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[120]) |
108 | 336 | - | - | - | - | - | - | - |
109 | 340 | - | - | - | - | - | - | - |
110 | 318 | - | - | - | - | - | - | - |
111 | 362 | - | - | - | - | - | - | - |
112 | 348 | - | - | - | - | - | - | - |
113 | 363 | - | - | - | - | - | - | - |
114 | 435 | - | - | - | - | - | - | - |
115 | 491 | - | - | - | - | - | - | - |
116 | 505 | - | - | - | - | - | - | - |
117 | 404 | - | - | - | - | - | - | - |
118 | 359 | - | - | - | - | - | - | - |
119 | 310 | - | - | - | - | - | - | - |
120 | 337 | - | - | - | - | - | - | - |
121 | 360 | 343.4505 | 322.1111 | 365.4743 | 0.0704 | 0.717 | 0.6206 | 0.717 |
122 | 342 | 323.8484 | 298.1491 | 350.6101 | 0.0919 | 0.0041 | 0.6658 | 0.1677 |
123 | 406 | 370.917 | 337.6468 | 405.7503 | 0.0242 | 0.9481 | 0.6921 | 0.9718 |
124 | 396 | 358.923 | 322.0434 | 397.8014 | 0.0308 | 0.0088 | 0.7091 | 0.8655 |
125 | 420 | 371.4811 | 329.8922 | 415.5383 | 0.0154 | 0.1377 | 0.647 | 0.9375 |
126 | 472 | 441.8247 | 392.4911 | 494.078 | 0.1288 | 0.7935 | 0.601 | 1 |
127 | 548 | 494.6266 | 438.487 | 554.1468 | 0.0394 | 0.7719 | 0.5475 | 1 |
128 | 559 | 503.8577 | 443.5979 | 567.9542 | 0.0459 | 0.0885 | 0.4861 | 1 |
129 | 463 | 414.6669 | 357.1314 | 476.4975 | 0.0627 | 0 | 0.6324 | 0.9931 |
130 | 407 | 366.105 | 309.4927 | 427.4696 | 0.0957 | 0.001 | 0.5898 | 0.8237 |
131 | 362 | 318.8854 | 263.8461 | 379.1349 | 0.0804 | 0.0021 | 0.6137 | 0.2778 |
132 | 405 | 348.2391 | 288.2446 | 413.9012 | 0.0451 | 0.3406 | 0.6314 | 0.6314 |
133 | 417 | 354.515 | 286.4843 | 429.7864 | 0.0519 | 0.0943 | 0.4432 | 0.6758 |
134 | 391 | 334.6734 | 263.6395 | 414.1707 | 0.0825 | 0.0212 | 0.4283 | 0.4771 |
135 | 419 | 382.4575 | 300.645 | 474.1039 | 0.2172 | 0.4275 | 0.3073 | 0.8345 |
136 | 461 | 370.2963 | 285.0804 | 466.6397 | 0.0325 | 0.1609 | 0.3005 | 0.7509 |
137 | 472 | 383.0396 | 291.5646 | 486.9761 | 0.0467 | 0.0708 | 0.2429 | 0.8074 |
138 | 535 | 454.4281 | 349.4289 | 573.2013 | 0.0918 | 0.3859 | 0.3859 | 0.9737 |
139 | 622 | 507.9534 | 391.6559 | 639.3487 | 0.0445 | 0.3433 | 0.2751 | 0.9946 |
140 | 606 | 517.3093 | 395.1948 | 655.8394 | 0.1048 | 0.0693 | 0.2776 | 0.9946 |
141 | 508 | 426.8773 | 312.6898 | 558.8014 | 0.1141 | 0.0039 | 0.2957 | 0.9091 |
142 | 461 | 377.5839 | 267.1517 | 507.0722 | 0.1034 | 0.0242 | 0.3281 | 0.7305 |
143 | 390 | 329.6042 | 223.8951 | 455.6895 | 0.1739 | 0.0205 | 0.3073 | 0.4542 |
144 | 432 | 359.4365 | 245.398 | 495.171 | 0.1474 | 0.3295 | 0.2553 | 0.627 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
121 | 0.0327 | 0.0482 | 0 | 273.8853 | 0 | 0 |
122 | 0.0422 | 0.056 | 0.0521 | 329.4789 | 301.6821 | 17.369 |
123 | 0.0479 | 0.0946 | 0.0663 | 1230.8141 | 611.3927 | 24.7264 |
124 | 0.0553 | 0.1033 | 0.0755 | 1374.7011 | 802.2198 | 28.3235 |
125 | 0.0605 | 0.1306 | 0.0865 | 2354.0811 | 1112.5921 | 33.3555 |
126 | 0.0603 | 0.0683 | 0.0835 | 910.5497 | 1078.9184 | 32.8469 |
127 | 0.0614 | 0.1079 | 0.087 | 2848.7201 | 1331.7472 | 36.4931 |
128 | 0.0649 | 0.1094 | 0.0898 | 3040.6686 | 1545.3624 | 39.3111 |
129 | 0.0761 | 0.1166 | 0.0928 | 2336.0894 | 1633.2209 | 40.4131 |
130 | 0.0855 | 0.1117 | 0.0947 | 1672.4011 | 1637.1389 | 40.4616 |
131 | 0.0964 | 0.1352 | 0.0983 | 1858.8693 | 1657.2962 | 40.7099 |
132 | 0.0962 | 0.163 | 0.1037 | 3221.8003 | 1787.6716 | 42.2809 |
133 | 0.1083 | 0.1763 | 0.1093 | 3904.3739 | 1950.4948 | 44.1644 |
134 | 0.1212 | 0.1683 | 0.1135 | 3172.6849 | 2037.7941 | 45.1419 |
135 | 0.1223 | 0.0955 | 0.1123 | 1335.3516 | 1990.9646 | 44.6202 |
136 | 0.1327 | 0.2449 | 0.1206 | 8227.1687 | 2380.7274 | 48.7927 |
137 | 0.1384 | 0.2322 | 0.1272 | 7913.9454 | 2706.2108 | 52.0213 |
138 | 0.1334 | 0.1773 | 0.13 | 6491.8246 | 2916.5227 | 54.0048 |
139 | 0.132 | 0.2245 | 0.1349 | 13006.628 | 3447.5808 | 58.7161 |
140 | 0.1366 | 0.1714 | 0.1368 | 7866.039 | 3668.5038 | 60.5682 |
141 | 0.1577 | 0.19 | 0.1393 | 6580.8927 | 3807.1889 | 61.7024 |
142 | 0.175 | 0.2209 | 0.143 | 6958.2376 | 3950.4184 | 62.8524 |
143 | 0.1952 | 0.1832 | 0.1448 | 3647.6497 | 3937.2546 | 62.7475 |
144 | 0.1927 | 0.2019 | 0.1471 | 5265.4559 | 3992.5963 | 63.187 |