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[106]) |
94 | 328 | - | - | - | - | - | - | - |
95 | 353 | - | - | - | - | - | - | - |
96 | 354 | - | - | - | - | - | - | - |
97 | 327 | - | - | - | - | - | - | - |
98 | 324 | - | - | - | - | - | - | - |
99 | 285 | - | - | - | - | - | - | - |
100 | 243 | - | - | - | - | - | - | - |
101 | 241 | - | - | - | - | - | - | - |
102 | 287 | - | - | - | - | - | - | - |
103 | 355 | - | - | - | - | - | - | - |
104 | 460 | - | - | - | - | - | - | - |
105 | 364 | - | - | - | - | - | - | - |
106 | 487 | - | - | - | - | - | - | - |
107 | 452 | 431.0568 | 365.0797 | 497.034 | 0.2669 | 0.0483 | 0.9898 | 0.0483 |
108 | 391 | 439.0389 | 364.195 | 513.8827 | 0.1042 | 0.3671 | 0.987 | 0.1046 |
109 | 500 | 410.759 | 328.718 | 492.8001 | 0.0165 | 0.6816 | 0.9773 | 0.0343 |
110 | 451 | 399.5281 | 312.7345 | 486.3217 | 0.1225 | 0.0116 | 0.956 | 0.0241 |
111 | 375 | 398.085 | 307.4647 | 488.7054 | 0.3088 | 0.1262 | 0.9928 | 0.0272 |
112 | 372 | 376.5253 | 282.6785 | 470.3722 | 0.4624 | 0.5127 | 0.9974 | 0.0105 |
113 | 302 | 375.3456 | 278.6201 | 472.0712 | 0.0686 | 0.527 | 0.9968 | 0.0118 |
114 | 316 | 385.8547 | 286.4781 | 485.2314 | 0.0841 | 0.9509 | 0.9744 | 0.023 |
115 | 398 | 427.7488 | 325.875 | 529.6226 | 0.2835 | 0.9842 | 0.9192 | 0.1272 |
116 | 394 | 464.7219 | 360.4619 | 568.9818 | 0.0918 | 0.8951 | 0.5354 | 0.3377 |
117 | 431 | 424.2099 | 317.648 | 530.7718 | 0.4503 | 0.7108 | 0.8659 | 0.1241 |
118 | 431 | 452.1112 | 343.3148 | 560.9076 | 0.3519 | 0.6481 | 0.2648 | 0.2648 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
107 | 0.0781 | 0.0486 | 0 | 438.6158 | 0 | 0 |
108 | 0.087 | -0.1094 | 0.079 | 2307.7318 | 1373.1738 | 37.0564 |
109 | 0.1019 | 0.2173 | 0.1251 | 7963.9514 | 3570.0997 | 59.7503 |
110 | 0.1108 | 0.1288 | 0.126 | 2649.3516 | 3339.9126 | 57.792 |
111 | 0.1161 | -0.058 | 0.1124 | 532.9186 | 2778.5138 | 52.7116 |
112 | 0.1272 | -0.012 | 0.0957 | 20.4787 | 2318.8413 | 48.1543 |
113 | 0.1315 | -0.1954 | 0.1099 | 5379.5838 | 2756.0902 | 52.4985 |
114 | 0.1314 | -0.181 | 0.1188 | 4879.6831 | 3021.5393 | 54.9685 |
115 | 0.1215 | -0.0695 | 0.1133 | 884.9924 | 2784.1452 | 52.765 |
116 | 0.1145 | -0.1522 | 0.1172 | 5001.5803 | 3005.8887 | 54.826 |
117 | 0.1282 | 0.016 | 0.108 | 46.1057 | 2736.8176 | 52.3146 |
118 | 0.1228 | -0.0467 | 0.1029 | 445.6834 | 2545.8897 | 50.4568 |