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]) |
333 | 124.03 | - | - | - | - | - | - | - |
334 | 125.11 | - | - | - | - | - | - | - |
335 | 125.46 | - | - | - | - | - | - | - |
336 | 124.7 | - | - | - | - | - | - | - |
337 | 124.48 | - | - | - | - | - | - | - |
338 | 124.76 | - | - | - | - | - | - | - |
339 | 125.81 | 124.76 | 122.3557 | 127.1643 | 0.196 | 0.5 | 0.3877 | 0.5 |
340 | 124.95 | 124.76 | 121.3599 | 128.1601 | 0.4564 | 0.2725 | 0.3433 | 0.5 |
341 | 123.66 | 124.76 | 120.5957 | 128.9243 | 0.3023 | 0.4644 | 0.5113 | 0.5 |
342 | 122.66 | 124.76 | 119.9515 | 129.5685 | 0.196 | 0.6731 | 0.5454 | 0.5 |
343 | 119.34 | 124.76 | 119.3839 | 130.1361 | 0.0241 | 0.778 | 0.5 | 0.5 |
344 | 117.84 | 124.76 | 118.8708 | 130.6492 | 0.0106 | 0.9644 | 0.3634 | 0.5 |
345 | 120.97 | 124.76 | 118.3989 | 131.1211 | 0.1214 | 0.9835 | 0.4767 | 0.5 |
346 | 117.38 | 124.76 | 117.9597 | 131.5603 | 0.0167 | 0.8627 | 0.6244 | 0.5 |
347 | 118.06 | 124.76 | 117.5472 | 131.9728 | 0.0343 | 0.9775 | 0.7159 | 0.5 |
348 | 116.99 | 124.76 | 117.1571 | 132.3629 | 0.0226 | 0.9579 | 0.9188 | 0.5 |
349 | 115.55 | 124.76 | 116.786 | 132.734 | 0.0118 | 0.9719 | 0.9555 | 0.5 |
350 | 114.17 | 124.76 | 116.4314 | 133.0886 | 0.0063 | 0.9849 | 0.8138 | 0.5 |
351 | 115.32 | 124.76 | 116.0913 | 133.4287 | 0.0164 | 0.9917 | 0.9524 | 0.5 |
352 | 112.49 | 124.76 | 115.7641 | 133.7559 | 0.0038 | 0.9801 | 0.9278 | 0.5 |
353 | 111.93 | 124.76 | 115.4483 | 134.0717 | 0.0035 | 0.9951 | 0.949 | 0.5 |
354 | 112.08 | 124.76 | 115.143 | 134.377 | 0.0049 | 0.9955 | 0.9697 | 0.5 |
355 | 111.63 | 124.76 | 114.847 | 134.673 | 0.0047 | 0.9939 | 0.9819 | 0.5 |
356 | 109.53 | 124.76 | 114.5596 | 134.9604 | 0.0017 | 0.9942 | 0.9652 | 0.5 |
357 | 111.35 | 124.76 | 114.2801 | 135.2399 | 0.0061 | 0.9978 | 0.9891 | 0.5 |
358 | 110.79 | 124.76 | 114.0078 | 135.5122 | 0.0054 | 0.9927 | 0.9903 | 0.5 |
359 | 113.06 | 124.76 | 113.7423 | 135.7777 | 0.0187 | 0.9935 | 0.988 | 0.5 |
360 | 112.62 | 124.76 | 113.483 | 136.037 | 0.0174 | 0.979 | 0.9888 | 0.5 |
361 | 110.65 | 124.76 | 113.2296 | 136.2904 | 0.0082 | 0.9805 | 0.9952 | 0.5 |
362 | 112.36 | 124.76 | 112.9816 | 136.5384 | 0.0195 | 0.9906 | 0.9872 | 0.5 |
363 | 113.74 | 124.76 | 112.7387 | 136.7813 | 0.0362 | 0.9784 | 0.9886 | 0.5 |
