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[476]) |
471 | 43.1555 | - | - | - | - | - | - | - |
472 | 43.1885 | - | - | - | - | - | - | - |
473 | 43.43 | - | - | - | - | - | - | - |
474 | 43.31 | - | - | - | - | - | - | - |
475 | 42.815 | - | - | - | - | - | - | - |
476 | 42.7017 | - | - | - | - | - | - | - |
477 | 42.28 | 42.7791 | 42.2636 | 43.2946 | 0.0289 | 0.6157 | 0.0598 | 0.6157 |
478 | 41.922 | 42.8329 | 41.9955 | 43.6703 | 0.0165 | 0.9022 | 0.0811 | 0.6206 |
479 | 42.17 | 42.8338 | 41.7921 | 43.8754 | 0.1058 | 0.9569 | 0.1851 | 0.5981 |
480 | 42.1962 | 42.8212 | 41.6451 | 43.9972 | 0.1488 | 0.8611 | 0.5041 | 0.5789 |
481 | 42.3215 | 42.8167 | 41.5182 | 44.1151 | 0.2274 | 0.8255 | 0.5689 | 0.5689 |
482 | 42.3173 | 42.8179 | 41.4069 | 44.229 | 0.2434 | 0.7548 | 0.7725 | 0.5641 |
483 | 42.391 | 42.8196 | 41.2993 | 44.3398 | 0.2903 | 0.7414 | 0.8764 | 0.5604 |
484 | 42.463 | 42.8197 | 41.2001 | 44.4394 | 0.333 | 0.6981 | 0.7841 | 0.5568 |
485 | 42.4125 | 42.8195 | 41.105 | 44.534 | 0.3209 | 0.6582 | 0.7619 | 0.5536 |
486 | 42.304 | 42.8193 | 41.0164 | 44.6222 | 0.2877 | 0.6708 | 0.7058 | 0.5509 |
487 | 41.813 | 42.8193 | 40.931 | 44.7077 | 0.1481 | 0.7036 | 0.6989 | 0.5486 |
488 | 41.651 | 42.8194 | 40.8501 | 44.7886 | 0.1224 | 0.8417 | 0.6651 | 0.5466 |
489 | 41.539 | 42.8194 | 40.7717 | 44.8671 | 0.1102 | 0.8683 | 0.6335 | 0.5448 |
490 | 41.1575 | 42.8194 | 40.6968 | 44.942 | 0.0624 | 0.8815 | 0.6464 | 0.5433 |
491 | 40.9545 | 42.8194 | 40.624 | 45.0148 | 0.048 | 0.9311 | 0.6773 | 0.5418 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
477 | 0.0061 | -0.0117 | 0 | 0.2491 | 0 | 0 |
478 | 0.01 | -0.0213 | 0.0165 | 0.8297 | 0.5394 | 0.7344 |
479 | 0.0124 | -0.0155 | 0.0161 | 0.4406 | 0.5065 | 0.7117 |
480 | 0.014 | -0.0146 | 0.0158 | 0.3906 | 0.4775 | 0.691 |
481 | 0.0155 | -0.0116 | 0.0149 | 0.2452 | 0.431 | 0.6565 |
482 | 0.0168 | -0.0117 | 0.0144 | 0.2506 | 0.401 | 0.6332 |
483 | 0.0181 | -0.01 | 0.0138 | 0.1837 | 0.3699 | 0.6082 |
484 | 0.0193 | -0.0083 | 0.0131 | 0.1273 | 0.3396 | 0.5827 |
485 | 0.0204 | -0.0095 | 0.0127 | 0.1656 | 0.3203 | 0.5659 |
486 | 0.0215 | -0.012 | 0.0126 | 0.2655 | 0.3148 | 0.5611 |
487 | 0.0225 | -0.0235 | 0.0136 | 1.0127 | 0.3782 | 0.615 |
488 | 0.0235 | -0.0273 | 0.0147 | 1.3651 | 0.4605 | 0.6786 |
489 | 0.0244 | -0.0299 | 0.0159 | 1.6394 | 0.5512 | 0.7424 |
490 | 0.0253 | -0.0388 | 0.0175 | 2.7618 | 0.7091 | 0.8421 |
491 | 0.0262 | -0.0436 | 0.0193 | 3.4778 | 0.8937 | 0.9453 |