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 | 683.1336 | 627.7618 | 740.8453 | 0.4118 | 0.9994 | 3e-04 | 0.9994 |
362 | 673.9 | 692.0364 | 607.702 | 781.8486 | 0.3461 | 0.5203 | 0.0047 | 0.9884 |
363 | 647.9 | 656.6316 | 553.7957 | 768.2201 | 0.4391 | 0.3808 | 0.0411 | 0.886 |
364 | 568.8 | 595.609 | 481.8286 | 721.4386 | 0.3381 | 0.2077 | 0.1703 | 0.5472 |
365 | 545.7 | 559.6852 | 436.2814 | 698.4382 | 0.4217 | 0.4488 | 0.2169 | 0.3446 |
366 | 632.6 | 682.3831 | 532.1688 | 851.2474 | 0.2817 | 0.9437 | 0.2326 | 0.8634 |
367 | 643.8 | 653.2787 | 494.9029 | 833.605 | 0.459 | 0.5889 | 0.3286 | 0.761 |
368 | 593.1 | 621.3965 | 456.8719 | 811.1726 | 0.385 | 0.4085 | 0.2875 | 0.6349 |
369 | 579.7 | 605.7994 | 434.0816 | 806.0693 | 0.3992 | 0.5495 | 0.3553 | 0.5691 |
370 | 546 | 583.8618 | 406.9274 | 792.6491 | 0.3611 | 0.5156 | 0.3598 | 0.4845 |
371 | 562.9 | 603.6581 | 415.2215 | 827.2482 | 0.3604 | 0.6934 | 0.3931 | 0.5546 |
372 | 572.5 | 593.3119 | 398.9253 | 826.1527 | 0.4305 | 0.601 | 0.5178 | 0.5178 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
361 | 0.0431 | 0.0096 | 0 | 43.1179 | 0 | 0 |
362 | 0.0662 | -0.0262 | 0.0179 | 328.9285 | 186.0232 | 13.639 |
363 | 0.0867 | -0.0133 | 0.0164 | 76.241 | 149.4291 | 12.2241 |
364 | 0.1078 | -0.045 | 0.0235 | 718.724 | 291.7529 | 17.0808 |
365 | 0.1265 | -0.025 | 0.0238 | 195.5847 | 272.5192 | 16.5082 |
366 | 0.1263 | -0.073 | 0.032 | 2478.3593 | 640.1592 | 25.3014 |
367 | 0.1408 | -0.0145 | 0.0295 | 89.8452 | 561.5429 | 23.6969 |
368 | 0.1558 | -0.0455 | 0.0315 | 800.6945 | 591.4369 | 24.3195 |
369 | 0.1687 | -0.0431 | 0.0328 | 681.1781 | 601.4081 | 24.5236 |
370 | 0.1824 | -0.0648 | 0.036 | 1433.517 | 684.619 | 26.1652 |
371 | 0.189 | -0.0675 | 0.0389 | 1661.2195 | 773.4009 | 27.8101 |
372 | 0.2002 | -0.0351 | 0.0386 | 433.1332 | 745.0452 | 27.2955 |