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[348]) |
336 | 719.5 | - | - | - | - | - | - | - |
337 | 817.4 | - | - | - | - | - | - | - |
338 | 803.3 | - | - | - | - | - | - | - |
339 | 752.5 | - | - | - | - | - | - | - |
340 | 689 | - | - | - | - | - | - | - |
341 | 630.4 | - | - | - | - | - | - | - |
342 | 765.5 | - | - | - | - | - | - | - |
343 | 757.7 | - | - | - | - | - | - | - |
344 | 732.2 | - | - | - | - | - | - | - |
345 | 702.6 | - | - | - | - | - | - | - |
346 | 683.3 | - | - | - | - | - | - | - |
347 | 709.5 | - | - | - | - | - | - | - |
348 | 702.2 | - | - | - | - | - | - | - |
349 | 784.8 | 806.3003 | 763.249 | 849.3516 | 0.1638 | 1 | 0.3067 | 1 |
350 | 810.9 | 808.4126 | 748.1824 | 868.6427 | 0.4677 | 0.7789 | 0.5661 | 0.9997 |
351 | 755.6 | 778.9295 | 705.4986 | 852.3604 | 0.2667 | 0.1967 | 0.7597 | 0.9797 |
352 | 656.8 | 727.6443 | 643.4858 | 811.8029 | 0.0495 | 0.2575 | 0.8159 | 0.7233 |
353 | 615.1 | 692.939 | 599.3313 | 786.5467 | 0.0516 | 0.7754 | 0.9048 | 0.4231 |
354 | 745.3 | 805.1705 | 703.3216 | 907.0194 | 0.1246 | 0.9999 | 0.7774 | 0.9762 |
355 | 694.1 | 781.7204 | 672.3022 | 891.1386 | 0.0583 | 0.7429 | 0.6665 | 0.9228 |
356 | 675.7 | 744.835 | 628.615 | 861.0551 | 0.1218 | 0.8039 | 0.5844 | 0.7639 |
357 | 643.7 | 731.8649 | 609.2699 | 854.46 | 0.0793 | 0.8154 | 0.6801 | 0.6823 |
358 | 622.1 | 708.4593 | 580.0388 | 836.8798 | 0.0937 | 0.8385 | 0.6495 | 0.5381 |
359 | 634.6 | 727.8368 | 593.8917 | 861.7818 | 0.0862 | 0.9391 | 0.6058 | 0.6462 |
360 | 588 | 726.6476 | 587.5991 | 865.6961 | 0.0253 | 0.9028 | 0.6348 | 0.6348 |
361 | 689.7 | 830.4186 | 683.0483 | 977.7888 | 0.0306 | 0.9994 | 0.728 | 0.9559 |
362 | 673.9 | 832.2706 | 677.3255 | 987.2157 | 0.0226 | 0.9643 | 0.6065 | 0.9501 |
363 | 647.9 | 802.4676 | 640.3651 | 964.5702 | 0.0308 | 0.94 | 0.7145 | 0.8873 |
364 | 568.8 | 750.927 | 582.229 | 919.6251 | 0.0172 | 0.8843 | 0.8629 | 0.7143 |
365 | 545.7 | 715.9109 | 540.9265 | 890.8953 | 0.0283 | 0.9503 | 0.8706 | 0.561 |
366 | 632.6 | 827.8918 | 647.0653 | 1008.7183 | 0.0171 | 0.9989 | 0.8147 | 0.9135 |
367 | 643.8 | 804.1397 | 617.7122 | 990.5672 | 0.0459 | 0.9643 | 0.8763 | 0.8581 |
368 | 593.1 | 767.0085 | 575.3431 | 958.6739 | 0.0377 | 0.8962 | 0.8248 | 0.7463 |
369 | 579.7 | 753.7448 | 557.0366 | 950.453 | 0.0414 | 0.9453 | 0.8636 | 0.6962 |
370 | 546 | 730.0981 | 528.6512 | 931.545 | 0.0366 | 0.9283 | 0.8533 | 0.607 |
371 | 562.9 | 749.1902 | 543.167 | 955.2135 | 0.0382 | 0.9734 | 0.8622 | 0.6726 |
372 | 572.5 | 747.7647 | 537.4244 | 958.1051 | 0.0512 | 0.9575 | 0.9317 | 0.6644 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
349 | 0.0272 | -0.0267 | 0 | 462.2634 | 0 | 0 |
350 | 0.038 | 0.0031 | 0.0149 | 6.1873 | 234.2254 | 15.3044 |
351 | 0.0481 | -0.03 | 0.0199 | 544.2656 | 337.5721 | 18.3731 |
352 | 0.059 | -0.0974 | 0.0393 | 5018.9177 | 1507.9085 | 38.8318 |
353 | 0.0689 | -0.1123 | 0.0539 | 6058.9033 | 2418.1075 | 49.1743 |
354 | 0.0645 | -0.0744 | 0.0573 | 3584.4792 | 2612.5028 | 51.1126 |
355 | 0.0714 | -0.1121 | 0.0651 | 7677.337 | 3336.0505 | 57.7586 |
356 | 0.0796 | -0.0928 | 0.0686 | 4779.6509 | 3516.5006 | 59.3001 |
357 | 0.0855 | -0.1205 | 0.0743 | 7773.0505 | 3989.4506 | 63.1621 |
358 | 0.0925 | -0.1219 | 0.0791 | 7457.9227 | 4336.2978 | 65.8506 |
359 | 0.0939 | -0.1281 | 0.0836 | 8693.0933 | 4732.3701 | 68.7922 |
360 | 0.0976 | -0.1908 | 0.0925 | 19223.1618 | 5939.9361 | 77.071 |
361 | 0.0905 | -0.1695 | 0.0984 | 19801.7203 | 7006.2272 | 83.7032 |
362 | 0.095 | -0.1903 | 0.105 | 25081.2503 | 8297.3002 | 91.0895 |
363 | 0.1031 | -0.1926 | 0.1108 | 23891.1521 | 9336.8904 | 96.6276 |
364 | 0.1146 | -0.2425 | 0.1191 | 33170.256 | 10826.4757 | 104.0504 |
365 | 0.1247 | -0.2378 | 0.126 | 28971.7383 | 11893.8441 | 109.0589 |
366 | 0.1114 | -0.2359 | 0.1321 | 38138.892 | 13351.9023 | 115.5504 |
367 | 0.1183 | -0.1994 | 0.1357 | 25708.8159 | 14002.2662 | 118.3312 |
368 | 0.1275 | -0.2267 | 0.1402 | 30244.1519 | 14814.3605 | 121.7143 |
369 | 0.1332 | -0.2309 | 0.1445 | 30291.5971 | 15551.3717 | 124.7051 |
370 | 0.1408 | -0.2522 | 0.1494 | 33892.1063 | 16385.0415 | 128.0041 |
371 | 0.1403 | -0.2487 | 0.1538 | 34704.0572 | 17181.5204 | 131.0783 |
372 | 0.1435 | -0.2344 | 0.1571 | 30717.7296 | 17745.5291 | 133.2123 |