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 | 685.0286 | 642.0724 | 727.9848 | 0.4156 | 1 | 0 | 1 |
362 | 673.9 | 694.2728 | 629.1161 | 759.4296 | 0.27 | 0.5547 | 2e-04 | 0.9993 |
363 | 647.9 | 658.8582 | 577.3378 | 740.3786 | 0.3961 | 0.3588 | 0.01 | 0.9558 |
364 | 568.8 | 596.0259 | 500.9169 | 691.135 | 0.2874 | 0.1425 | 0.1052 | 0.5657 |
365 | 545.7 | 559.4973 | 452.5118 | 666.4829 | 0.4002 | 0.4323 | 0.1542 | 0.3008 |
366 | 632.6 | 679.2764 | 561.6071 | 796.9458 | 0.2184 | 0.987 | 0.1357 | 0.9358 |
367 | 643.8 | 650.9683 | 523.5076 | 778.429 | 0.4561 | 0.6112 | 0.2536 | 0.8335 |
368 | 593.1 | 620.329 | 483.7771 | 756.8808 | 0.348 | 0.3681 | 0.2134 | 0.6787 |
369 | 579.7 | 603.3005 | 458.2261 | 748.3749 | 0.3749 | 0.5548 | 0.2926 | 0.5819 |
370 | 546 | 581.5608 | 428.4375 | 734.6841 | 0.3245 | 0.5095 | 0.3019 | 0.4672 |
371 | 562.9 | 600.8735 | 440.1038 | 761.6432 | 0.3217 | 0.7482 | 0.3405 | 0.5624 |
372 | 572.5 | 589.9333 | 421.8647 | 758.002 | 0.4194 | 0.6237 | 0.509 | 0.509 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
361 | 0.032 | 0.0068 | 0 | 21.8221 | 0 | 0 |
362 | 0.0479 | -0.0293 | 0.0181 | 415.0521 | 218.4371 | 14.7796 |
363 | 0.0631 | -0.0166 | 0.0176 | 120.0826 | 185.6523 | 13.6254 |
364 | 0.0814 | -0.0457 | 0.0246 | 741.252 | 324.5522 | 18.0153 |
365 | 0.0976 | -0.0247 | 0.0246 | 190.3658 | 297.7149 | 17.2544 |
366 | 0.0884 | -0.0687 | 0.032 | 2178.6889 | 611.2106 | 24.7227 |
367 | 0.0999 | -0.011 | 0.029 | 51.3844 | 531.2354 | 23.0485 |
368 | 0.1123 | -0.0439 | 0.0308 | 741.4171 | 557.5081 | 23.6116 |
369 | 0.1227 | -0.0391 | 0.0318 | 556.9842 | 557.4499 | 23.6104 |
370 | 0.1343 | -0.0611 | 0.0347 | 1264.5724 | 628.1622 | 25.0632 |
371 | 0.1365 | -0.0632 | 0.0373 | 1441.9861 | 702.1461 | 26.498 |
372 | 0.1454 | -0.0296 | 0.0366 | 303.9211 | 668.9607 | 25.8643 |