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[326]) |
314 | 10.8 | - | - | - | - | - | - | - |
315 | 10.7 | - | - | - | - | - | - | - |
316 | 10.7 | - | - | - | - | - | - | - |
317 | 10.7 | - | - | - | - | - | - | - |
318 | 10.85 | - | - | - | - | - | - | - |
319 | 10.75 | - | - | - | - | - | - | - |
320 | 10.75 | - | - | - | - | - | - | - |
321 | 10.75 | - | - | - | - | - | - | - |
322 | 10.75 | - | - | - | - | - | - | - |
323 | 10.75 | - | - | - | - | - | - | - |
324 | 10.75 | - | - | - | - | - | - | - |
325 | 10.75 | - | - | - | - | - | - | - |
326 | 10.75 | - | - | - | - | - | - | - |
327 | 10.75 | 10.7503 | 10.6663 | 10.8344 | 0.4968 | 0.5032 | 0.8799 | 0.5032 |
328 | 10.75 | 10.7505 | 10.6481 | 10.8529 | 0.4961 | 0.5039 | 0.8331 | 0.5039 |
329 | 10.75 | 10.7506 | 10.638 | 10.8631 | 0.4959 | 0.5041 | 0.8108 | 0.5041 |
330 | 10.85 | 10.7506 | 10.6308 | 10.8705 | 0.0521 | 0.5041 | 0.0521 | 0.5041 |
331 | 10.85 | 10.7506 | 10.6247 | 10.8765 | 0.061 | 0.061 | 0.504 | 0.504 |
332 | 10.85 | 10.7506 | 10.6193 | 10.882 | 0.0691 | 0.0691 | 0.5038 | 0.5038 |
333 | 10.85 | 10.7506 | 10.6142 | 10.8871 | 0.0767 | 0.0767 | 0.5037 | 0.5037 |
334 | 10.85 | 10.7507 | 10.6094 | 10.8919 | 0.084 | 0.084 | 0.5036 | 0.5036 |
335 | 10.85 | 10.7507 | 10.6048 | 10.8965 | 0.0909 | 0.0909 | 0.5035 | 0.5035 |
336 | 10.85 | 10.7507 | 10.6003 | 10.901 | 0.0976 | 0.0976 | 0.5034 | 0.5034 |
337 | 10.85 | 10.7507 | 10.596 | 10.9053 | 0.104 | 0.104 | 0.5033 | 0.5033 |
338 | 10.85 | 10.7507 | 10.5918 | 10.9095 | 0.1102 | 0.1102 | 0.5032 | 0.5032 |
339 | 10.85 | 10.7507 | 10.5877 | 10.9136 | 0.1161 | 0.1161 | 0.5031 | 0.5031 |
340 | 10.75 | 10.7507 | 10.5837 | 10.9176 | 0.4969 | 0.1218 | 0.5031 | 0.5031 |
341 | 10.75 | 10.7507 | 10.5798 | 10.9215 | 0.497 | 0.503 | 0.503 | 0.503 |
342 | 10.85 | 10.7507 | 10.5759 | 10.9254 | 0.1325 | 0.5029 | 0.1325 | 0.5029 |
343 | 10.85 | 10.7507 | 10.5722 | 10.9291 | 0.1376 | 0.1376 | 0.1376 | 0.5029 |
344 | 10.85 | 10.7507 | 10.5685 | 10.9328 | 0.1425 | 0.1425 | 0.1425 | 0.5028 |
345 | 10.85 | 10.7507 | 10.565 | 10.9363 | 0.1472 | 0.1472 | 0.1472 | 0.5027 |
346 | 10.75 | 10.7507 | 10.5614 | 10.9399 | 0.4973 | 0.1517 | 0.1517 | 0.5027 |
347 | 10.75 | 10.7507 | 10.558 | 10.9433 | 0.4974 | 0.5026 | 0.1561 | 0.5026 |
348 | 10.75 | 10.7507 | 10.5546 | 10.9467 | 0.4974 | 0.5026 | 0.1603 | 0.5026 |
349 | 10.75 | 10.7507 | 10.5512 | 10.9501 | 0.4974 | 0.5026 | 0.1644 | 0.5026 |
350 | 10.75 | 10.7507 | 10.548 | 10.9533 | 0.4975 | 0.5025 | 0.1684 | 0.5025 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
327 | 0.004 | 0 | 0 | 0 | 0 | 0 |
328 | 0.0049 | 0 | 0 | 0 | 0 | 4e-04 |
329 | 0.0053 | -1e-04 | 0 | 0 | 0 | 5e-04 |
330 | 0.0057 | 0.0092 | 0.0023 | 0.0099 | 0.0025 | 0.0497 |
331 | 0.006 | 0.0092 | 0.0037 | 0.0099 | 0.0039 | 0.0628 |
332 | 0.0062 | 0.0092 | 0.0046 | 0.0099 | 0.0049 | 0.0703 |
333 | 0.0065 | 0.0092 | 0.0053 | 0.0099 | 0.0056 | 0.0751 |
334 | 0.0067 | 0.0092 | 0.0058 | 0.0099 | 0.0062 | 0.0786 |
335 | 0.0069 | 0.0092 | 0.0062 | 0.0099 | 0.0066 | 0.0811 |
336 | 0.0071 | 0.0092 | 0.0065 | 0.0099 | 0.0069 | 0.0831 |
337 | 0.0073 | 0.0092 | 0.0067 | 0.0099 | 0.0072 | 0.0847 |
338 | 0.0075 | 0.0092 | 0.0069 | 0.0099 | 0.0074 | 0.086 |
339 | 0.0077 | 0.0092 | 0.0071 | 0.0099 | 0.0076 | 0.0871 |
340 | 0.0079 | -1e-04 | 0.0066 | 0 | 0.0071 | 0.084 |
341 | 0.0081 | -1e-04 | 0.0062 | 0 | 0.0066 | 0.0811 |
342 | 0.0083 | 0.0092 | 0.0064 | 0.0099 | 0.0068 | 0.0824 |
343 | 0.0085 | 0.0092 | 0.0065 | 0.0099 | 0.007 | 0.0835 |
344 | 0.0086 | 0.0092 | 0.0067 | 0.0099 | 0.0071 | 0.0844 |
345 | 0.0088 | 0.0092 | 0.0068 | 0.0099 | 0.0073 | 0.0853 |
346 | 0.009 | -1e-04 | 0.0065 | 0 | 0.0069 | 0.0831 |
347 | 0.0091 | -1e-04 | 0.0062 | 0 | 0.0066 | 0.0811 |
348 | 0.0093 | -1e-04 | 0.0059 | 0 | 0.0063 | 0.0793 |
349 | 0.0095 | -1e-04 | 0.0056 | 0 | 0.006 | 0.0775 |
350 | 0.0096 | -1e-04 | 0.0054 | 0 | 0.0058 | 0.0759 |