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[360]) |
348 | 702.2 | - | - | - | - | - | - | - |
349 | 784.8 | - | - | - | - | - | - | - |
350 | 810.9 | - | - | - | - | - | - | - |
351 | 755.6 | - | - | - | - | - | - | - |
352 | 656.8 | - | - | - | - | - | - | - |
353 | 615.1 | - | - | - | - | - | - | - |
354 | 745.3 | - | - | - | - | - | - | - |
355 | 694.1 | - | - | - | - | - | - | - |
356 | 675.7 | - | - | - | - | - | - | - |
357 | 643.7 | - | - | - | - | - | - | - |
358 | 622.1 | - | - | - | - | - | - | - |
359 | 634.6 | - | - | - | - | - | - | - |
360 | 588 | - | - | - | - | - | - | - |
361 | 689.7 | 721.432 | 676.6785 | 766.1855 | 0.0823 | 1 | 0.0028 | 1 |
362 | 673.9 | 732.8898 | 670.3273 | 795.4523 | 0.0323 | 0.912 | 0.0073 | 1 |
363 | 647.9 | 702.2397 | 626.4918 | 777.9877 | 0.0799 | 0.7683 | 0.0837 | 0.9984 |
364 | 568.8 | 631.7155 | 545.2403 | 718.1907 | 0.0769 | 0.3569 | 0.2848 | 0.8391 |
365 | 545.7 | 594.6405 | 499.045 | 690.236 | 0.1578 | 0.7019 | 0.3374 | 0.5541 |
366 | 632.6 | 715.4501 | 611.8981 | 819.0021 | 0.0584 | 0.9993 | 0.286 | 0.9921 |
367 | 643.8 | 684.2623 | 573.6504 | 794.8742 | 0.2367 | 0.82 | 0.4308 | 0.956 |
368 | 593.1 | 653.7891 | 536.8371 | 770.741 | 0.1546 | 0.5665 | 0.3567 | 0.8649 |
369 | 579.7 | 629.3485 | 506.6519 | 752.0452 | 0.2139 | 0.7187 | 0.4093 | 0.7455 |
370 | 546 | 607.8592 | 479.9211 | 735.7973 | 0.1716 | 0.6669 | 0.4136 | 0.6195 |
371 | 562.9 | 621.1163 | 488.3696 | 753.8631 | 0.195 | 0.8663 | 0.4211 | 0.6876 |
372 | 572.5 | 602.9839 | 465.8056 | 740.1621 | 0.3316 | 0.7166 | 0.5848 | 0.5848 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
361 | 0.0317 | -0.044 | 0 | 1006.9202 | 0 | 0 |
362 | 0.0436 | -0.0805 | 0.0622 | 3479.7963 | 2243.3582 | 47.3641 |
363 | 0.055 | -0.0774 | 0.0673 | 2952.8078 | 2479.8414 | 49.798 |
364 | 0.0698 | -0.0996 | 0.0754 | 3958.3585 | 2849.4707 | 53.3804 |
365 | 0.082 | -0.0823 | 0.0768 | 2395.1755 | 2758.6116 | 52.5225 |
366 | 0.0738 | -0.1158 | 0.0833 | 6864.1372 | 3442.8659 | 58.6759 |
367 | 0.0825 | -0.0591 | 0.0798 | 1637.1967 | 3184.9131 | 56.435 |
368 | 0.0913 | -0.0928 | 0.0814 | 3683.1608 | 3247.1941 | 56.9842 |
369 | 0.0995 | -0.0789 | 0.0812 | 2464.9765 | 3160.281 | 56.2164 |
370 | 0.1074 | -0.1018 | 0.0832 | 3826.555 | 3226.9084 | 56.8059 |
371 | 0.109 | -0.0937 | 0.0842 | 3389.1423 | 3241.657 | 56.9356 |
372 | 0.1161 | -0.0506 | 0.0814 | 929.2658 | 3048.9577 | 55.2174 |