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[132]) |
120 | 337 | - | - | - | - | - | - | - |
121 | 360 | - | - | - | - | - | - | - |
122 | 342 | - | - | - | - | - | - | - |
123 | 406 | - | - | - | - | - | - | - |
124 | 396 | - | - | - | - | - | - | - |
125 | 420 | - | - | - | - | - | - | - |
126 | 472 | - | - | - | - | - | - | - |
127 | 548 | - | - | - | - | - | - | - |
128 | 559 | - | - | - | - | - | - | - |
129 | 463 | - | - | - | - | - | - | - |
130 | 407 | - | - | - | - | - | - | - |
131 | 362 | - | - | - | - | - | - | - |
132 | 405 | - | - | - | - | - | - | - |
133 | 417 | 422.7993 | 402.1171 | 443.4814 | 0.2913 | 0.9542 | 1 | 0.9542 |
134 | 391 | 401.1894 | 372.5241 | 429.8546 | 0.243 | 0.1398 | 1 | 0.3972 |
135 | 419 | 459.6303 | 425.2136 | 494.047 | 0.0103 | 1 | 0.9989 | 0.9991 |
136 | 461 | 446.3732 | 407.4033 | 485.343 | 0.231 | 0.9157 | 0.9944 | 0.9813 |
137 | 472 | 467.7 | 424.9637 | 510.4362 | 0.4218 | 0.6207 | 0.9857 | 0.998 |
138 | 535 | 520.1982 | 474.2656 | 566.1308 | 0.2638 | 0.9801 | 0.9801 | 1 |
139 | 622 | 592.8268 | 544.1357 | 641.5179 | 0.1201 | 0.99 | 0.9644 | 1 |
140 | 606 | 603.0867 | 551.9866 | 654.1867 | 0.4555 | 0.2341 | 0.9546 | 1 |
141 | 508 | 501.7301 | 448.5079 | 554.9523 | 0.4087 | 1e-04 | 0.9231 | 0.9998 |
142 | 461 | 446.0597 | 390.9552 | 501.1642 | 0.2976 | 0.0138 | 0.9176 | 0.9279 |
143 | 390 | 398.3144 | 341.5316 | 455.0972 | 0.3871 | 0.0152 | 0.895 | 0.4087 |
144 | 432 | 437.4984 | 379.2126 | 495.7842 | 0.4267 | 0.9449 | 0.8628 | 0.8628 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
133 | 0.025 | -0.0137 | 0 | 33.6313 | 0 | 0 |
134 | 0.0365 | -0.0254 | 0.0196 | 103.8235 | 68.7274 | 8.2902 |
135 | 0.0382 | -0.0884 | 0.0425 | 1650.8211 | 596.092 | 24.415 |
136 | 0.0445 | 0.0328 | 0.0401 | 213.9442 | 500.555 | 22.3731 |
137 | 0.0466 | 0.0092 | 0.0339 | 18.4901 | 404.142 | 20.1033 |
138 | 0.0451 | 0.0285 | 0.033 | 219.0926 | 373.3005 | 19.321 |
139 | 0.0419 | 0.0492 | 0.0353 | 851.0747 | 441.5539 | 21.0132 |
140 | 0.0432 | 0.0048 | 0.0315 | 8.4874 | 387.4206 | 19.683 |
141 | 0.0541 | 0.0125 | 0.0294 | 39.3116 | 348.7418 | 18.6746 |
142 | 0.063 | 0.0335 | 0.0298 | 223.2116 | 336.1888 | 18.3355 |
143 | 0.0727 | -0.0209 | 0.029 | 69.1295 | 311.9107 | 17.661 |
144 | 0.068 | -0.0126 | 0.0276 | 30.2325 | 288.4375 | 16.9834 |