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[24]) |
12 | 335.8 | - | - | - | - | - | - | - |
13 | 338.5 | - | - | - | - | - | - | - |
14 | 310.3 | - | - | - | - | - | - | - |
15 | 322.1 | - | - | - | - | - | - | - |
16 | 289.3 | - | - | - | - | - | - | - |
17 | 300.8 | - | - | - | - | - | - | - |
18 | 360.6 | - | - | - | - | - | - | - |
19 | 327.3 | - | - | - | - | - | - | - |
20 | 304.1 | - | - | - | - | - | - | - |
21 | 362 | - | - | - | - | - | - | - |
22 | 287.8 | - | - | - | - | - | - | - |
23 | 286.1 | - | - | - | - | - | - | - |
24 | 358.2 | - | - | - | - | - | - | - |
25 | 346 | 342.2395 | 317.6836 | 366.7954 | 0.382 | 0.1013 | 0.6173 | 0.1013 |
26 | 329.9 | 330.0458 | 305.4484 | 354.6431 | 0.4954 | 0.1018 | 0.9422 | 0.0124 |
27 | 334.3 | 340.0154 | 315.4169 | 364.6138 | 0.3244 | 0.7899 | 0.9233 | 0.0737 |
28 | 303.7 | 292.8942 | 262.1747 | 323.6138 | 0.2453 | 0.0041 | 0.5907 | 0 |
29 | 307.6 | 315.6001 | 284.8057 | 346.3945 | 0.3053 | 0.7756 | 0.8269 | 0.0034 |
30 | 351.7 | 374.8631 | 344.0673 | 405.6588 | 0.0702 | 1 | 0.818 | 0.8555 |
31 | 324.6 | 330.6366 | 296.903 | 364.3702 | 0.3629 | 0.1105 | 0.5769 | 0.0546 |
32 | 311.9 | 315.2198 | 281.3999 | 349.0398 | 0.4237 | 0.2934 | 0.7404 | 0.0064 |
33 | 361.5 | 373.3106 | 339.4897 | 407.1315 | 0.2468 | 0.9998 | 0.7439 | 0.8094 |
34 | 271.1 | 290.819 | 255.4675 | 326.1706 | 0.1371 | 0 | 0.5665 | 1e-04 |
35 | 286.5 | 294.4768 | 259.0428 | 329.9108 | 0.3295 | 0.902 | 0.6784 | 2e-04 |
36 | 352.8 | 367.1388 | 331.7044 | 402.5733 | 0.2139 | 1 | 0.6895 | 0.6895 |
37 | 322.4 | 344.9176 | 297.0125 | 392.8227 | 0.1784 | 0.3735 | 0.4823 | 0.2934 |
38 | 335 | 336.3743 | 288.3272 | 384.4213 | 0.4776 | 0.7157 | 0.6042 | 0.1866 |
39 | 322.2 | 347.059 | 299.0108 | 395.1073 | 0.1553 | 0.6886 | 0.6986 | 0.3247 |
40 | 313.6 | 295.2326 | 241.4643 | 349.0008 | 0.2516 | 0.1628 | 0.3788 | 0.0109 |
41 | 323.3 | 320.3958 | 266.4654 | 374.3262 | 0.458 | 0.5975 | 0.679 | 0.0847 |
42 | 379.1 | 380.3993 | 326.4679 | 434.3306 | 0.4812 | 0.981 | 0.8515 | 0.7901 |
43 | 315.6 | 332.652 | 275.7826 | 389.5215 | 0.2784 | 0.0547 | 0.6093 | 0.1893 |
44 | 353.6 | 318.8655 | 261.8418 | 375.8891 | 0.1163 | 0.5447 | 0.5946 | 0.0882 |
45 | 371.7 | 377.6525 | 320.6284 | 434.6767 | 0.4189 | 0.7958 | 0.7106 | 0.7481 |
46 | 282.9 | 292.5374 | 233.9424 | 351.1324 | 0.3736 | 0.004 | 0.7633 | 0.014 |
47 | 298.8 | 297.2573 | 238.5305 | 355.9841 | 0.4795 | 0.6841 | 0.6402 | 0.021 |
48 | 361.8 | 370.5377 | 311.8108 | 429.2646 | 0.3853 | 0.9917 | 0.7231 | 0.6597 |
49 | 365.9 | 346.3693 | 278.2003 | 414.5383 | 0.2872 | 0.3286 | 0.7546 | 0.3669 |
50 | 357.6 | 338.5021 | 270.1523 | 406.8518 | 0.292 | 0.216 | 0.54 | 0.2861 |
51 | 335.4 | 349.7155 | 281.3652 | 418.0657 | 0.3407 | 0.4106 | 0.785 | 0.4039 |
52 | 340.1 | 296.4494 | 223.3547 | 369.5442 | 0.1209 | 0.1481 | 0.3228 | 0.0489 |
