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[120]) |
108 | 782 | - | - | - | - | - | - | - |
109 | 811 | - | - | - | - | - | - | - |
110 | 792 | - | - | - | - | - | - | - |
111 | 978 | - | - | - | - | - | - | - |
112 | 773 | - | - | - | - | - | - | - |
113 | 796 | - | - | - | - | - | - | - |
114 | 946 | - | - | - | - | - | - | - |
115 | 594 | - | - | - | - | - | - | - |
116 | 438 | - | - | - | - | - | - | - |
117 | 1023 | - | - | - | - | - | - | - |
118 | 868 | - | - | - | - | - | - | - |
119 | 791 | - | - | - | - | - | - | - |
120 | 760 | - | - | - | - | - | - | - |
121 | 779 | 831.2793 | 711.406 | 978.7941 | 0.2436 | 0.8282 | 0.6062 | 0.8282 |
122 | 852 | 816.1943 | 697.0026 | 963.3004 | 0.3167 | 0.6899 | 0.6264 | 0.773 |
123 | 1001 | 939.0292 | 794.1974 | 1120.1601 | 0.2512 | 0.8268 | 0.3366 | 0.9736 |
124 | 734 | 799.2081 | 679.2484 | 948.2323 | 0.1955 | 0.004 | 0.6348 | 0.697 |
125 | 996 | 823.814 | 697.1813 | 982.0511 | 0.0165 | 0.867 | 0.6348 | 0.7854 |
126 | 869 | 967.9643 | 810.2497 | 1168.0314 | 0.1661 | 0.3918 | 0.5852 | 0.9792 |
127 | 599 | 535.886 | 460.3266 | 628.3951 | 0.0906 | 0 | 0.1091 | 0 |
128 | 426 | 419.8802 | 363.6831 | 487.9096 | 0.43 | 0 | 0.3008 | 0 |
129 | 1138 | 1014.6468 | 840.0601 | 1239.496 | 0.1411 | 1 | 0.471 | 0.9868 |
130 | 1091 | 943.6423 | 782.2628 | 1151.1185 | 0.082 | 0.0332 | 0.7626 | 0.9586 |
131 | 830 | 828.9174 | 690.196 | 1006.1797 | 0.4952 | 0.0019 | 0.6625 | 0.777 |
132 | 909 | 853.3821 | 707.6618 | 1040.6446 | 0.2802 | 0.5967 | 0.8358 | 0.8358 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
121 | 0.0905 | -0.0629 | 0 | 2733.1251 | 0 | 0 |
122 | 0.092 | 0.0439 | 0.0534 | 1282.0479 | 2007.5865 | 44.8061 |
123 | 0.0984 | 0.066 | 0.0576 | 3840.3845 | 2618.5192 | 51.1715 |
124 | 0.0951 | -0.0816 | 0.0636 | 4252.0912 | 3026.9122 | 55.0174 |
125 | 0.098 | 0.209 | 0.0927 | 29648.0058 | 8351.1309 | 91.3845 |
126 | 0.1055 | -0.1022 | 0.0943 | 9793.9418 | 8591.5994 | 92.6909 |
127 | 0.0881 | 0.1178 | 0.0976 | 3983.3748 | 7933.2816 | 89.069 |
128 | 0.0827 | 0.0146 | 0.0872 | 37.4516 | 6946.3028 | 83.3445 |
129 | 0.1131 | 0.1216 | 0.0911 | 15216.007 | 7865.1588 | 88.6857 |
130 | 0.1122 | 0.1562 | 0.0976 | 21714.2962 | 9250.0726 | 96.1773 |
131 | 0.1091 | 0.0013 | 0.0888 | 1.172 | 8409.2634 | 91.702 |
132 | 0.112 | 0.0652 | 0.0868 | 3093.3454 | 7966.2703 | 89.254 |