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 | 676.7176 | 635.1552 | 718.2799 | 0.2702 | 1 | 0 | 1 |
362 | 673.9 | 675.3962 | 611.7269 | 739.0656 | 0.4816 | 0.3298 | 0 | 0.9964 |
363 | 647.9 | 635.6627 | 549.3981 | 721.9273 | 0.3905 | 0.1925 | 0.0032 | 0.8606 |
364 | 568.8 | 568.9034 | 463.1151 | 674.6917 | 0.4992 | 0.0716 | 0.0517 | 0.3617 |
365 | 545.7 | 531.9315 | 408.3648 | 655.4982 | 0.4136 | 0.2793 | 0.0935 | 0.1869 |
366 | 632.6 | 647.5737 | 507.9884 | 787.1589 | 0.4167 | 0.9237 | 0.085 | 0.7986 |
367 | 643.8 | 617.8168 | 463.5602 | 772.0734 | 0.3706 | 0.4255 | 0.1662 | 0.6476 |
368 | 593.1 | 588.9858 | 421.2008 | 756.7708 | 0.4808 | 0.261 | 0.1555 | 0.5046 |
369 | 579.7 | 571.1937 | 390.8145 | 751.5729 | 0.4632 | 0.4059 | 0.2154 | 0.4275 |
370 | 546 | 550.1513 | 357.9642 | 742.3384 | 0.4831 | 0.3816 | 0.2315 | 0.3497 |
371 | 562.9 | 568.1699 | 364.8391 | 771.5008 | 0.4797 | 0.5846 | 0.261 | 0.4242 |
372 | 572.5 | 554.5903 | 340.6851 | 768.4955 | 0.4348 | 0.4697 | 0.3798 | 0.3798 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
361 | 0.0313 | 0.0192 | 0 | 168.5438 | 0 | 0 |
362 | 0.0481 | -0.0022 | 0.0107 | 2.2387 | 85.3913 | 9.2407 |
363 | 0.0692 | 0.0193 | 0.0136 | 149.7522 | 106.8449 | 10.3366 |
364 | 0.0949 | -2e-04 | 0.0102 | 0.0107 | 80.1364 | 8.9519 |
365 | 0.1185 | 0.0259 | 0.0133 | 189.5705 | 102.0232 | 10.1007 |
366 | 0.11 | -0.0231 | 0.015 | 224.211 | 122.3878 | 11.0629 |
367 | 0.1274 | 0.0421 | 0.0188 | 675.1253 | 201.3503 | 14.1898 |
368 | 0.1453 | 0.007 | 0.0174 | 16.9266 | 178.2974 | 13.3528 |
369 | 0.1611 | 0.0149 | 0.0171 | 72.3572 | 166.5262 | 12.9045 |
370 | 0.1782 | -0.0075 | 0.0161 | 17.2332 | 151.5969 | 12.3125 |
371 | 0.1826 | -0.0093 | 0.0155 | 27.7722 | 140.3401 | 11.8465 |
372 | 0.1968 | 0.0323 | 0.0169 | 320.7585 | 155.375 | 12.465 |