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]) |
356 | 146.87 | - | - | - | - | - | - | - |
357 | 145.67 | - | - | - | - | - | - | - |
358 | 151.95 | 145.4238 | 125.0868 | 167.6257 | 0.2823 | 0.4913 | 0.4913 | 0.4913 |
359 | 150.23 | 145.3732 | 114.3292 | 180.9923 | 0.3946 | 0.3587 | 0.3587 | 0.4935 |
360 | 155.86 | 145.3628 | 106.4579 | 191.746 | 0.3287 | 0.4185 | 0.4185 | 0.4948 |
361 | 154.4 | 145.3607 | 100.1937 | 200.9492 | 0.375 | 0.3556 | 0.3556 | 0.4956 |
362 | 156.36 | 145.3602 | 94.9384 | 209.1547 | 0.3677 | 0.3906 | 0.3906 | 0.4962 |
363 | 162.13 | 145.3601 | 90.3786 | 216.6664 | 0.3224 | 0.3812 | 0.3812 | 0.4966 |
364 | 171.06 | 145.3601 | 86.3325 | 223.6642 | 0.26 | 0.3373 | 0.3373 | 0.4969 |
365 | 174.01 | 145.3601 | 82.6848 | 230.2631 | 0.2542 | 0.2765 | 0.2765 | 0.4971 |
366 | 193.52 | 145.3601 | 79.3576 | 236.5408 | 0.1503 | 0.269 | 0.269 | 0.4973 |
367 | 205.26 | 145.3601 | 76.2952 | 242.5531 | 0.1135 | 0.1657 | 0.1657 | 0.4975 |
368 | 212.8 | 145.3601 | 73.4563 | 248.3411 | 0.0996 | 0.1271 | 0.1271 | 0.4976 |
369 | 222.1 | 145.3601 | 70.8093 | 253.9365 | 0.083 | 0.1117 | 0.1117 | 0.4978 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
358 | 0.0779 | 0.0449 | 0 | 42.5907 | 0 | 0 |
359 | 0.125 | 0.0334 | 0.0391 | 23.5882 | 33.0894 | 5.7523 |
360 | 0.1628 | 0.0722 | 0.0502 | 110.1907 | 58.7899 | 7.6675 |
361 | 0.1951 | 0.0622 | 0.0532 | 81.7093 | 64.5197 | 8.0324 |
362 | 0.2239 | 0.0757 | 0.0577 | 120.9947 | 75.8147 | 8.7072 |
363 | 0.2503 | 0.1154 | 0.0673 | 281.2279 | 110.0502 | 10.4905 |
364 | 0.2748 | 0.1768 | 0.0829 | 660.4833 | 188.6835 | 13.7362 |
365 | 0.298 | 0.1971 | 0.0972 | 820.8152 | 267.7 | 16.3615 |
366 | 0.32 | 0.3313 | 0.1232 | 2319.3734 | 495.6637 | 22.2635 |
367 | 0.3411 | 0.4121 | 0.1521 | 3587.9949 | 804.8968 | 28.3707 |
368 | 0.3615 | 0.464 | 0.1805 | 4548.1366 | 1145.1913 | 33.8407 |
369 | 0.3811 | 0.5279 | 0.2094 | 5889.0082 | 1540.5094 | 39.2493 |