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[96]) |
84 | 298 | - | - | - | - | - | - | - |
85 | 360 | - | - | - | - | - | - | - |
86 | 336 | - | - | - | - | - | - | - |
87 | 325 | - | - | - | - | - | - | - |
88 | 393 | - | - | - | - | - | - | - |
89 | 301 | - | - | - | - | - | - | - |
90 | 426 | - | - | - | - | - | - | - |
91 | 265 | - | - | - | - | - | - | - |
92 | 210 | - | - | - | - | - | - | - |
93 | 429 | - | - | - | - | - | - | - |
94 | 440 | - | - | - | - | - | - | - |
95 | 357 | - | - | - | - | - | - | - |
96 | 431 | - | - | - | - | - | - | - |
97 | 442 | 375.3009 | 312.3009 | 438.3009 | 0.019 | 0.0416 | 0.683 | 0.0416 |
98 | 422 | 383.3344 | 320.316 | 446.3529 | 0.1146 | 0.034 | 0.9295 | 0.0691 |
99 | 544 | 414.0326 | 349.3271 | 478.738 | 0 | 0.4046 | 0.9965 | 0.3036 |
100 | 420 | 375.6885 | 309.9366 | 441.4403 | 0.0933 | 0 | 0.3029 | 0.0496 |
101 | 396 | 353.5391 | 286.6715 | 420.4068 | 0.1066 | 0.0257 | 0.9382 | 0.0116 |
102 | 482 | 431.0651 | 363.1485 | 498.9817 | 0.0708 | 0.8442 | 0.5581 | 0.5007 |
103 | 261 | 267.6781 | 198.7479 | 336.6083 | 0.4247 | 0 | 0.5304 | 0 |
104 | 211 | 223.8003 | 153.8961 | 293.7045 | 0.3598 | 0.1485 | 0.6506 | 0 |
105 | 448 | 437.7943 | 366.953 | 508.6356 | 0.3888 | 1 | 0.5961 | 0.5746 |
106 | 468 | 420.9177 | 349.1744 | 492.6609 | 0.0992 | 0.2297 | 0.3011 | 0.3915 |
107 | 464 | 376.4037 | 303.7955 | 449.0118 | 0.009 | 0.0067 | 0.6998 | 0.0703 |
108 | 425 | 382.6926 | 309.248 | 456.1372 | 0.1294 | 0.015 | 0.0987 | 0.0987 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
97 | 0.0856 | 0.1777 | 0 | 4448.7717 | 0 | 0 |
98 | 0.0839 | 0.1009 | 0.1393 | 1495.0254 | 2971.8985 | 54.5151 |
99 | 0.0797 | 0.3139 | 0.1975 | 16891.538 | 7611.7784 | 87.2455 |
100 | 0.0893 | 0.1179 | 0.1776 | 1963.5128 | 6199.712 | 78.7382 |
101 | 0.0965 | 0.1201 | 0.1661 | 1802.9276 | 5320.3551 | 72.9408 |
102 | 0.0804 | 0.1182 | 0.1581 | 2594.3645 | 4866.0233 | 69.7569 |
103 | 0.1314 | -0.0249 | 0.1391 | 44.5971 | 4177.2481 | 64.6316 |
104 | 0.1594 | -0.0572 | 0.1289 | 163.8476 | 3675.5731 | 60.6265 |
105 | 0.0826 | 0.0233 | 0.1171 | 104.157 | 3278.7491 | 57.2604 |
106 | 0.087 | 0.1119 | 0.1166 | 2216.7458 | 3172.5487 | 56.3254 |
107 | 0.0984 | 0.2327 | 0.1272 | 7673.1196 | 3581.6915 | 59.8472 |
108 | 0.0979 | 0.1106 | 0.1258 | 1789.9149 | 3432.3768 | 58.5865 |