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[204]) |
192 | 4116.68 | - | - | - | - | - | - | - |
193 | 3844.49 | - | - | - | - | - | - | - |
194 | 3720.98 | - | - | - | - | - | - | - |
195 | 3674.4 | - | - | - | - | - | - | - |
196 | 3857.62 | - | - | - | - | - | - | - |
197 | 3801.06 | - | - | - | - | - | - | - |
198 | 3504.37 | - | - | - | - | - | - | - |
199 | 3032.6 | - | - | - | - | - | - | - |
200 | 3047.03 | - | - | - | - | - | - | - |
201 | 2962.34 | - | - | - | - | - | - | - |
202 | 2197.82 | - | - | - | - | - | - | - |
203 | 2014.45 | - | - | - | - | - | - | - |
204 | 1862.83 | - | - | - | - | - | - | - |
205 | 1905.41 | 1670.9155 | 1440.7126 | 1901.1184 | 0.0229 | 0.0511 | 0 | 0.0511 |
206 | 1810.99 | 1600.0458 | 1224.2895 | 1975.802 | 0.1356 | 0.0556 | 0 | 0.0852 |
207 | 1670.07 | 1592.4316 | 1110.145 | 2074.7181 | 0.3762 | 0.1872 | 0 | 0.1359 |
208 | 1864.44 | 1544.2289 | 956.0683 | 2132.3896 | 0.143 | 0.3375 | 0 | 0.1442 |
209 | 2052.02 | 1501.0542 | 813.0474 | 2189.061 | 0.0583 | 0.1503 | 0 | 0.1514 |
210 | 2029.6 | 1458.2372 | 680.9846 | 2235.4898 | 0.0748 | 0.0672 | 0 | 0.1538 |
211 | 2070.83 | 1419.6051 | 559.9692 | 2279.241 | 0.0688 | 0.0821 | 1e-04 | 0.1561 |
212 | 2293.41 | 1477.9441 | 541.3443 | 2414.5438 | 0.044 | 0.1074 | 5e-04 | 0.2103 |
213 | 2443.27 | 1461.6673 | 453.323 | 2470.0116 | 0.0282 | 0.053 | 0.0018 | 0.2178 |
214 | 2513.17 | 1374.9812 | 299.2788 | 2450.6836 | 0.019 | 0.0258 | 0.0669 | 0.187 |
215 | 2466.92 | 1407.5347 | 268.1364 | 2546.9331 | 0.0342 | 0.0286 | 0.1482 | 0.2168 |
216 | 2502.66 | 1393.0578 | 193.1882 | 2592.9274 | 0.035 | 0.0397 | 0.2214 | 0.2214 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
205 | 0.0703 | 0.1403 | 0 | 54987.675 | 0 | 0 |
206 | 0.1198 | 0.1318 | 0.1361 | 44497.4649 | 49742.5699 | 223.0304 |
207 | 0.1545 | 0.0488 | 0.107 | 6027.7252 | 35170.955 | 187.5392 |
208 | 0.1943 | 0.2074 | 0.1321 | 102535.1254 | 52011.9976 | 228.0614 |
209 | 0.2339 | 0.3671 | 0.1791 | 303563.3012 | 102322.2583 | 319.8785 |
210 | 0.2719 | 0.3918 | 0.2145 | 326455.4206 | 139677.7854 | 373.7349 |
211 | 0.309 | 0.4587 | 0.2494 | 424093.8408 | 180308.6504 | 424.6277 |
212 | 0.3233 | 0.5518 | 0.2872 | 664984.6571 | 240893.1513 | 490.8087 |
213 | 0.352 | 0.6716 | 0.3299 | 963543.8577 | 321187.6742 | 566.7342 |
214 | 0.3992 | 0.8278 | 0.3797 | 1295473.7232 | 418616.2791 | 647.0056 |
215 | 0.413 | 0.7527 | 0.4136 | 1122297.1154 | 482587.2642 | 694.685 |
216 | 0.4394 | 0.7965 | 0.4455 | 1231216.9887 | 544973.0746 | 738.2229 |