3209 | 21613.5304 | 147.0154 |
367 | 0.3304 | -0.2561 | 0.1662 | 49105.0364 | 23060.4518 | 151.8567 |
368 | 0.3555 | -0.2798 | 0.1719 | 53109.1688 | 24562.8876 | 156.7255 |
369 | 0.3741 | -0.2852 | 0.1773 | 53484.0055 | 25940.0837 | 161.0593 |
370 | 0.3965 | -0.3046 | 0.1831 | 57200.2313 | 27360.9995 | 165.4116 |
371 | 0.4042 | -0.3058 | 0.1884 | 61469.1091 | 28843.9608 | 169.8351 |
372 | 0.4184 | -0.2947 | 0.1929 | 57204.7122 | 30025.6588 | 173.2791 |