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[361]) |
349 | 6379.15 | - | - | - | - | - | - | - |
350 | 5994.58 | - | - | - | - | - | - | - |
351 | 5607.94 | - | - | - | - | - | - | - |
352 | 6046.13 | - | - | - | - | - | - | - |
353 | 6624.96 | - | - | - | - | - | - | - |
354 | 6652.54 | - | - | - | - | - | - | - |
355 | 6696 | - | - | - | - | - | - | - |
356 | 7315.16 | - | - | - | - | - | - | - |
357 | 7907.79 | - | - | - | - | - | - | - |
358 | 8066.35 | - | - | - | - | - | - | - |
359 | 7939.64000000001 | - | - | - | - | - | - | - |
360 | 8068.48 | - | - | - | - | - | - | - |
361 | 8186.32999999999 | - | - | - | - | - | - | - |
362 | 7975.21 | 7894.9999 | 5152.6261 | 12096.9431 | 0.4851 | 0.446 | 0.8123 | 0.446 |
363 | 8357.51 | 7801.0951 | 4791.5693 | 12700.8671 | 0.4119 | 0.4722 | 0.8098 | 0.4388 |
364 | 8463.38 | 7770.3327 | 4633.5293 | 13030.687 | 0.3981 | 0.4134 | 0.7397 | 0.4384 |
365 | 7937.68 | 7760.2013 | 4527.9159 | 13299.8768 | 0.475 | 0.4018 | 0.656 | 0.4401 |
366 | 8034.62 | 7756.8587 | 4440.4163 | 13550.2739 | 0.4626 | 0.4756 | 0.6457 | 0.4422 |
367 | 8056.61 | 7755.7553 | 4361.0857 | 13792.8361 | 0.4611 | 0.4639 | 0.6346 | 0.4444 |
368 | 8176.95 | 7755.3909 | 4286.6609 | 14030.988 | 0.4476 | 0.4625 | 0.5547 | 0.4465 |
369 | 8441.04 | 7755.2706 | 4215.9181 | 14265.9844 | 0.4182 | 0.4495 | 0.4817 | 0.4484 |
370 | 8697.39 | 7755.2309 | 4148.294 | 14498.3954 | 0.3921 | 0.421 | 0.464 | 0.4501 |
371 | 8665.57 | 7755.2178 | 4083.4555 | 14728.5559 | 0.399 | 0.3956 | 0.4793 | 0.4518 |
372 | 8625.77 | 7755.2134 | 4021.1612 | 14956.7086 | 0.4064 | 0.4022 | 0.466 | 0.4533 |
373 | 8718.42 | 7755.212 | 3961.2138 | 15183.0517 | 0.3997 | 0.4092 | 0.4547 | 0.4547 |
374 | 8822.34 | 7755.2115 | 3903.4436 | 15407.756 | 0.3923 | 0.4026 | 0.4775 | 0.456 |
375 | 8597.67 | 7755.2114 | 3847.7007 | 15630.9723 | 0.417 | 0.3953 | 0.4404 | 0.4573 |
376 | 8782.05 | 7755.2113 | 3793.8514 | 15852.8355 | 0.4019 | 0.4192 | 0.432 | 0.4584 |
377 | 8661.06 | 7755.2113 | 3741.7753 | 16073.467 | 0.4155 | 0.4044 | 0.4829 | 0.4595 |
378 | 8265.32 | 7755.2113 | 3691.3637 | 16292.9767 | 0.4534 | 0.4176 | 0.4744 | 0.4606 |
379 | 8072.58 | 7755.2113 | 3642.5178 | 16511.4642 | 0.4717 | 0.4545 | 0.4731 | 0.4616 |
380 | 721.85 | 7755.2113 | 3595.1479 | 16729.0205 | 0.0622 | 0.4724 | 0.4633 | 0.4625 |
381 | 7138.6 | 7755.2113 | 3549.1718 | 16945.7287 | 0.4477 | 0.9332 | 0.4419 | 0.4634 |
382 | 7351.11 | 7755.2113 | 3504.5144 | 17161.665 | 0.4664 | 0.5511 | 0.4222 | 0.4642 |
383 | 7077 | 7755.2113 | 3461.1066 | 17376.8998 | 0.4451 | 0.5328 | 0.4264 | 0.465 |
384 | 7272.37 | 7755.2113 | 3418.8847 | 17591.4975 | 0.4617 | 0.5538 | 0.4311 | 0.4658 |
385 | 7577.84 | 7755.2113 | 3377.7901 | 17805.5182 | 0.4862 | 0.5375 | 0.4255 | 0.4665 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
362 | 0.2715 | 0.0102 | 0 | 6433.6522 | 0 | 0 |
363 | 0.3205 | 0.0713 | 0.0407 | 309597.5477 | 158015.6 | 397.5118 |
364 | 0.3454 | 0.0892 | 0.0569 | 480314.5723 | 265448.5907 | 515.217 |
365 | 0.3642 | 0.0229 | 0.0484 | 31498.6922 | 206961.1161 | 454.9298 |
366 | 0.3811 | 0.0358 | 0.0459 | 77151.3404 | 180999.161 | 425.44 |
367 | 0.3971 | 0.0388 | 0.0447 | 90513.5768 | 165918.2303 | 407.3306 |
368 | 0.4129 | 0.0544 | 0.0461 | 177712.0557 | 167603.0625 | 409.3935 |
369 | 0.4283 | 0.0884 | 0.0514 | 470279.6431 | 205437.6351 | 453.2523 |
370 | 0.4436 | 0.1215 | 0.0592 | 887663.7797 | 281240.54 | 530.3212 |
371 | 0.4588 | 0.1174 | 0.065 | 828741.1696 | 335990.603 | 579.647 |
372 | 0.4738 | 0.1123 | 0.0693 | 757868.7143 | 374343.1586 | 611.8359 |
373 | 0.4887 | 0.1242 | 0.0739 | 927769.6218 | 420462.0305 | 648.4304 |
374 | 0.5034 | 0.1376 | 0.0788 | 1138763.1437 | 475715.9623 | 689.7217 |
375 | 0.5181 | 0.1086 | 0.0809 | 709736.5145 | 492431.716 | 701.7348 |
376 | 0.5327 | 0.1324 | 0.0843 | 1054397.6428 | 529896.1111 | 727.9396 |
377 | 0.5472 | 0.1168 | 0.0864 | 820561.8337 | 548062.7188 | 740.3126 |
378 | 0.5617 | 0.0658 | 0.0851 | 260210.8726 | 531130.2572 | 728.7868 |
379 | 0.5761 | 0.0409 | 0.0827 | 100722.8847 | 507218.7366 | 712.1929 |
380 | 0.5904 | -0.9069 | 0.1261 | 49468171.3235 | 3084110.978 | 1756.1637 |
381 | 0.6046 | -0.0795 | 0.1237 | 380209.5079 | 2948915.9045 | 1717.2408 |
382 | 0.6188 | -0.0521 | 0.1203 | 163297.8689 | 2816267.4266 | 1678.1738 |
383 | 0.633 | -0.0875 | 0.1188 | 459970.5812 | 2709163.0245 | 1645.9535 |
384 | 0.6471 | -0.0623 | 0.1164 | 233135.7308 | 2601509.6639 | 1612.9196 |
385 | 0.6612 | -0.0229 | 0.1125 | 31460.5817 | 2494424.2855 | 1579.3747 |