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[357]) |
345 | 140.56 | - | - | - | - | - | - | - |
346 | 121.41 | - | - | - | - | - | - | - |
347 | 120.44 | - | - | - | - | - | - | - |
348 | 116.97 | - | - | - | - | - | - | - |
349 | 128.03 | - | - | - | - | - | - | - |
350 | 128.51 | - | - | - | - | - | - | - |
351 | 127.76 | - | - | - | - | - | - | - |
352 | 134.58 | - | - | - | - | - | - | - |
353 | 147.64 | - | - | - | - | - | - | - |
354 | 144.46 | - | - | - | - | - | - | - |
355 | 137.6 | - | - | - | - | - | - | - |
356 | 146.87 | - | - | - | - | - | - | - |
357 | 145.67 | - | - | - | - | - | - | - |
358 | 151.95 | 145.4049 | 123.563 | 173.0592 | 0.3214 | 0.4925 | 0.9555 | 0.4925 |
359 | 150.23 | 145.346 | 112.9233 | 192.4624 | 0.4195 | 0.3918 | 0.8499 | 0.4946 |
360 | 155.86 | 145.3329 | 105.5687 | 209.6926 | 0.3743 | 0.4407 | 0.8061 | 0.4959 |
361 | 154.4 | 145.33 | 99.9759 | 225.6709 | 0.4124 | 0.3986 | 0.6635 | 0.4967 |
362 | 156.36 | 145.3293 | 95.4543 | 240.9555 | 0.4106 | 0.4263 | 0.6349 | 0.4972 |
363 | 162.13 | 145.3292 | 91.6503 | 255.8794 | 0.3829 | 0.4225 | 0.6223 | 0.4976 |
364 | 171.06 | 145.3291 | 88.3622 | 270.6499 | 0.3437 | 0.3964 | 0.5668 | 0.4979 |
365 | 174.01 | 145.3291 | 85.4647 | 285.4045 | 0.3441 | 0.3594 | 0.4871 | 0.4981 |
366 | 193.52 | 145.3291 | 82.8741 | 300.241 | 0.271 | 0.3583 | 0.5044 | 0.4983 |
367 | 205.26 | 145.3291 | 80.5318 | 315.2333 | 0.2447 | 0.2891 | 0.5355 | 0.4984 |
368 | 212.8 | 145.3291 | 78.3949 | 330.4403 | 0.2375 | 0.2629 | 0.4935 | 0.4986 |
369 | 222.1 | 145.3291 | 76.4309 | 345.9111 | 0.2266 | 0.2549 | 0.4987 | 0.4987 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
358 | 0.097 | 0.045 | 0 | 42.8386 | 0 | 0 |
359 | 0.1654 | 0.0336 | 0.0393 | 23.8536 | 33.3461 | 5.7746 |
360 | 0.2259 | 0.0724 | 0.0504 | 110.8201 | 59.1708 | 7.6923 |
361 | 0.282 | 0.0624 | 0.0534 | 82.2654 | 64.9444 | 8.0588 |
362 | 0.3357 | 0.0759 | 0.0579 | 121.6758 | 76.2907 | 8.7345 |
363 | 0.3881 | 0.1156 | 0.0675 | 282.2676 | 110.6202 | 10.5176 |
364 | 0.44 | 0.1771 | 0.0831 | 662.0768 | 189.3997 | 13.7623 |
365 | 0.4918 | 0.1974 | 0.0974 | 822.5917 | 268.5487 | 16.3875 |
366 | 0.5438 | 0.3316 | 0.1234 | 2322.3591 | 496.7499 | 22.2879 |
367 | 0.5965 | 0.4124 | 0.1523 | 3591.7082 | 806.2457 | 28.3945 |
368 | 0.6499 | 0.4643 | 0.1807 | 4552.3172 | 1146.7976 | 33.8644 |
369 | 0.7042 | 0.5283 | 0.2097 | 5893.7652 | 1542.3783 | 39.2731 |