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 | 681.369 | 627.6602 | 737.2824 | 0.3851 | 0.9995 | 1e-04 | 0.9995 |
362 | 673.9 | 680.176 | 601.1864 | 764.0397 | 0.4417 | 0.4119 | 0.0011 | 0.9844 |
363 | 647.9 | 637.1723 | 536.1433 | 746.9166 | 0.424 | 0.2559 | 0.0172 | 0.8101 |
364 | 568.8 | 570.0924 | 453.4934 | 700.0167 | 0.4922 | 0.1202 | 0.0954 | 0.3935 |
365 | 545.7 | 531.2293 | 399.9718 | 681.0809 | 0.4249 | 0.3116 | 0.1363 | 0.2289 |
366 | 632.6 | 648.2231 | 482.6982 | 838.1059 | 0.4359 | 0.855 | 0.1582 | 0.7329 |
367 | 643.8 | 616.3528 | 437.7032 | 825.5018 | 0.3985 | 0.4395 | 0.2331 | 0.6048 |
368 | 593.1 | 584.6282 | 395.3084 | 810.8718 | 0.4707 | 0.3041 | 0.2151 | 0.4883 |
369 | 579.7 | 567.5684 | 366.9868 | 811.708 | 0.4612 | 0.4188 | 0.2705 | 0.4349 |
370 | 546 | 545.6735 | 336.4403 | 805.2544 | 0.499 | 0.3986 | 0.2819 | 0.3746 |
371 | 562.9 | 563.7748 | 338.3258 | 846.4754 | 0.4976 | 0.549 | 0.3117 | 0.4333 |
372 | 572.5 | 551.295 | 317.2757 | 849.5539 | 0.4446 | 0.4696 | 0.4047 | 0.4047 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
361 | 0.0419 | 0.0122 | 0 | 69.4054 | 0 | 0 |
362 | 0.0629 | -0.0092 | 0.0107 | 39.3888 | 54.3971 | 7.3754 |
363 | 0.0879 | 0.0168 | 0.0128 | 115.0845 | 74.6262 | 8.6386 |
364 | 0.1163 | -0.0023 | 0.0101 | 1.6702 | 56.3872 | 7.5091 |
365 | 0.1439 | 0.0272 | 0.0136 | 209.4022 | 86.9902 | 9.3269 |
366 | 0.1495 | -0.0241 | 0.0153 | 244.0823 | 113.1722 | 10.6382 |
367 | 0.1731 | 0.0445 | 0.0195 | 753.3512 | 204.6264 | 14.3048 |
368 | 0.1974 | 0.0145 | 0.0189 | 71.7706 | 188.0194 | 13.712 |
369 | 0.2195 | 0.0214 | 0.0191 | 147.1754 | 183.4812 | 13.5455 |
370 | 0.2427 | 6e-04 | 0.0173 | 0.1066 | 165.1437 | 12.8508 |
371 | 0.2558 | -0.0016 | 0.0159 | 0.7653 | 150.2002 | 12.2556 |
372 | 0.276 | 0.0385 | 0.0177 | 449.6531 | 175.1546 | 13.2346 |