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 | 381.2712 | 320.4172 | 442.1251 | 0.0252 | 0.0546 | 0.7534 | 0.0546 |
98 | 422 | 370.2816 | 309.2164 | 431.3467 | 0.0485 | 0.0107 | 0.8644 | 0.0257 |
99 | 544 | 423.9163 | 360.854 | 486.9786 | 1e-04 | 0.5237 | 0.9989 | 0.4129 |
100 | 420 | 354.9797 | 286.721 | 423.2385 | 0.031 | 0 | 0.1375 | 0.0145 |
101 | 396 | 340.8945 | 272.5884 | 409.2006 | 0.0569 | 0.0116 | 0.8738 | 0.0049 |
102 | 482 | 418.2759 | 348.5889 | 487.9629 | 0.0365 | 0.7345 | 0.414 | 0.3602 |
103 | 261 | 243.6597 | 173.2173 | 314.1021 | 0.3147 | 0 | 0.2763 | 0 |
104 | 211 | 205.1849 | 134.6772 | 275.6927 | 0.4358 | 0.0604 | 0.4468 | 0 |
105 | 448 | 415.5782 | 344.5624 | 486.594 | 0.1854 | 1 | 0.3555 | 0.3352 |
106 | 468 | 395.2896 | 324.206 | 466.3731 | 0.0225 | 0.0731 | 0.1088 | 0.1624 |
107 | 464 | 353.1638 | 282.0352 | 424.2925 | 0.0011 | 8e-04 | 0.4579 | 0.016 |
108 | 425 | 356.5675 | 285.3052 | 427.8297 | 0.0299 | 0.0016 | 0.0203 | 0.0203 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
97 | 0.0814 | 0.1593 | 0 | 3687.9917 | 0 | 0 |
98 | 0.0841 | 0.1397 | 0.1495 | 2674.7973 | 3181.3945 | 56.4039 |
99 | 0.0759 | 0.2833 | 0.1941 | 14420.0936 | 6927.6275 | 83.2324 |
100 | 0.0981 | 0.1832 | 0.1913 | 4227.6344 | 6252.6292 | 79.0736 |
101 | 0.1022 | 0.1616 | 0.1854 | 3036.6138 | 5609.4261 | 74.8961 |
102 | 0.085 | 0.1523 | 0.1799 | 4060.7634 | 5351.3157 | 73.1527 |
103 | 0.1475 | 0.0712 | 0.1644 | 300.6857 | 4629.7971 | 68.0426 |
104 | 0.1753 | 0.0283 | 0.1474 | 33.815 | 4055.2994 | 63.6812 |
105 | 0.0872 | 0.078 | 0.1397 | 1051.1719 | 3721.5074 | 61.0042 |
106 | 0.0917 | 0.1839 | 0.1441 | 5286.8074 | 3878.0374 | 62.2739 |
107 | 0.1028 | 0.3138 | 0.1595 | 12284.6547 | 4642.2753 | 68.1342 |
108 | 0.102 | 0.1919 | 0.1622 | 4683.0097 | 4645.6699 | 68.1592 |