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[132]) |
131 | 362 | - | - | - | - | - | - | - |
132 | 405 | - | - | - | - | - | - | - |
133 | 417 | 435.9938 | 379.6114 | 492.3763 | 0.2545 | 0.8594 | 0.8594 | 0.8594 |
134 | 391 | 447.6916 | 354.2267 | 541.1566 | 0.1172 | 0.7401 | 0.7401 | 0.8147 |
135 | 419 | 438.8382 | 320.9769 | 556.6994 | 0.3707 | 0.7868 | 0.7868 | 0.7132 |
136 | 461 | 428.5107 | 297.2417 | 559.7796 | 0.3138 | 0.5565 | 0.5565 | 0.6372 |
137 | 472 | 424.3843 | 283.785 | 564.9836 | 0.2534 | 0.3049 | 0.3049 | 0.6065 |
138 | 535 | 426.2551 | 276.8246 | 575.6855 | 0.0769 | 0.2742 | 0.2742 | 0.6098 |
139 | 622 | 429.3835 | 270.3612 | 588.4058 | 0.0088 | 0.0965 | 0.0965 | 0.6181 |
140 | 606 | 430.8641 | 261.9552 | 599.773 | 0.0211 | 0.0133 | 0.0133 | 0.618 |
141 | 508 | 430.5207 | 252.2091 | 608.8323 | 0.1972 | 0.0269 | 0.0269 | 0.6105 |
142 | 461 | 429.6098 | 242.6756 | 616.5441 | 0.371 | 0.2056 | 0.2056 | 0.6018 |
143 | 390 | 429.0968 | 234.1564 | 624.0371 | 0.3471 | 0.3742 | 0.3742 | 0.5957 |
144 | 432 | 429.1334 | 226.5432 | 631.7236 | 0.4889 | 0.6475 | 0.6475 | 0.5923 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
133 | 0.066 | -0.0436 | 0 | 360.7663 | 0 | 0 |
134 | 0.1065 | -0.1266 | 0.0851 | 3213.94 | 1787.3532 | 42.2771 |
135 | 0.137 | -0.0452 | 0.0718 | 393.5534 | 1322.7532 | 36.3697 |
136 | 0.1563 | 0.0758 | 0.0728 | 1055.5558 | 1255.9539 | 35.4394 |
137 | 0.169 | 0.1122 | 0.0807 | 2267.255 | 1458.2141 | 38.1866 |
138 | 0.1789 | 0.2551 | 0.1098 | 11825.4578 | 3186.088 | 56.4454 |
139 | 0.189 | 0.4486 | 0.1582 | 37101.1158 | 8031.092 | 89.6164 |
140 | 0.2 | 0.4065 | 0.1892 | 30672.5732 | 10861.2772 | 104.2175 |
141 | 0.2113 | 0.18 | 0.1882 | 6003.0382 | 10321.4728 | 101.5946 |
142 | 0.222 | 0.0731 | 0.1767 | 985.3423 | 9387.8598 | 96.891 |
143 | 0.2318 | -0.0911 | 0.1689 | 1528.5579 | 8673.3778 | 93.131 |
144 | 0.2409 | 0.0067 | 0.1554 | 8.2175 | 7951.2811 | 89.17 |