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[384]) |
372 | 35.12 | - | - | - | - | - | - | - |
373 | 33.14 | - | - | - | - | - | - | - |
374 | 30.29 | - | - | - | - | - | - | - |
375 | 28.2 | - | - | - | - | - | - | - |
376 | 26.5 | - | - | - | - | - | - | - |
377 | 25.47 | - | - | - | - | - | - | - |
378 | 24.96 | - | - | - | - | - | - | - |
379 | 25.6 | - | - | - | - | - | - | - |
380 | 27.76 | - | - | - | - | - | - | - |
381 | 30.13 | - | - | - | - | - | - | - |
382 | 32.35 | - | - | - | - | - | - | - |
383 | 32.8 | - | - | - | - | - | - | - |
384 | 32.54 | - | - | - | - | - | - | - |
385 | 29.78 | 31.3305 | 29.298 | 33.582 | 0.0886 | 0.1462 | 0.0576 | 0.1462 |
386 | 28.79 | 29.8265 | 27.4239 | 32.5593 | 0.2286 | 0.5133 | 0.3698 | 0.0258 |
387 | 26.8 | 27.8983 | 25.4343 | 30.7385 | 0.2243 | 0.2692 | 0.4175 | 7e-04 |
388 | 25.41 | 26.2619 | 23.8122 | 29.11 | 0.2789 | 0.3556 | 0.4349 | 0 |
389 | 24.34 | 25.2309 | 22.7694 | 28.1142 | 0.2724 | 0.4515 | 0.4354 | 0 |
390 | 24.39 | 25.0122 | 22.4511 | 28.038 | 0.3435 | 0.6684 | 0.5135 | 0 |
391 | 25 | 25.6595 | 22.8778 | 28.9811 | 0.3486 | 0.7731 | 0.514 | 0 |
392 | 26.27 | 27.5241 | 24.3168 | 31.4106 | 0.2635 | 0.8985 | 0.4527 | 0.0057 |
393 | 27.88 | 29.7877 | 26.057 | 34.381 | 0.2078 | 0.9333 | 0.4419 | 0.1201 |
394 | 29.35 | 31.8376 | 27.5904 | 37.1467 | 0.1792 | 0.928 | 0.425 | 0.3977 |
395 | 29.83 | 32.7684 | 28.2028 | 38.5394 | 0.1592 | 0.8772 | 0.4957 | 0.5309 |
396 | 29.46 | 32.3297 | 27.7231 | 38.1876 | 0.1685 | 0.7985 | 0.4719 | 0.4719 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
385 | 0.0367 | -0.0495 | 0 | 2.404 | 0 | 0 |
386 | 0.0467 | -0.0348 | 0.0421 | 1.0744 | 1.7392 | 1.3188 |
387 | 0.0519 | -0.0394 | 0.0412 | 1.2062 | 1.5616 | 1.2496 |
388 | 0.0553 | -0.0324 | 0.039 | 0.7257 | 1.3526 | 1.163 |
389 | 0.0583 | -0.0353 | 0.0383 | 0.7937 | 1.2408 | 1.1139 |
390 | 0.0617 | -0.0249 | 0.036 | 0.3871 | 1.0985 | 1.0481 |
391 | 0.066 | -0.0257 | 0.0346 | 0.435 | 1.0037 | 1.0019 |
392 | 0.072 | -0.0456 | 0.0359 | 1.5729 | 1.0749 | 1.0368 |
393 | 0.0787 | -0.064 | 0.0391 | 3.6393 | 1.3598 | 1.1661 |
394 | 0.0851 | -0.0781 | 0.043 | 6.1881 | 1.8426 | 1.3574 |
395 | 0.0899 | -0.0897 | 0.0472 | 8.6339 | 2.46 | 1.5684 |
396 | 0.0924 | -0.0888 | 0.0507 | 8.235 | 2.9413 | 1.715 |