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[467]) |
455 | 1063 | - | - | - | - | - | - | - |
456 | 1048 | - | - | - | - | - | - | - |
457 | 968 | - | - | - | - | - | - | - |
458 | 1022 | - | - | - | - | - | - | - |
459 | 1014 | - | - | - | - | - | - | - |
460 | 1035 | - | - | - | - | - | - | - |
461 | 1069 | - | - | - | - | - | - | - |
462 | 1038 | - | - | - | - | - | - | - |
463 | 1133 | - | - | - | - | - | - | - |
464 | 1260 | - | - | - | - | - | - | - |
465 | 1207 | - | - | - | - | - | - | - |
466 | 1235 | - | - | - | - | - | - | - |
467 | 1297 | - | - | - | - | - | - | - |
468 | 1179 | 1294.2124 | 1204.099 | 1388.9437 | 0.0086 | 0.477 | 1 | 0.477 |
469 | 1332 | 1316.9123 | 1189.2262 | 1453.8988 | 0.4145 | 0.9758 | 1 | 0.6121 |
470 | 1323 | 1320.941 | 1165.4782 | 1490.3689 | 0.4905 | 0.4491 | 0.9997 | 0.6091 |
471 | 1248 | 1317.6606 | 1139.677 | 1514.244 | 0.2437 | 0.4788 | 0.9988 | 0.5816 |
472 | 1248 | 1321.5931 | 1123.3626 | 1543.0997 | 0.2575 | 0.7425 | 0.9944 | 0.5861 |
473 | 1260 | 1334.0308 | 1116.5893 | 1579.5078 | 0.2772 | 0.7539 | 0.9828 | 0.6163 |
474 | 1260 | 1332.5418 | 1099.0245 | 1598.752 | 0.2966 | 0.7034 | 0.9849 | 0.6032 |
475 | 1317 | 1331.4984 | 1083.1456 | 1617.2027 | 0.4604 | 0.6881 | 0.9134 | 0.5935 |
476 | 1308 | 1341.7038 | 1077.9728 | 1647.5837 | 0.4145 | 0.5629 | 0.6997 | 0.6127 |
477 | 1380 | 1356.1652 | 1077.1457 | 1682.2181 | 0.443 | 0.6139 | 0.8151 | 0.639 |
478 | 1327 | 1352.5126 | 1061.5766 | 1695.1299 | 0.442 | 0.4375 | 0.7493 | 0.6246 |
479 | 1327 | 1370.4765 | 1064.815 | 1732.8162 | 0.407 | 0.593 | 0.6545 | 0.6545 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
468 | 0.0373 | -0.089 | 0 | 13273.8981 | 0 | 0 |
469 | 0.0531 | 0.0115 | 0.0502 | 227.6402 | 6750.7692 | 82.1631 |
470 | 0.0654 | 0.0016 | 0.034 | 4.2393 | 4501.9259 | 67.0964 |
471 | 0.0761 | -0.0529 | 0.0387 | 4852.6019 | 4589.5949 | 67.7465 |
472 | 0.0855 | -0.0557 | 0.0421 | 5415.9392 | 4754.8637 | 68.9555 |
473 | 0.0939 | -0.0555 | 0.0443 | 5480.5547 | 4875.8122 | 69.827 |
474 | 0.1019 | -0.0544 | 0.0458 | 5262.3064 | 4931.0257 | 70.2213 |
475 | 0.1095 | -0.0109 | 0.0414 | 210.203 | 4340.9228 | 65.8857 |
476 | 0.1163 | -0.0251 | 0.0396 | 1135.9439 | 3984.8141 | 63.1254 |
477 | 0.1227 | 0.0176 | 0.0374 | 568.0968 | 3643.1423 | 60.3584 |
478 | 0.1292 | -0.0189 | 0.0357 | 650.8938 | 3371.1197 | 58.0613 |
479 | 0.1349 | -0.0317 | 0.0354 | 1890.21 | 3247.7106 | 56.9887 |