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[227]) |
215 | 2466.92 | - | - | - | - | - | - | - |
216 | 2502.66 | - | - | - | - | - | - | - |
217 | 2539.91 | - | - | - | - | - | - | - |
218 | 2482.6 | - | - | - | - | - | - | - |
219 | 2626.15 | - | - | - | - | - | - | - |
220 | 2656.32 | - | - | - | - | - | - | - |
221 | 2446.66 | - | - | - | - | - | - | - |
222 | 2467.38 | - | - | - | - | - | - | - |
223 | 2462.32 | - | - | - | - | - | - | - |
224 | 2504.58 | - | - | - | - | - | - | - |
225 | 2579.39 | - | - | - | - | - | - | - |
226 | 2649.24 | - | - | - | - | - | - | - |
227 | 2636.87 | - | - | - | - | - | - | - |
228 | 2700 | 2651.3975 | 2421.624 | 2881.1709 | 0.3392 | 0.5493 | 0.8977 | 0.5493 |
229 | 2725 | 2646.2606 | 2272.3978 | 3020.1234 | 0.3399 | 0.3891 | 0.7114 | 0.5196 |
230 | 2750 | 2645.7689 | 2167.7088 | 3123.8291 | 0.3346 | 0.3727 | 0.7482 | 0.5146 |
231 | 2775 | 2661.3904 | 2082.9241 | 3239.8567 | 0.3501 | 0.382 | 0.5475 | 0.5331 |
232 | 2800 | 2653.1193 | 1980.9944 | 3325.2441 | 0.3342 | 0.3611 | 0.4963 | 0.5189 |
233 | 2825 | 2629.7228 | 1874.0085 | 3385.4371 | 0.3063 | 0.3294 | 0.6825 | 0.4926 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
228 | 0.0442 | 0.0183 | 0 | 2362.2077 | 0 | 0 |
229 | 0.0721 | 0.0298 | 0.024 | 6199.8921 | 4281.0499 | 65.4297 |
230 | 0.0922 | 0.0394 | 0.0292 | 10864.1184 | 6475.406 | 80.4699 |
231 | 0.1109 | 0.0427 | 0.0325 | 12907.1413 | 8083.3398 | 89.9074 |
232 | 0.1293 | 0.0554 | 0.0371 | 21573.9542 | 10781.4627 | 103.8338 |
233 | 0.1466 | 0.0743 | 0.0433 | 38133.1819 | 15340.0826 | 123.8551 |