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[132]) |
120 | 337 | - | - | - | - | - | - | - |
121 | 360 | - | - | - | - | - | - | - |
122 | 342 | - | - | - | - | - | - | - |
123 | 406 | - | - | - | - | - | - | - |
124 | 396 | - | - | - | - | - | - | - |
125 | 420 | - | - | - | - | - | - | - |
126 | 472 | - | - | - | - | - | - | - |
127 | 548 | - | - | - | - | - | - | - |
128 | 559 | - | - | - | - | - | - | - |
129 | 463 | - | - | - | - | - | - | - |
130 | 407 | - | - | - | - | - | - | - |
131 | 362 | - | - | - | - | - | - | - |
132 | 405 | - | - | - | - | - | - | - |
133 | 417 | 415.7331 | 386.3633 | 447.3355 | 0.4687 | 0.7472 | 0.9997 | 0.7472 |
134 | 391 | 391.5025 | 359.3557 | 426.525 | 0.4888 | 0.0768 | 0.9972 | 0.225 |
135 | 419 | 455.1064 | 413.3114 | 501.1278 | 0.0621 | 0.9968 | 0.9818 | 0.9836 |
136 | 461 | 440.2625 | 396.0801 | 489.3734 | 0.2039 | 0.8019 | 0.9613 | 0.9203 |
137 | 472 | 462.6677 | 412.7118 | 518.6704 | 0.372 | 0.5233 | 0.9323 | 0.9782 |
138 | 535 | 534.9437 | 473.4857 | 604.3788 | 0.4994 | 0.9622 | 0.9622 | 0.9999 |
139 | 622 | 612.1049 | 537.9016 | 696.5446 | 0.4092 | 0.9633 | 0.9316 | 1 |
140 | 606 | 625.8987 | 546.3543 | 717.0241 | 0.3343 | 0.5334 | 0.9249 | 1 |
141 | 508 | 509.3843 | 441.8687 | 587.216 | 0.4861 | 0.0075 | 0.8786 | 0.9957 |
142 | 461 | 449.4054 | 387.5459 | 521.1387 | 0.3757 | 0.0547 | 0.8767 | 0.8875 |
143 | 390 | 393.7077 | 337.6267 | 459.1041 | 0.4558 | 0.0219 | 0.829 | 0.3675 |
144 | 432 | 434.029 | 370.2411 | 508.8068 | 0.4788 | 0.8758 | 0.7766 | 0.7766 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
133 | 0.0388 | 0.003 | 3e-04 | 1.6051 | 0.1338 | 0.3657 |
134 | 0.0456 | -0.0013 | 1e-04 | 0.2525 | 0.021 | 0.1451 |
135 | 0.0516 | -0.0793 | 0.0066 | 1303.6692 | 108.6391 | 10.423 |
136 | 0.0569 | 0.0471 | 0.0039 | 430.0445 | 35.837 | 5.9864 |
137 | 0.0618 | 0.0202 | 0.0017 | 87.0914 | 7.2576 | 2.694 |
138 | 0.0662 | 1e-04 | 0 | 0.0032 | 3e-04 | 0.0163 |
139 | 0.0704 | 0.0162 | 0.0013 | 97.912 | 8.1593 | 2.8565 |
140 | 0.0743 | -0.0318 | 0.0026 | 395.9599 | 32.9967 | 5.7443 |
141 | 0.078 | -0.0027 | 2e-04 | 1.9163 | 0.1597 | 0.3996 |
142 | 0.0814 | 0.0258 | 0.0021 | 134.4354 | 11.203 | 3.3471 |
143 | 0.0847 | -0.0094 | 8e-04 | 13.7473 | 1.1456 | 1.0703 |
144 | 0.0879 | -0.0047 | 4e-04 | 4.1168 | 0.3431 | 0.5857 |