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[374]) |
362 | 7975.21 | - | - | - | - | - | - | - |
363 | 8357.51 | - | - | - | - | - | - | - |
364 | 8463.38 | - | - | - | - | - | - | - |
365 | 7937.68 | - | - | - | - | - | - | - |
366 | 8034.62 | - | - | - | - | - | - | - |
367 | 8056.60999999999 | - | - | - | - | - | - | - |
368 | 8176.95 | - | - | - | - | - | - | - |
369 | 8441.04 | - | - | - | - | - | - | - |
370 | 8697.39 | - | - | - | - | - | - | - |
371 | 8665.56999999999 | - | - | - | - | - | - | - |
372 | 8625.77 | - | - | - | - | - | - | - |
373 | 8718.42000000001 | - | - | - | - | - | - | - |
374 | 8822.34 | - | - | - | - | - | - | - |
375 | 8597.67 | 8665.5744 | 5697.1102 | 13180.7489 | 0.4882 | 0.4729 | 0.5532 | 0.4729 |
376 | 8782.05 | 8614.4981 | 5335.217 | 13909.3832 | 0.4753 | 0.5025 | 0.5223 | 0.4693 |
377 | 8661.06 | 8597.7231 | 5171.7127 | 14293.3001 | 0.4913 | 0.4747 | 0.5898 | 0.4692 |
378 | 8265.32 | 8592.1991 | 5058.5629 | 14594.2411 | 0.4575 | 0.491 | 0.5722 | 0.47 |
379 | 8072.58 | 8590.3785 | 4963.0323 | 14868.8541 | 0.4358 | 0.5404 | 0.5662 | 0.4711 |
380 | 721.85 | 8589.7783 | 4875.7518 | 15132.9054 | 0.0092 | 0.5616 | 0.5492 | 0.4722 |
381 | 7138.6 | 8589.5804 | 4793.6362 | 15391.4248 | 0.3379 | 0.9883 | 0.5171 | 0.4733 |
382 | 7351.11 | 8589.5152 | 4715.5016 | 15646.2191 | 0.3654 | 0.6565 | 0.488 | 0.4742 |
383 | 7077 | 8589.4936 | 4640.7804 | 15898.0593 | 0.3425 | 0.6301 | 0.4919 | 0.4751 |
384 | 7272.37 | 8589.4866 | 4569.1225 | 16147.3631 | 0.3663 | 0.6526 | 0.4962 | 0.4759 |
385 | 7577.84 | 8589.4842 | 4500.2668 | 16394.4144 | 0.3997 | 0.6296 | 0.4871 | 0.4767 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
375 | 0.2658 | -0.0078 | 0 | 4611.0046 | 0 | 0 |
376 | 0.3136 | 0.0194 | 0.0136 | 28073.6451 | 16342.3248 | 127.8371 |
377 | 0.338 | 0.0074 | 0.0116 | 4011.5652 | 12232.0716 | 110.5987 |
378 | 0.3564 | -0.038 | 0.0182 | 106849.9623 | 35886.5443 | 189.4374 |
379 | 0.3729 | -0.0603 | 0.0266 | 268115.3086 | 82332.2971 | 286.9361 |
380 | 0.3886 | -0.916 | 0.1748 | 61904295.876 | 10385992.8936 | 3222.7307 |
381 | 0.404 | -0.1689 | 0.174 | 2105344.1612 | 9203043.0747 | 3033.6518 |
382 | 0.4192 | -0.1442 | 0.1703 | 1533647.3502 | 8244368.6091 | 2871.3009 |
383 | 0.4341 | -0.1761 | 0.1709 | 2287637.0402 | 7582509.5459 | 2753.6357 |
384 | 0.4489 | -0.1533 | 0.1691 | 1734796.0217 | 6997738.1935 | 2645.3238 |
385 | 0.4636 | -0.1178 | 0.1645 | 1023424.0215 | 6454618.7233 | 2540.5942 |