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[360]) |
348 | 702.2 | - | - | - | - | - | - | - |
349 | 784.8 | - | - | - | - | - | - | - |
350 | 810.9 | - | - | - | - | - | - | - |
351 | 755.6 | - | - | - | - | - | - | - |
352 | 656.8 | - | - | - | - | - | - | - |
353 | 615.1 | - | - | - | - | - | - | - |
354 | 745.3 | - | - | - | - | - | - | - |
355 | 694.1 | - | - | - | - | - | - | - |
356 | 675.7 | - | - | - | - | - | - | - |
357 | 643.7 | - | - | - | - | - | - | - |
358 | 622.1 | - | - | - | - | - | - | - |
359 | 634.6 | - | - | - | - | - | - | - |
360 | 588 | - | - | - | - | - | - | - |
361 | 689.7 | 681.2959 | 627.3725 | 737.4422 | 0.3846 | 0.9994 | 2e-04 | 0.9994 |
362 | 673.9 | 679.3588 | 599.1645 | 764.5883 | 0.45 | 0.406 | 0.0012 | 0.9822 |
363 | 647.9 | 640.3602 | 536.3733 | 753.5543 | 0.4481 | 0.2807 | 0.023 | 0.8177 |
364 | 568.8 | 575.8027 | 456.8498 | 708.5037 | 0.4588 | 0.1435 | 0.1158 | 0.4285 |
365 | 545.7 | 539.2379 | 406.5661 | 690.6126 | 0.4667 | 0.3509 | 0.163 | 0.2639 |
366 | 632.6 | 658.9466 | 493.7368 | 847.9582 | 0.3923 | 0.8799 | 0.1853 | 0.769 |
367 | 643.8 | 629.1705 | 452.5919 | 834.7671 | 0.4445 | 0.487 | 0.268 | 0.6527 |
368 | 593.1 | 598.2046 | 412.8216 | 817.8703 | 0.4818 | 0.3421 | 0.2446 | 0.5363 |
369 | 579.7 | 582.1805 | 387.2937 | 816.6481 | 0.4917 | 0.4636 | 0.3035 | 0.4806 |
370 | 546 | 560.649 | 358.7307 | 807.4614 | 0.4537 | 0.4399 | 0.3128 | 0.414 |
371 | 562.9 | 579.7081 | 363.5229 | 846.1107 | 0.4508 | 0.5979 | 0.3432 | 0.4757 |
372 | 572.5 | 568.1272 | 344.6759 | 847.1235 | 0.4877 | 0.5146 | 0.4445 | 0.4445 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
361 | 0.042 | 0.0123 | 0 | 70.6286 | 0 | 0 |
362 | 0.064 | -0.008 | 0.0102 | 29.799 | 50.2138 | 7.0862 |
363 | 0.0902 | 0.0118 | 0.0107 | 56.8487 | 52.4254 | 7.2405 |
364 | 0.1176 | -0.0122 | 0.0111 | 49.0377 | 51.5785 | 7.1818 |
365 | 0.1432 | 0.012 | 0.0113 | 41.7585 | 49.6145 | 7.0438 |
366 | 0.1463 | -0.04 | 0.016 | 694.1448 | 157.0362 | 12.5314 |
367 | 0.1667 | 0.0233 | 0.0171 | 214.022 | 165.177 | 12.8521 |
368 | 0.1874 | -0.0085 | 0.016 | 26.057 | 147.787 | 12.1568 |
369 | 0.2055 | -0.0043 | 0.0147 | 6.1528 | 132.0499 | 11.4913 |
370 | 0.2246 | -0.0261 | 0.0158 | 214.5918 | 140.3041 | 11.845 |
371 | 0.2345 | -0.029 | 0.017 | 282.5136 | 153.2322 | 12.3787 |
372 | 0.2506 | 0.0077 | 0.0163 | 19.1218 | 142.0564 | 11.9187 |