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[107]) |
95 | 382.37 | - | - | - | - | - | - | - |
96 | 383.84 | - | - | - | - | - | - | - |
97 | 385.42 | - | - | - | - | - | - | - |
98 | 385.72 | - | - | - | - | - | - | - |
99 | 385.96 | - | - | - | - | - | - | - |
100 | 387.18 | - | - | - | - | - | - | - |
101 | 388.5 | - | - | - | - | - | - | - |
102 | 387.88 | - | - | - | - | - | - | - |
103 | 386.38 | - | - | - | - | - | - | - |
104 | 384.15 | - | - | - | - | - | - | - |
105 | 383.07 | - | - | - | - | - | - | - |
106 | 382.98 | - | - | - | - | - | - | - |
107 | 384.11 | - | - | - | - | - | - | - |
108 | 385.54 | 385.8382 | 385.2124 | 386.466 | 0.1759 | 1 | 1 | 1 |
109 | 386.92 | 387.0958 | 386.3835 | 387.8107 | 0.3149 | 1 | 1 | 1 |
110 | 387.41 | 387.8577 | 387.0684 | 388.6501 | 0.134 | 0.9898 | 1 | 1 |
111 | 388.77 | 388.587 | 387.7268 | 389.4507 | 0.339 | 0.9962 | 1 | 1 |
112 | 389.46 | 390.1095 | 389.1795 | 391.0438 | 0.0865 | 0.9975 | 1 | 1 |
113 | 390.18 | 390.6477 | 389.6557 | 391.6446 | 0.1789 | 0.9902 | 1 | 1 |
114 | 389.43 | 390.0856 | 389.0403 | 391.1363 | 0.1107 | 0.4301 | 1 | 1 |
115 | 387.74 | 388.3585 | 387.2693 | 389.4536 | 0.1341 | 0.0276 | 0.9998 | 1 |
116 | 385.91 | 386.2181 | 385.0905 | 387.3519 | 0.2972 | 0.0043 | 0.9998 | 0.9999 |
117 | 384.77 | 384.7962 | 383.6293 | 385.9699 | 0.4825 | 0.0314 | 0.998 | 0.8741 |
118 | 384.38 | 384.9324 | 383.7192 | 386.1529 | 0.1875 | 0.6029 | 0.9991 | 0.9067 |
119 | 385.99 | 386.3009 | 385.0355 | 387.5743 | 0.3161 | 0.9984 | 0.9996 | 0.9996 |
120 | 387.26 | 387.9253 | 386.5646 | 389.2952 | 0.1706 | 0.9972 | 0.9997 | 1 |
121 | 388.45 | 389.1959 | 387.7664 | 390.6354 | 0.1549 | 0.9958 | 0.999 | 1 |
122 | 389.7 | 389.9657 | 388.4732 | 391.469 | 0.3645 | 0.9759 | 0.9996 | 1 |
123 | 391.08 | 390.7025 | 389.1491 | 392.2677 | 0.3182 | 0.8953 | 0.9922 | 1 |
124 | 392.46 | 392.2409 | 390.6218 | 393.8728 | 0.3962 | 0.9184 | 0.9996 | 1 |
125 | 392.96 | 392.7847 | 391.1089 | 394.4742 | 0.4194 | 0.6468 | 0.9987 | 1 |
126 | 392.03 | 392.2167 | 390.4948 | 393.9531 | 0.4165 | 0.2007 | 0.9992 | 1 |
127 | 390.13 | 390.4717 | 388.7155 | 392.243 | 0.3527 | 0.0423 | 0.9987 | 1 |
128 | 388.15 | 388.3091 | 386.5243 | 390.1096 | 0.4312 | 0.0237 | 0.9955 | 1 |
129 | 386.8 | 386.8726 | 385.0549 | 388.7067 | 0.4691 | 0.0861 | 0.9877 | 0.9984 |
130 | 387.18 | 387.0102 | 385.1469 | 388.8907 | 0.4298 | 0.5867 | 0.9969 | 0.9987 |
131 | 388.59 | 388.3928 | 386.4733 | 390.3306 | 0.421 | 0.89 | 0.9925 | 1 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
108 | 8e-04 | -8e-04 | 0 | 0.0889 | 0 | 0 |
109 | 9e-04 | -5e-04 | 6e-04 | 0.0309 | 0.0599 | 0.2448 |
110 | 0.001 | -0.0012 | 8e-04 | 0.2004 | 0.1068 | 0.3268 |
111 | 0.0011 | 5e-04 | 7e-04 | 0.0335 | 0.0885 | 0.2974 |
112 | 0.0012 | -0.0017 | 9e-04 | 0.4219 | 0.1551 | 0.3939 |
113 | 0.0013 | -0.0012 | 0.001 | 0.2188 | 0.1657 | 0.4071 |
114 | 0.0014 | -0.0017 | 0.0011 | 0.4298 | 0.2035 | 0.4511 |
115 | 0.0014 | -0.0016 | 0.0011 | 0.3826 | 0.2259 | 0.4753 |
116 | 0.0015 | -8e-04 | 0.0011 | 0.0949 | 0.2113 | 0.4597 |
117 | 0.0016 | -1e-04 | 0.001 | 7e-04 | 0.1903 | 0.4362 |
118 | 0.0016 | -0.0014 | 0.001 | 0.3051 | 0.2007 | 0.448 |
119 | 0.0017 | -8e-04 | 0.001 | 0.0967 | 0.192 | 0.4382 |
120 | 0.0018 | -0.0017 | 0.0011 | 0.4427 | 0.2113 | 0.4597 |
121 | 0.0019 | -0.0019 | 0.0011 | 0.5564 | 0.236 | 0.4858 |
122 | 0.002 | -7e-04 | 0.0011 | 0.0706 | 0.2249 | 0.4743 |
123 | 0.002 | 0.001 | 0.0011 | 0.1425 | 0.2198 | 0.4688 |
124 | 0.0021 | 6e-04 | 0.0011 | 0.048 | 0.2097 | 0.4579 |
125 | 0.0022 | 4e-04 | 0.001 | 0.0307 | 0.1997 | 0.4469 |
126 | 0.0023 | -5e-04 | 0.001 | 0.0349 | 0.1911 | 0.4371 |
127 | 0.0023 | -9e-04 | 0.001 | 0.1167 | 0.1873 | 0.4328 |
128 | 0.0024 | -4e-04 | 0.001 | 0.0253 | 0.1796 | 0.4238 |
129 | 0.0024 | -2e-04 | 9e-04 | 0.0053 | 0.1717 | 0.4144 |
130 | 0.0025 | 4e-04 | 9e-04 | 0.0288 | 0.1655 | 0.4068 |
131 | 0.0025 | 5e-04 | 9e-04 | 0.0389 | 0.1602 | 0.4003 |