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[132]) |
131 | 362 | - | - | - | - | - | - | - |
132 | 405 | - | - | - | - | - | - | - |
133 | 417 | 429.1924 | 376.6291 | 481.7556 | 0.3247 | 0.8165 | 0.8165 | 0.8165 |
134 | 391 | 445.2823 | 365.1072 | 525.4574 | 0.0923 | 0.7553 | 0.7553 | 0.8376 |
135 | 419 | 453.4336 | 359.2084 | 547.6589 | 0.2369 | 0.903 | 0.903 | 0.8431 |
136 | 461 | 454.2531 | 354.8004 | 553.7058 | 0.4471 | 0.7564 | 0.7564 | 0.8341 |
137 | 472 | 450.0035 | 349.3243 | 550.6827 | 0.3342 | 0.4152 | 0.4152 | 0.8095 |
138 | 535 | 443.679 | 342.8432 | 544.5148 | 0.0379 | 0.291 | 0.291 | 0.7739 |
139 | 622 | 437.9091 | 337.0353 | 538.7829 | 2e-04 | 0.0296 | 0.0296 | 0.7387 |
140 | 606 | 434.2844 | 333.2532 | 535.3156 | 4e-04 | 1e-04 | 1e-04 | 0.715 |
141 | 508 | 433.2125 | 331.5339 | 534.8911 | 0.0747 | 4e-04 | 4e-04 | 0.7067 |
142 | 461 | 434.1825 | 331.0142 | 537.3508 | 0.3052 | 0.0804 | 0.0804 | 0.7104 |
143 | 390 | 436.2246 | 330.7853 | 541.6639 | 0.1951 | 0.3226 | 0.3226 | 0.7192 |
144 | 432 | 438.3588 | 330.3127 | 546.405 | 0.4541 | 0.8098 | 0.8098 | 0.7275 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
133 | 0.0625 | -0.0284 | 0 | 148.6535 | 0 | 0 |
134 | 0.0919 | -0.1219 | 0.0752 | 2946.5699 | 1547.6117 | 39.3397 |
135 | 0.106 | -0.0759 | 0.0754 | 1185.6736 | 1426.9657 | 37.7752 |
136 | 0.1117 | 0.0149 | 0.0603 | 45.5204 | 1081.6044 | 32.8878 |
137 | 0.1141 | 0.0489 | 0.058 | 483.8444 | 962.0524 | 31.017 |
138 | 0.116 | 0.2058 | 0.0826 | 8339.5269 | 2191.6315 | 46.8149 |
139 | 0.1175 | 0.4204 | 0.1309 | 33889.4601 | 6719.8927 | 81.975 |
140 | 0.1187 | 0.3954 | 0.1639 | 29486.2454 | 9565.6868 | 97.8043 |
141 | 0.1197 | 0.1726 | 0.1649 | 5593.175 | 9124.2966 | 95.5212 |
142 | 0.1212 | 0.0618 | 0.1546 | 719.1774 | 8283.7847 | 91.0153 |
143 | 0.1233 | -0.106 | 0.1502 | 2136.7177 | 7724.9604 | 87.8918 |
144 | 0.1258 | -0.0145 | 0.1389 | 40.4347 | 7084.5833 | 84.17 |