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[119]) |
107 | 384.11 | - | - | - | - | - | - | - |
108 | 385.54 | - | - | - | - | - | - | - |
109 | 386.92 | - | - | - | - | - | - | - |
110 | 387.41 | - | - | - | - | - | - | - |
111 | 388.77 | - | - | - | - | - | - | - |
112 | 389.46 | - | - | - | - | - | - | - |
113 | 390.18 | - | - | - | - | - | - | - |
114 | 389.43 | - | - | - | - | - | - | - |
115 | 387.74 | - | - | - | - | - | - | - |
116 | 385.91 | - | - | - | - | - | - | - |
117 | 384.77 | - | - | - | - | - | - | - |
118 | 384.38 | - | - | - | - | - | - | - |
119 | 385.99 | - | - | - | - | - | - | - |
120 | 387.26 | 387.5413 | 386.9309 | 388.1535 | 0.1839 | 1 | 1 | 1 |
121 | 388.45 | 388.7971 | 388.1118 | 389.4847 | 0.1612 | 1 | 1 | 1 |
122 | 389.7 | 389.5633 | 388.8108 | 390.3185 | 0.3613 | 0.9981 | 1 | 1 |
123 | 391.08 | 390.4749 | 389.6593 | 391.2937 | 0.0737 | 0.9682 | 1 | 1 |
124 | 392.46 | 391.8628 | 390.9858 | 392.7436 | 0.0919 | 0.9592 | 1 | 1 |
125 | 392.96 | 392.3356 | 391.4038 | 393.2717 | 0.0955 | 0.3973 | 1 | 1 |
126 | 392.03 | 391.8125 | 390.8333 | 392.7964 | 0.3324 | 0.0111 | 1 | 1 |
127 | 390.13 | 390.0301 | 389.0124 | 391.0529 | 0.4241 | 1e-04 | 1 | 1 |
128 | 388.15 | 387.9504 | 386.8985 | 389.0076 | 0.3557 | 0 | 0.9999 | 0.9999 |
129 | 386.8 | 386.4989 | 385.4122 | 387.5914 | 0.2945 | 0.0015 | 0.999 | 0.8194 |
130 | 387.18 | 386.5818 | 385.454 | 387.7159 | 0.1506 | 0.3531 | 0.9999 | 0.8468 |
131 | 388.59 | 388.0582 | 386.8827 | 389.2405 | 0.189 | 0.9273 | 0.9997 | 0.9997 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
120 | 8e-04 | -7e-04 | 0 | 0.0791 | 0 | 0 |
121 | 9e-04 | -9e-04 | 8e-04 | 0.1205 | 0.0998 | 0.3159 |
122 | 0.001 | 4e-04 | 7e-04 | 0.0187 | 0.0728 | 0.2698 |
123 | 0.0011 | 0.0015 | 9e-04 | 0.3662 | 0.1461 | 0.3823 |
124 | 0.0011 | 0.0015 | 0.001 | 0.3566 | 0.1882 | 0.4338 |
125 | 0.0012 | 0.0016 | 0.0011 | 0.3898 | 0.2218 | 0.471 |
126 | 0.0013 | 6e-04 | 0.001 | 0.0473 | 0.1969 | 0.4437 |
127 | 0.0013 | 3e-04 | 9e-04 | 0.01 | 0.1735 | 0.4166 |
128 | 0.0014 | 5e-04 | 9e-04 | 0.0399 | 0.1587 | 0.3983 |
129 | 0.0014 | 8e-04 | 9e-04 | 0.0907 | 0.1519 | 0.3897 |
130 | 0.0015 | 0.0015 | 9e-04 | 0.3578 | 0.1706 | 0.413 |
131 | 0.0016 | 0.0014 | 0.001 | 0.2828 | 0.1799 | 0.4242 |