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[174]) |
162 | 366.3 | - | - | - | - | - | - | - |
163 | 391 | - | - | - | - | - | - | - |
164 | 380.9 | - | - | - | - | - | - | - |
165 | 431.4 | - | - | - | - | - | - | - |
166 | 465.4 | - | - | - | - | - | - | - |
167 | 471.5 | - | - | - | - | - | - | - |
168 | 387.5 | - | - | - | - | - | - | - |
169 | 446.4 | - | - | - | - | - | - | - |
170 | 421.5 | - | - | - | - | - | - | - |
171 | 504.8 | - | - | - | - | - | - | - |
172 | 492.1 | - | - | - | - | - | - | - |
173 | 421.3 | - | - | - | - | - | - | - |
174 | 396.7 | - | - | - | - | - | - | - |
175 | 428 | 419.5632 | 391.7277 | 449.3767 | 0.2896 | 0.9336 | 0.9698 | 0.9336 |
176 | 421.9 | 413.5822 | 383.7646 | 445.7164 | 0.306 | 0.1896 | 0.9769 | 0.8484 |
177 | 465.6 | 456.3108 | 421.4116 | 494.1003 | 0.315 | 0.9629 | 0.9018 | 0.999 |
178 | 525.8 | 501.184 | 461.0609 | 544.7988 | 0.1343 | 0.9451 | 0.9461 | 1 |
179 | 499.9 | 492.0235 | 450.4043 | 537.4885 | 0.3671 | 0.0727 | 0.8119 | 1 |
180 | 435.3 | 401.2727 | 366.1853 | 439.7223 | 0.0414 | 0 | 0.7587 | 0.5922 |
181 | 479.5 | 471.909 | 428.9611 | 519.157 | 0.3764 | 0.9356 | 0.855 | 0.9991 |
182 | 473 | 434.2074 | 393.3547 | 479.303 | 0.0459 | 0.0245 | 0.7096 | 0.9485 |
183 | 554.4 | 516.747 | 466.8258 | 572.0067 | 0.0909 | 0.9396 | 0.6641 | 1 |
184 | 489.6 | 489.6355 | 440.8076 | 543.872 | 0.4995 | 0.0096 | 0.4645 | 0.9996 |
185 | 462.2 | 446.5273 | 401.0162 | 497.2035 | 0.2722 | 0.0479 | 0.8354 | 0.973 |
186 | 420.3 | 403.8001 | 361.6222 | 450.8975 | 0.2461 | 0.0075 | 0.6162 | 0.6162 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
175 | 0.0363 | 0.0201 | 0 | 71.1788 | 0 | 0 |
176 | 0.0396 | 0.0201 | 0.0201 | 69.1866 | 70.1827 | 8.3775 |
177 | 0.0423 | 0.0204 | 0.0202 | 86.2884 | 75.5513 | 8.692 |
178 | 0.0444 | 0.0491 | 0.0274 | 605.9473 | 208.1503 | 14.4274 |
179 | 0.0471 | 0.016 | 0.0251 | 62.0391 | 178.928 | 13.3764 |
180 | 0.0489 | 0.0848 | 0.0351 | 1157.8545 | 342.0824 | 18.4955 |
181 | 0.0511 | 0.0161 | 0.0324 | 57.6228 | 301.4454 | 17.3622 |
182 | 0.053 | 0.0893 | 0.0395 | 1504.8646 | 451.8728 | 21.2573 |
183 | 0.0546 | 0.0729 | 0.0432 | 1417.7462 | 559.192 | 23.6472 |
184 | 0.0565 | -1e-04 | 0.0389 | 0.0013 | 503.273 | 22.4337 |
185 | 0.0579 | 0.0351 | 0.0385 | 245.6337 | 479.8512 | 21.9055 |
186 | 0.0595 | 0.0409 | 0.0387 | 272.2472 | 462.5509 | 21.507 |