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[109]) |
97 | 502 | - | - | - | - | - | - | - |
98 | 516 | - | - | - | - | - | - | - |
99 | 528 | - | - | - | - | - | - | - |
100 | 533 | - | - | - | - | - | - | - |
101 | 536 | - | - | - | - | - | - | - |
102 | 537 | - | - | - | - | - | - | - |
103 | 524 | - | - | - | - | - | - | - |
104 | 536 | - | - | - | - | - | - | - |
105 | 587 | - | - | - | - | - | - | - |
106 | 597 | - | - | - | - | - | - | - |
107 | 581 | - | - | - | - | - | - | - |
108 | 564 | - | - | - | - | - | - | - |
109 | 558 | - | - | - | - | - | - | - |
110 | 575 | 566.3013 | 552.881 | 579.7215 | 0.102 | 0.8873 | 1 | 0.8873 |
111 | 580 | 574.5653 | 554.2139 | 594.9166 | 0.3003 | 0.4833 | 1 | 0.9447 |
112 | 575 | 574.119 | 547.5882 | 600.6498 | 0.4741 | 0.332 | 0.9988 | 0.8831 |
113 | 563 | 569.5569 | 537.1572 | 601.9567 | 0.3458 | 0.371 | 0.9788 | 0.7578 |
114 | 552 | 568.4802 | 530.383 | 606.5775 | 0.1983 | 0.611 | 0.9473 | 0.7051 |
115 | 537 | 556.0222 | 512.3436 | 599.7007 | 0.1967 | 0.5716 | 0.9246 | 0.4646 |
116 | 545 | 563.3432 | 514.1755 | 612.5109 | 0.2323 | 0.8532 | 0.8621 | 0.5843 |
117 | 601 | 615.8248 | 561.2497 | 670.3999 | 0.2972 | 0.9945 | 0.8497 | 0.9811 |
118 | 604 | 625.6756 | 565.7708 | 685.5805 | 0.2391 | 0.7903 | 0.8259 | 0.9866 |
119 | 586 | 611.8801 | 546.7219 | 677.0384 | 0.2181 | 0.5937 | 0.8235 | 0.9475 |
120 | 564 | 596.6625 | 526.3274 | 666.9977 | 0.1814 | 0.6168 | 0.8186 | 0.8593 |
121 | 549 | 588.0419 | 512.6069 | 663.4769 | 0.1552 | 0.7339 | 0.7825 | 0.7825 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
110 | 0.0121 | 0.0154 | 0 | 75.6682 | 0 | 0 |
111 | 0.0181 | 0.0095 | 0.0124 | 29.5362 | 52.6022 | 7.2527 |
112 | 0.0236 | 0.0015 | 0.0088 | 0.7761 | 35.3268 | 5.9436 |
113 | 0.029 | -0.0115 | 0.0095 | 42.9935 | 37.2435 | 6.1027 |
114 | 0.0342 | -0.029 | 0.0134 | 271.5982 | 84.1144 | 9.1714 |
115 | 0.0401 | -0.0342 | 0.0168 | 361.8425 | 130.4025 | 11.4194 |
116 | 0.0445 | -0.0326 | 0.0191 | 336.4725 | 159.841 | 12.6428 |
117 | 0.0452 | -0.0241 | 0.0197 | 219.776 | 167.3329 | 12.9357 |
118 | 0.0488 | -0.0346 | 0.0214 | 469.8333 | 200.9441 | 14.1755 |
119 | 0.0543 | -0.0423 | 0.0235 | 669.782 | 247.8278 | 15.7425 |
120 | 0.0601 | -0.0547 | 0.0263 | 1066.8415 | 322.2836 | 17.9523 |
121 | 0.0654 | -0.0664 | 0.0296 | 1524.2715 | 422.4493 | 20.5536 |