364 | 111.73 | 124.76 | 112.5006 | 137.0194 | 0.0186 | 0.961 | 0.9693 | 0.5 |
365 | 109.86 | 124.76 | 112.2671 | 137.2529 | 0.0097 | 0.9795 | 0.9716 | 0.5 |
366 | 109.32 | 124.76 | 112.0378 | 137.4822 | 0.0087 | 0.9891 | 0.9851 | 0.5 |
367 | 109.99 | 124.76 | 111.8127 | 137.7073 | 0.0127 | 0.9903 | 0.9698 | 0.5 |
368 | 109.84 | 124.76 | 111.5913 | 137.9287 | 0.0132 | 0.986 | 0.9495 | 0.5 |
369 | 111.13 | 124.76 | 111.3736 | 138.1464 | 0.023 | 0.9855 | 0.9718 | 0.5 |
370 | 112.43 | 124.76 | 111.1594 | 138.3606 | 0.0378 | 0.9752 | 0.9841 | 0.5 |
371 | 111.77 | 124.76 | 110.9486 | 138.5714 | 0.0326 | 0.9599 | 0.9858 | 0.5 |
372 | 112.15 | 124.76 | 110.7409 | 138.7791 | 0.039 | 0.9653 | 0.9805 | 0.5 |
373 | 112.89 | 124.76 | 110.5362 | 138.9838 | 0.051 | 0.9589 | 0.9801 | 0.5 |
374 | 112.12 | 124.76 | 110.3344 | 139.1856 | 0.043 | 0.9466 | 0.968 | 0.5 |
375 | 113.1 | 124.76 | 110.1354 | 139.3846 | 0.0591 | 0.9549 | 0.9508 | 0.5 |
376 | 111.09 | 124.76 | 109.9391 | 139.5809 | 0.0353 | 0.9385 | 0.9571 | 0.5 |
377 | 110.76 | 124.76 | 109.7454 | 139.7746 | 0.0338 | 0.9628 | 0.9501 | 0.5 |
378 | 109.59 | 124.76 | 109.5541 | 139.9659 | 0.0253 | 0.9644 | 0.937 | 0.5 |
379 | 109.99 | 124.76 | 109.3652 | 140.1548 | 0.03 | 0.9733 | 0.9462 | 0.5 |
380 | 110.25 | 124.76 | 109.1786 | 140.3414 | 0.034 | 0.9684 | 0.9288 | 0.5 |
381 | 108.31 | 124.76 | 108.9942 | 140.5258 | 0.0204 | 0.9644 | 0.9554 | 0.5 |
382 | 108.79 | 124.76 | 108.8119 | 140.7081 | 0.0248 | 0.9784 | 0.9573 | 0.5 |
383 | 108.14 | 124.76 | 108.6317 | 140.8883 | 0.0217 | 0.9739 | 0.9674 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
339 | 0.0098 | 0.0084 | 0 | 1.1025 | 0 | 0 |
340 | 0.0139 | 0.0015 | 0.005 | 0.0361 | 0.5693 | 0.7545 |
341 | 0.017 | -0.0088 | 0.0063 | 1.21 | 0.7829 | 0.8848 |
342 | 0.0197 | -0.0168 | 0.0089 | 4.41 | 1.6897 | 1.2999 |
343 | 0.022 | -0.0434 | 0.0158 | 29.3764 | 7.227 | 2.6883 |
344 | 0.0241 | -0.0555 | 0.0224 | 47.8864 | 14.0036 | 3.7421 |
345 | 0.026 | -0.0304 | 0.0236 | 14.3641 | 14.0551 | 3.749 |
346 | 0.0278 | -0.0592 | 0.028 | 54.4644 | 19.1062 | 4.3711 |
347 | 0.0295 | -0.0537 | 0.0309 | 44.89 | 21.9711 | 4.6873 |
348 | 0.0311 | -0.0623 | 0.034 | 60.3729 | 25.8113 | 5.0805 |
