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 | 444.2913 | 320.5758 | 609.4314 | 0.4636 | 0.3061 | 0.8607 | 0.3061 |
108 | 391 | 480.2799 | 329.3177 | 690.8983 | 0.203 | 0.6038 | 0.88 | 0.4751 |
109 | 500 | 460.1301 | 300.4401 | 692.5225 | 0.3683 | 0.7201 | 0.8692 | 0.4104 |
110 | 451 | 450.9753 | 281.892 | 706.4194 | 0.4999 | 0.3534 | 0.835 | 0.3911 |
111 | 375 | 470.8022 | 283.5495 | 762.8149 | 0.2601 | 0.5529 | 0.8938 | 0.4567 |
112 | 372 | 429.179 | 247.8992 | 722.0996 | 0.351 | 0.6415 | 0.8936 | 0.3494 |
113 | 302 | 444.0408 | 248.2163 | 769.3576 | 0.1961 | 0.6679 | 0.8894 | 0.3979 |
114 | 316 | 437.7077 | 236.5446 | 781.5492 | 0.2439 | 0.7804 | 0.8049 | 0.3894 |
115 | 398 | 529.083 | 280.5812 | 960.6254 | 0.2758 | 0.8334 | 0.7854 | 0.5758 |
116 | 394 | 560.1154 | 289.5348 | 1040.1811 | 0.2488 | 0.746 | 0.6586 | 0.6173 |
117 | 431 | 529.4844 | 265.0296 | 1011.4655 | 0.3444 | 0.7092 | 0.7495 | 0.5686 |
118 | 431 | 517.6604 | 251.6976 | 1014.2376 | 0.3662 | 0.6338 | 0.5482 | 0.5482 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
107 | 0.1896 | 0.0171 | 0.0171 | 0.0172 | 59.4244 | 0 | 0 | 0.1679 | 0.1679 |
108 | 0.2237 | -0.2283 | 0.1227 | 0.1111 | 7970.9068 | 4015.1656 | 63.3653 | -1.9447 | 1.0563 |
109 | 0.2577 | 0.0797 | 0.1084 | 0.1017 | 1589.6119 | 3206.6477 | 56.6273 | 0.8685 | 0.9937 |
110 | 0.289 | 1e-04 | 0.0813 | 0.0763 | 6e-04 | 2404.9859 | 49.0407 | 5e-04 | 0.7454 |
111 | 0.3165 | -0.2555 | 0.1161 | 0.1064 | 9178.0681 | 3759.6024 | 61.3156 | -2.0868 | 1.0137 |
112 | 0.3482 | -0.1537 | 0.1224 | 0.1124 | 3269.4368 | 3677.9081 | 60.6458 | -1.2455 | 1.0523 |
113 | 0.3738 | -0.4703 | 0.1721 | 0.1508 | 20175.6 | 6034.7212 | 77.6835 | -3.094 | 1.344 |
114 | 0.4008 | -0.3852 | 0.1987 | 0.1723 | 14812.7753 | 7131.978 | 84.451 | -2.6511 | 1.5074 |
115 | 0.4161 | -0.3294 | 0.2132 | 0.1846 | 17182.7462 | 8248.73 | 90.8225 | -2.8553 | 1.6571 |
116 | 0.4373 | -0.4216 | 0.2341 | 0.2009 | 27594.3324 | 10183.2903 | 100.9123 | -3.6184 | 1.8533 |
117 | 0.4644 | -0.2285 | 0.2336 | 0.2013 | 9699.1857 | 10139.2808 | 100.694 | -2.1452 | 1.8798 |
118 | 0.4894 | -0.2011 | 0.2309 | 0.1998 | 7510.0296 | 9920.1765 | 99.6001 | -1.8877 | 1.8804 |