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[156]) |
144 | 4859 | - | - | - | - | - | - | - |
145 | 5022 | - | - | - | - | - | - | - |
146 | 4584 | - | - | - | - | - | - | - |
147 | 4267 | - | - | - | - | - | - | - |
148 | 3022 | - | - | - | - | - | - | - |
149 | 2777 | - | - | - | - | - | - | - |
150 | 2428 | - | - | - | - | - | - | - |
151 | 2389 | - | - | - | - | - | - | - |
152 | 2496 | - | - | - | - | - | - | - |
153 | 2820 | - | - | - | - | - | - | - |
154 | 3854 | - | - | - | - | - | - | - |
155 | 4748 | - | - | - | - | - | - | - |
156 | 5666 | - | - | - | - | - | - | - |
157 | 5293 | 5940.3262 | 4894.3505 | 7471.2258 | 0.2036 | 0.6373 | 0.8801 | 0.6373 |
158 | 4905 | 5121.216 | 4263.7556 | 6348.3004 | 0.3649 | 0.3919 | 0.8046 | 0.1921 |
159 | 4920 | 4839.5233 | 4059.7602 | 5937.6023 | 0.4429 | 0.4535 | 0.8466 | 0.0701 |
160 | 3854 | 3613.2787 | 3129.6725 | 4250.3065 | 0.2295 | 0 | 0.9656 | 0 |
161 | 2659 | 2992.2845 | 2640.2255 | 3438.9076 | 0.0718 | 1e-04 | 0.8276 | 0 |
162 | 2491 | 2554.8986 | 2286.5816 | 2885.747 | 0.3525 | 0.2687 | 0.7739 | 0 |
163 | 2455 | 2500.9135 | 2242.098 | 2818.9651 | 0.3886 | 0.5244 | 0.7548 | 0 |
164 | 2472 | 2498.6803 | 2240.1632 | 2816.3462 | 0.4346 | 0.6062 | 0.5066 | 0 |
165 | 3030 | 2781.0049 | 2470.1614 | 3170.1192 | 0.1049 | 0.9402 | 0.4221 | 0 |
166 | 3987 | 3718.6139 | 3207.7991 | 4397.1479 | 0.2191 | 0.9767 | 0.3479 | 0 |
167 | 4453 | 4667.27 | 3916.9989 | 5722.823 | 0.3454 | 0.8967 | 0.4404 | 0.0318 |
168 | 5417 | 5623.4532 | 4598.4928 | 7148.3893 | 0.3954 | 0.9338 | 0.4782 | 0.4782 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
157 | 0.1315 | -0.109 | 0 | 419031.2058 | 0 | 0 |
158 | 0.1222 | -0.0422 | 0.0756 | 46749.3532 | 232890.2795 | 482.5871 |
159 | 0.1158 | 0.0166 | 0.0559 | 6476.4982 | 157419.019 | 396.7607 |
160 | 0.0899 | 0.0666 | 0.0586 | 57946.7249 | 132550.9455 | 364.0755 |
161 | 0.0762 | -0.1114 | 0.0692 | 111078.5884 | 128256.4741 | 358.1291 |
162 | 0.0661 | -0.025 | 0.0618 | 4083.0331 | 107560.9006 | 327.9648 |
163 | 0.0649 | -0.0184 | 0.0556 | 2108.0536 | 92496.2082 | 304.1319 |
164 | 0.0649 | -0.0107 | 0.05 | 711.8374 | 81023.1618 | 284.6457 |
165 | 0.0714 | 0.0895 | 0.0544 | 61998.5684 | 78909.3181 | 280.908 |
166 | 0.0931 | 0.0722 | 0.0562 | 72031.1215 | 78221.4984 | 279.6811 |
167 | 0.1154 | -0.0459 | 0.0552 | 45911.6268 | 75284.2374 | 274.3797 |
168 | 0.1384 | -0.0367 | 0.0537 | 42622.9204 | 72562.461 | 269.3742 |