53 | 337.8 | 322.0295 | 248.7472 | 395.3118 | 0.3366 | 0.3144 | 0.4864 | 0.1667 |
54 | 389.6 | 382.4727 | 309.1901 | 455.7553 | 0.4244 | 0.8839 | 0.5359 | 0.7419 |
55 | 342.5 | 333.665 | 257.8667 | 409.4633 | 0.4096 | 0.074 | 0.6798 | 0.2629 |
56 | 354.6 | 320.124 | 244.1568 | 396.0912 | 0.1869 | 0.2819 | 0.1939 | 0.163 |
57 | 391.6 | 379.2691 | 303.3018 | 455.2364 | 0.3752 | 0.7378 | 0.5774 | 0.7066 |
58 | 317.7 | 293.3756 | 216.0434 | 370.7078 | 0.2688 | 0.0064 | 0.6047 | 0.0502 |
59 | 312.8 | 298.2299 | 220.7585 | 375.7014 | 0.3562 | 0.3112 | 0.4942 | 0.0646 |
60 | 356.2 | 371.797 | 294.3255 | 449.2685 | 0.3466 | 0.9322 | 0.5998 | 0.6346 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
25 | 0.0366 | 0.011 | 3e-04 | 14.1413 | 0.3928 | 0.6267 |
26 | 0.038 | -4e-04 | 0 | 0.0212 | 6e-04 | 0.0243 |
27 | 0.0369 | -0.0168 | 5e-04 | 32.6654 | 0.9074 | 0.9526 |
28 | 0.0535 | 0.0369 | 0.001 | 116.7646 | 3.2435 | 1.801 |
29 | 0.0498 | -0.0253 | 7e-04 | 64.0022 | 1.7778 | 1.3334 |
30 | 0.0419 | -0.0618 | 0.0017 | 536.5271 | 14.9035 | 3.8605 |
31 | 0.0521 | -0.0183 | 5e-04 | 36.4407 | 1.0122 | 1.0061 |
32 | 0.0547 | -0.0105 | 3e-04 | 11.0212 | 0.3061 | 0.5533 |
33 | 0.0462 | -0.0316 | 9e-04 | 139.4904 | 3.8747 | 1.9684 |
34 | 0.062 | -0.0678 | 0.0019 | 388.8395 | 10.8011 | 3.2865 |
35 | 0.0614 | -0.0271 | 8e-04 | 63.6291 | 1.7675 | 1.3295 |
36 | 0.0492 | -0.0391 | 0.0011 | 205.6019 | 5.7112 | 2.3898 |
37 | 0.0709 | -0.0653 | 0.0018 | 507.0408 | 14.0845 | 3.7529 |
38 | 0.0729 | -0.0041 | 1e-04 | 1.8886 | 0.0525 | 0.229 |
39 | 0.0706 | -0.0716 | 0.002 | 617.9706 | 17.1659 | 4.1432 |
40 | 0.0929 | 0.0622 | 0.0017 | 337.3624 | 9.3712 | 3.0612 |
41 | 0.0859 | 0.0091 | 3e-04 | 8.4346 | 0.2343 | 0.484 |
42 | 0.0723 | -0.0034 | 1e-04 | 1.6881 | 0.0469 | 0.2165 |
43 | 0.0872 | -0.0513 | 0.0014 | 290.7719 | 8.077 | 2.842 |
44 | 0.0912 | 0.1089 | 0.003 | 1206.4886 | 33.5136 | 5.7891 |
45 | 0.077 | -0.0158 | 4e-04 | 35.4324 | 0.9842 | 0.9921 |
46 | 0.1022 | -0.0329 | 9e-04 | 92.8798 | 2.58 | 1.6062 |
47 | 0.1008 | 0.0052 | 1e-04 | 2.3799 | 0.0661 | 0.2571 |
48 | 0.0809 | -0.0236 | 7e-04 | 76.3476 | 2.1208 | 1.4563 |
49 | 0.1004 | 0.0564 | 0.0016 | 381.4473 | 10.5958 | 3.2551 |
50 | 0.103 | 0.0564 | 0.0016 | 364.7314 | 10.1314 | 3.183 |
51 | 0.0997 | -0.0409 | 0.0011 | 204.933 | 5.6926 | 2.3859 |
52 | 0.1258 | 0.1472 | 0.0041 | 1905.3742 | 52.9271 | 7.2751 |
53 | 0.1161 | 0.049 | 0.0014 | 248.7086 | 6.9086 | 2.6284 |
54 | 0.0978 | 0.0186 | 5e-04 | 50.7982 | 1.4111 | 1.1879 |
55 | 0.1159 | 0.0265 | 7e-04 | 78.0574 | 2.1683 | 1.4725 |
56 | 0.1211 | 0.1077 | 0.003 | 1188.5953 | 33.0165 | 5.746 |
57 | 0.1022 | 0.0325 | 9e-04 | 152.0508 | 4.2236 | 2.0551 |
58 | 0.1345 | 0.0829 | 0.0023 | 591.6767 | 16.4355 | 4.0541 |
59 | 0.1325 | 0.0489 | 0.0014 | 212.2868 | 5.8969 | 2.4283 |
60 | 0.1063 | -0.042 | 0.0012 | 243.2662 | 6.7574 | 2.5995 |