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 | 684.0994 | 630.3752 | 740.0203 | 0.4222 | 0.9996 | 2e-04 | 0.9996 |
362 | 673.9 | 683.2671 | 604.1148 | 767.2905 | 0.4135 | 0.4404 | 0.0015 | 0.9869 |
363 | 647.9 | 641.0506 | 539.8817 | 750.9024 | 0.4514 | 0.2789 | 0.0205 | 0.8281 |
364 | 568.8 | 574.8226 | 458.3534 | 704.4633 | 0.4637 | 0.1346 | 0.1076 | 0.421 |
365 | 545.7 | 536.1894 | 404.9632 | 685.8024 | 0.4504 | 0.3346 | 0.1506 | 0.2487 |
366 | 632.6 | 652.4574 | 487.4915 | 841.4225 | 0.4184 | 0.8659 | 0.1678 | 0.7481 |
367 | 643.8 | 621.063 | 442.7955 | 829.4149 | 0.4153 | 0.4568 | 0.246 | 0.6221 |
368 | 593.1 | 588.2864 | 399.6278 | 813.307 | 0.4833 | 0.3144 | 0.2232 | 0.501 |
369 | 579.7 | 572.3338 | 372.0808 | 815.5367 | 0.4763 | 0.4335 | 0.2826 | 0.4498 |
370 | 546 | 549.9014 | 341.1274 | 808.2829 | 0.4882 | 0.4106 | 0.292 | 0.3863 |
371 | 562.9 | 568.1965 | 343.0974 | 849.7726 | 0.4853 | 0.5614 | 0.322 | 0.4452 |
372 | 572.5 | 557.5223 | 323.4223 | 854.9704 | 0.4607 | 0.4859 | 0.4204 | 0.4204 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
361 | 0.0417 | 0.0082 | 0 | 31.3666 | 0 | 0 |
362 | 0.0627 | -0.0137 | 0.0109 | 87.7424 | 59.5545 | 7.7172 |
363 | 0.0874 | 0.0107 | 0.0109 | 46.9148 | 55.3412 | 7.4392 |
364 | 0.1151 | -0.0105 | 0.0108 | 36.2713 | 50.5738 | 7.1115 |
365 | 0.1424 | 0.0177 | 0.0122 | 90.4514 | 58.5493 | 7.6518 |
366 | 0.1478 | -0.0304 | 0.0152 | 394.3175 | 114.5107 | 10.701 |
367 | 0.1712 | 0.0366 | 0.0183 | 516.9712 | 172.005 | 13.1151 |
368 | 0.1952 | 0.0082 | 0.017 | 23.1711 | 153.4008 | 12.3855 |
369 | 0.2168 | 0.0129 | 0.0165 | 54.2603 | 142.3852 | 11.9325 |
370 | 0.2397 | -0.0071 | 0.0156 | 15.2206 | 129.6687 | 11.3872 |
371 | 0.2528 | -0.0093 | 0.015 | 28.0534 | 120.431 | 10.9741 |
372 | 0.2722 | 0.0269 | 0.016 | 224.3305 | 129.0893 | 11.3617 |