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[284]) |
272 | 77.0383 | - | - | - | - | - | - | - |
273 | 69.9981 | - | - | - | - | - | - | - |
274 | 55.2039 | - | - | - | - | - | - | - |
275 | 43.1188 | - | - | - | - | - | - | - |
276 | 32.077 | - | - | - | - | - | - | - |
277 | 34.2974 | - | - | - | - | - | - | - |
278 | 34.5613 | - | - | - | - | - | - | - |
279 | 36.5235 | - | - | - | - | - | - | - |
280 | 39.0474 | - | - | - | - | - | - | - |
281 | 42.8033 | - | - | - | - | - | - | - |
282 | 49.5164 | - | - | - | - | - | - | - |
283 | 46.459 | - | - | - | - | - | - | - |
284 | 51.1313 | - | - | - | - | - | - | - |
285 | 46.9331 | 52.3946 | 41.2191 | 68.3192 | 0.2507 | 0.5618 | 0.0151 | 0.5618 |
286 | 49.7654 | 52.7154 | 36.2562 | 81.8824 | 0.4214 | 0.6512 | 0.4336 | 0.5424 |
287 | 52.0729 | 52.7956 | 32.8561 | 94.8481 | 0.4866 | 0.5562 | 0.674 | 0.5309 |
288 | 51.6425 | 52.8156 | 30.343 | 107.7694 | 0.4833 | 0.5106 | 0.7702 | 0.524 |
289 | 53.9784 | 52.8205 | 28.3719 | 121.0149 | 0.4867 | 0.5135 | 0.7028 | 0.5194 |
290 | 54.4891 | 52.8218 | 26.7588 | 134.8399 | 0.4841 | 0.489 | 0.6687 | 0.5161 |
291 | 59.0665 | 52.8221 | 25.398 | 149.4411 | 0.4496 | 0.4865 | 0.6295 | 0.5137 |
292 | 63.9929 | 52.8221 | 24.2245 | 164.9884 | 0.4226 | 0.4566 | 0.5951 | 0.5118 |
293 | 61.6167 | 52.8222 | 23.1953 | 181.6429 | 0.4468 | 0.4325 | 0.5606 | 0.5103 |
294 | 62.1816 | 52.8222 | 22.2808 | 199.5679 | 0.4503 | 0.4532 | 0.5176 | 0.509 |
295 | 58.9178 | 52.8222 | 21.4597 | 218.9355 | 0.4713 | 0.456 | 0.5299 | 0.508 |
296 | 59.9151 | 52.8222 | 20.7162 | 239.9328 | 0.4704 | 0.4745 | 0.5071 | 0.5071 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
285 | 0.1551 | -0.1042 | 0 | 29.8275 | 0 | 0 |
286 | 0.2823 | -0.056 | 0.0801 | 8.7025 | 19.265 | 4.3892 |
287 | 0.4064 | -0.0137 | 0.058 | 0.5223 | 13.0174 | 3.608 |
288 | 0.5309 | -0.0222 | 0.049 | 1.3761 | 10.1071 | 3.1792 |
289 | 0.6587 | 0.0219 | 0.0436 | 1.3407 | 8.3538 | 2.8903 |
290 | 0.7922 | 0.0316 | 0.0416 | 2.78 | 7.4248 | 2.7249 |
291 | 0.9332 | 0.1182 | 0.0525 | 38.9929 | 11.9346 | 3.4546 |
292 | 1.0834 | 0.2115 | 0.0724 | 124.7857 | 26.041 | 5.103 |
293 | 1.2443 | 0.1665 | 0.0829 | 77.3438 | 31.7413 | 5.6339 |
294 | 1.4174 | 0.1772 | 0.0923 | 87.5989 | 37.327 | 6.1096 |
295 | 1.6045 | 0.1154 | 0.0944 | 37.1567 | 37.3116 | 6.1083 |
296 | 1.8073 | 0.1343 | 0.0977 | 50.3096 | 38.3947 | 6.1963 |