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[69]) |
57 | 628.232 | - | - | - | - | - | - | - |
58 | 612.117 | - | - | - | - | - | - | - |
59 | 595.404 | - | - | - | - | - | - | - |
60 | 597.141 | - | - | - | - | - | - | - |
61 | 593.408 | - | - | - | - | - | - | - |
62 | 590.072 | - | - | - | - | - | - | - |
63 | 579.799 | - | - | - | - | - | - | - |
64 | 574.205 | - | - | - | - | - | - | - |
65 | 572.775 | - | - | - | - | - | - | - |
66 | 572.942 | - | - | - | - | - | - | - |
67 | 619.567 | - | - | - | - | - | - | - |
68 | 625.809 | - | - | - | - | - | - | - |
69 | 619.916 | - | - | - | - | - | - | - |
70 | 587.625 | 607.3486 | 593.4295 | 621.5942 | 0.0033 | 0.0419 | 0.2559 | 0.0419 |
71 | 565.742 | 590.0954 | 569.1813 | 611.7779 | 0.0139 | 0.5884 | 0.3157 | 0.0035 |
72 | 557.274 | 592.3718 | 566.0447 | 619.9234 | 0.0063 | 0.9709 | 0.3672 | 0.025 |
73 | 560.576 | 590.3344 | 559.7435 | 622.5971 | 0.0353 | 0.9777 | 0.4259 | 0.0362 |
74 | 548.854 | 587.643 | 553.4403 | 623.9595 | 0.0182 | 0.928 | 0.4479 | 0.0408 |
75 | 531.673 | 579.2519 | 542.2374 | 618.7932 | 0.0092 | 0.9341 | 0.4892 | 0.0219 |
76 | 525.919 | 571.7176 | 532.2196 | 614.1469 | 0.0172 | 0.9678 | 0.4543 | 0.013 |
77 | 511.038 | 568.1899 | 526.2164 | 613.5115 | 0.0067 | 0.9662 | 0.4214 | 0.0126 |
78 | 498.662 | 569.5386 | 524.9243 | 617.9448 | 0.0021 | 0.9911 | 0.4452 | 0.0207 |
79 | 555.362 | 619.5492 | 568.4201 | 675.2773 | 0.012 | 1 | 0.4997 | 0.4949 |
80 | 564.591 | 627.9111 | 573.6032 | 687.3609 | 0.0184 | 0.9916 | 0.5276 | 0.604 |
81 | 541.657 | 624.3458 | 567.9947 | 686.2875 | 0.0044 | 0.9707 | 0.5557 | 0.5557 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
70 | 0.012 | -0.0325 | 0.0027 | 389.0199 | 32.4183 | 5.6937 |
71 | 0.0187 | -0.0413 | 0.0034 | 593.0862 | 49.4238 | 7.0302 |
72 | 0.0237 | -0.0592 | 0.0049 | 1231.8579 | 102.6548 | 10.1319 |
73 | 0.0279 | -0.0504 | 0.0042 | 885.5613 | 73.7968 | 8.5905 |
74 | 0.0315 | -0.066 | 0.0055 | 1504.5866 | 125.3822 | 11.1974 |
75 | 0.0348 | -0.0821 | 0.0068 | 2263.7523 | 188.646 | 13.7348 |
76 | 0.0379 | -0.0801 | 0.0067 | 2097.5138 | 174.7928 | 13.2209 |
77 | 0.0407 | -0.1006 | 0.0084 | 3266.3399 | 272.195 | 16.4983 |
78 | 0.0434 | -0.1244 | 0.0104 | 5023.4955 | 418.6246 | 20.4603 |
79 | 0.0459 | -0.1036 | 0.0086 | 4119.9929 | 343.3327 | 18.5292 |
80 | 0.0483 | -0.1008 | 0.0084 | 4009.4388 | 334.1199 | 18.2789 |
81 | 0.0506 | -0.1324 | 0.011 | 6837.4381 | 569.7865 | 23.8702 |