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[91]) |
87 | 621.764 | - | - | - | - | - | - | - |
88 | 570.214 | - | - | - | - | - | - | - |
89 | 547.034 | - | - | - | - | - | - | - |
90 | 511.873 | - | - | - | - | - | - | - |
91 | 553.87 | - | - | - | - | - | - | - |
92 | 517.058 | 504.4447 | 488.0092 | 520.8802 | 0.0663 | 0 | 0 | 0 |
93 | 505.702 | 472.953 | 442.3768 | 503.5292 | 0.0179 | 0.0023 | 0 | 0 |
94 | 479.06 | 432.4026 | 385.9305 | 478.8746 | 0.0245 | 0.001 | 4e-04 | 0 |
95 | 526.638 | 465.8805 | 401.7408 | 530.0202 | 0.0317 | 0.3436 | 0.0036 | 0.0036 |
96 | 508.06 | 409.1033 | 320.3568 | 497.8498 | 0.0144 | 0.0047 | 0.0086 | 7e-04 |
97 | 532.394 | 370.2818 | 254.0564 | 486.5073 | 0.0031 | 0.0101 | 0.0112 | 0.001 |
98 | 532.115 | 322.4021 | 176.1976 | 468.6067 | 0.0025 | 0.0024 | 0.0179 | 0.001 |
99 | 587.896 | 348.5508 | 170.0836 | 527.0179 | 0.0043 | 0.0219 | 0.0252 | 0.0121 |
100 | 565.71 | 284.4443 | 67.1776 | 501.7109 | 0.0056 | 0.0031 | 0.0218 | 0.0075 |
101 | 572.708 | 238.2935 | -21.2962 | 497.8832 | 0.0058 | 0.0067 | 0.0132 | 0.0086 |
102 | 544.417 | 183.0845 | -121.9316 | 488.1006 | 0.0101 | 0.0061 | 0.0125 | 0.0086 |
103 | 597.16 | 201.9038 | -151.3702 | 555.1779 | 0.0142 | 0.0287 | 0.0161 | 0.0254 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
92 | 0.0166 | 0.025 | 0 | 159.0952 | 0 | 0 |
93 | 0.033 | 0.0692 | 0.0471 | 1072.4985 | 615.7969 | 24.8153 |
94 | 0.0548 | 0.1079 | 0.0674 | 2176.9156 | 1136.1698 | 33.7071 |
95 | 0.0702 | 0.1304 | 0.0831 | 3691.4735 | 1774.9957 | 42.1307 |
96 | 0.1107 | 0.2419 | 0.1149 | 9792.4294 | 3378.4824 | 58.1247 |
97 | 0.1601 | 0.4378 | 0.1687 | 26280.3528 | 7195.4608 | 84.8261 |
98 | 0.2314 | 0.6505 | 0.2375 | 43979.4888 | 12450.322 | 111.581 |
99 | 0.2612 | 0.6867 | 0.2937 | 57286.1444 | 18054.7998 | 134.3682 |
100 | 0.3897 | 0.9888 | 0.3709 | 79110.4201 | 24838.7576 | 157.6032 |
101 | 0.5558 | 1.4034 | 0.4742 | 111833.0589 | 33538.1877 | 183.1343 |
102 | 0.85 | 1.9736 | 0.6105 | 130561.1838 | 42358.4601 | 205.8117 |
103 | 0.8927 | 1.9576 | 0.7227 | 156227.4468 | 51847.5423 | 227.7006 |