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[338]) |
326 | 10.75 | - | - | - | - | - | - | - |
327 | 10.75 | - | - | - | - | - | - | - |
328 | 10.75 | - | - | - | - | - | - | - |
329 | 10.75 | - | - | - | - | - | - | - |
330 | 10.85 | - | - | - | - | - | - | - |
331 | 10.85 | - | - | - | - | - | - | - |
332 | 10.85 | - | - | - | - | - | - | - |
333 | 10.85 | - | - | - | - | - | - | - |
334 | 10.85 | - | - | - | - | - | - | - |
335 | 10.85 | - | - | - | - | - | - | - |
336 | 10.85 | - | - | - | - | - | - | - |
337 | 10.85 | - | - | - | - | - | - | - |
338 | 10.85 | - | - | - | - | - | - | - |
339 | 10.85 | 10.8451 | 10.7535 | 10.9375 | 0.4588 | 0.4588 | 0.9782 | 0.4588 |
340 | 10.75 | 10.8451 | 10.7158 | 10.976 | 0.0771 | 0.4709 | 0.9229 | 0.4709 |
341 | 10.75 | 10.8451 | 10.687 | 11.0056 | 0.1227 | 0.8773 | 0.8773 | 0.4762 |
342 | 10.85 | 10.8549 | 10.6723 | 11.0405 | 0.4795 | 0.8658 | 0.5205 | 0.5205 |
343 | 10.85 | 10.85 | 10.6462 | 11.0577 | 0.5 | 0.5 | 0.5 | 0.5 |
344 | 10.85 | 10.85 | 10.6269 | 11.0777 | 0.5 | 0.5 | 0.5 | 0.5 |
345 | 10.85 | 10.85 | 10.6093 | 11.0962 | 0.5 | 0.5 | 0.5 | 0.5 |
346 | 10.75 | 10.85 | 10.5929 | 11.1134 | 0.2284 | 0.5 | 0.5 | 0.5 |
347 | 10.75 | 10.85 | 10.5775 | 11.1296 | 0.2416 | 0.7584 | 0.5 | 0.5 |
348 | 10.75 | 10.85 | 10.5629 | 11.1449 | 0.2531 | 0.7469 | 0.5 | 0.5 |
349 | 10.75 | 10.85 | 10.5491 | 11.1595 | 0.2633 | 0.7367 | 0.5 | 0.5 |
350 | 10.75 | 10.85 | 10.5359 | 11.1735 | 0.2723 | 0.7277 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
339 | 0.0043 | 5e-04 | 0 | 0 | 0 | 0 |
340 | 0.0062 | -0.0088 | 0.0046 | 0.009 | 0.0045 | 0.0673 |
341 | 0.0075 | -0.0088 | 0.006 | 0.009 | 0.006 | 0.0777 |
342 | 0.0087 | -4e-04 | 0.0046 | 0 | 0.0045 | 0.0673 |
343 | 0.0098 | 0 | 0.0037 | 0 | 0.0036 | 0.0602 |
344 | 0.0107 | 0 | 0.0031 | 0 | 0.003 | 0.055 |
345 | 0.0116 | 0 | 0.0026 | 0 | 0.0026 | 0.0509 |
346 | 0.0124 | -0.0092 | 0.0035 | 0.01 | 0.0035 | 0.0593 |
347 | 0.0131 | -0.0092 | 0.0041 | 0.01 | 0.0042 | 0.0651 |
348 | 0.0139 | -0.0092 | 0.0046 | 0.01 | 0.0048 | 0.0694 |
349 | 0.0146 | -0.0092 | 0.005 | 0.01 | 0.0053 | 0.0727 |
350 | 0.0152 | -0.0092 | 0.0054 | 0.01 | 0.0057 | 0.0754 |