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[360]) |
348 | 702.2 | - | - | - | - | - | - | - |
349 | 784.8 | - | - | - | - | - | - | - |
350 | 810.9 | - | - | - | - | - | - | - |
351 | 755.6 | - | - | - | - | - | - | - |
352 | 656.8 | - | - | - | - | - | - | - |
353 | 615.1 | - | - | - | - | - | - | - |
354 | 745.3 | - | - | - | - | - | - | - |
355 | 694.1 | - | - | - | - | - | - | - |
356 | 675.7 | - | - | - | - | - | - | - |
357 | 643.7 | - | - | - | - | - | - | - |
358 | 622.1 | - | - | - | - | - | - | - |
359 | 634.6 | - | - | - | - | - | - | - |
360 | 588 | - | - | - | - | - | - | - |
361 | 689.7 | 678.5688 | 624.5563 | 734.821 | 0.3491 | 0.9992 | 1e-04 | 0.9992 |
362 | 673.9 | 681.3146 | 599.0099 | 768.9157 | 0.4341 | 0.4256 | 0.0019 | 0.9816 |
363 | 647.9 | 639.0552 | 535.7858 | 751.4196 | 0.4387 | 0.2717 | 0.021 | 0.8134 |
364 | 568.8 | 572.4099 | 454.6656 | 703.697 | 0.4785 | 0.1299 | 0.1039 | 0.408 |
365 | 545.7 | 533.4128 | 402.0294 | 683.341 | 0.4362 | 0.3218 | 0.1428 | 0.2377 |
366 | 632.6 | 650.3247 | 485.6084 | 839.0527 | 0.427 | 0.8614 | 0.162 | 0.7413 |
367 | 643.8 | 617.9237 | 440.7432 | 824.968 | 0.4032 | 0.4448 | 0.2354 | 0.6115 |
368 | 593.1 | 585.5956 | 398.1827 | 809.0411 | 0.4738 | 0.3048 | 0.2147 | 0.4916 |
369 | 579.7 | 568.0727 | 369.6653 | 808.94 | 0.4623 | 0.4193 | 0.2691 | 0.4356 |
370 | 546 | 545.7208 | 338.7822 | 801.7561 | 0.4991 | 0.3974 | 0.2794 | 0.3731 |
371 | 562.9 | 563.4144 | 340.3813 | 842.3506 | 0.4986 | 0.5487 | 0.3085 | 0.4314 |
372 | 572.5 | 550.6616 | 318.999 | 845.1704 | 0.4422 | 0.4675 | 0.4019 | 0.4019 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
361 | 0.0423 | 0.0164 | 0 | 123.9038 | 0 | 0 |
362 | 0.0656 | -0.0109 | 0.0136 | 54.9759 | 89.4399 | 9.4573 |
363 | 0.0897 | 0.0138 | 0.0137 | 78.2313 | 85.7037 | 9.2576 |
364 | 0.117 | -0.0063 | 0.0119 | 13.0311 | 67.5356 | 8.218 |
365 | 0.1434 | 0.023 | 0.0141 | 150.976 | 84.2236 | 9.1773 |
366 | 0.1481 | -0.0273 | 0.0163 | 314.1657 | 122.5473 | 11.0701 |
367 | 0.171 | 0.0419 | 0.0199 | 669.5845 | 200.6955 | 14.1667 |
368 | 0.1947 | 0.0128 | 0.0191 | 56.3167 | 182.6481 | 13.5147 |
369 | 0.2163 | 0.0205 | 0.0192 | 135.1933 | 177.3754 | 13.3182 |
370 | 0.2394 | 5e-04 | 0.0173 | 0.078 | 159.6456 | 12.6351 |
371 | 0.2526 | -9e-04 | 0.0158 | 0.2646 | 145.1565 | 12.0481 |
372 | 0.2729 | 0.0397 | 0.0178 | 476.9173 | 172.8032 | 13.1455 |