349 | 0.0326 | -0.0738 | 0.0376 | 84.8241 | 31.1761 | 5.5836 |
350 | 0.0341 | -0.0849 | 0.0416 | 112.1481 | 37.9238 | 6.1582 |
351 | 0.0355 | -0.0757 | 0.0442 | 89.1136 | 41.8614 | 6.47 |
352 | 0.0368 | -0.0983 | 0.0481 | 150.5529 | 49.6251 | 7.0445 |
353 | 0.0381 | -0.1028 | 0.0517 | 164.6089 | 57.2907 | 7.5691 |
354 | 0.0393 | -0.1016 | 0.0548 | 160.7824 | 63.7589 | 7.9849 |
355 | 0.0405 | -0.1052 | 0.0578 | 172.3969 | 70.1494 | 8.3755 |
356 | 0.0417 | -0.1221 | 0.0614 | 231.9529 | 79.1385 | 8.896 |
357 | 0.0429 | -0.1075 | 0.0638 | 179.8281 | 84.4379 | 9.189 |
358 | 0.044 | -0.112 | 0.0662 | 195.1609 | 89.9741 | 9.4855 |
359 | 0.0451 | -0.0938 | 0.0675 | 136.89 | 92.2082 | 9.6025 |
360 | 0.0461 | -0.0973 | 0.0689 | 147.3796 | 94.716 | 9.7322 |
361 | 0.0472 | -0.1131 | 0.0708 | 199.0921 | 99.2541 | 9.9626 |
362 | 0.0482 | -0.0994 | 0.072 | 153.76 | 101.5251 | 10.076 |
363 | 0.0492 | -0.0883 | 0.0726 | 121.4404 | 102.3217 | 10.1154 |
364 | 0.0501 | -0.1044 | 0.0739 | 169.7809 | 104.9163 | 10.2429 |
365 | 0.0511 | -0.1194 | 0.0755 | 222.01 | 109.2531 | 10.4524 |
366 | 0.052 | -0.1238 | 0.0773 | 238.3936 | 113.8653 | 10.6708 |
367 | 0.0529 | -0.1184 | 0.0787 | 218.1529 | 117.4614 | 10.838 |
368 | 0.0539 | -0.1196 | 0.08 | 222.6064 | 120.9663 | 10.9985 |
369 | 0.0547 | -0.1092 | 0.081 | 185.7769 | 123.0569 | 11.0931 |
370 | 0.0556 | -0.0988 | 0.0815 | 152.0289 | 123.9623 | 11.1338 |
371 | 0.0565 | -0.1041 | 0.0822 | 168.7401 | 125.3192 | 11.1946 |
372 | 0.0573 | -0.1011 | 0.0828 | 159.0121 | 126.3102 | 11.2388 |
373 | 0.0582 | -0.0951 | 0.0831 | 140.8969 | 126.7269 | 11.2573 |
374 | 0.059 | -0.1013 | 0.0836 | 159.7696 | 127.6448 | 11.298 |
375 | 0.0598 | -0.0935 | 0.0839 | 135.9556 | 127.8694 | 11.3079 |
376 | 0.0606 | -0.1096 | 0.0846 | 186.8689 | 129.422 | 11.3764 |
377 | 0.0614 | -0.1122 | 0.0853 | 196 | 131.1291 | 11.4512 |
378 | 0.0622 | -0.1216 | 0.0862 | 230.1289 | 133.6041 | 11.5587 |
379 | 0.063 | -0.1184 | 0.087 | 218.1529 | 135.6663 | 11.6476 |
380 | 0.0637 | -0.1163 | 0.0877 | 210.5401 | 137.449 | 11.7239 |
381 | 0.0645 | -0.1319 | 0.0887 | 270.6025 | 140.5456 | 11.8552 |
382 | 0.0652 | -0.128 | 0.0896 | 255.0409 | 143.1478 | 11.9644 |
383 | 0.066 | -0.1332 | 0.0906 | 276.2244 | 146.105 | 12.0874 |