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 | 787.2178 | 593.0431 | 981.3926 | 0.1625 | 0.9778 | 0.5097 | 0.9778 |
362 | 673.9 | 804.3708 | 610.1961 | 998.5456 | 0.0939 | 0.8765 | 0.4737 | 0.9855 |
363 | 647.9 | 753.6077 | 559.433 | 947.7825 | 0.143 | 0.7895 | 0.492 | 0.9527 |
364 | 568.8 | 665.3522 | 471.1774 | 859.527 | 0.1649 | 0.5699 | 0.5344 | 0.7825 |
365 | 545.7 | 621.9029 | 427.7282 | 816.0777 | 0.2209 | 0.704 | 0.5274 | 0.6339 |
366 | 632.6 | 750.9216 | 556.7468 | 945.0964 | 0.1162 | 0.9808 | 0.5226 | 0.95 |
367 | 643.8 | 709.8514 | 515.6766 | 904.0261 | 0.2525 | 0.7822 | 0.5632 | 0.8906 |
368 | 593.1 | 687.9042 | 493.7294 | 882.079 | 0.1693 | 0.6719 | 0.549 | 0.8434 |
369 | 579.7 | 658.2375 | 464.0627 | 852.4122 | 0.214 | 0.7446 | 0.5583 | 0.7608 |
370 | 546 | 636.7726 | 442.5978 | 830.9473 | 0.1798 | 0.7177 | 0.5589 | 0.6887 |
371 | 562.9 | 652.0385 | 457.8637 | 846.2133 | 0.1841 | 0.8578 | 0.5699 | 0.741 |
372 | 572.5 | 617.0946 | 422.9198 | 811.2693 | 0.3263 | 0.7078 | 0.6155 | 0.6155 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
361 | 0.1258 | -0.1239 | 0 | 9509.731 | 0 | 0 |
362 | 0.1232 | -0.1622 | 0.143 | 17022.6406 | 13266.1858 | 115.1789 |
363 | 0.1315 | -0.1403 | 0.1421 | 11174.1248 | 12568.8321 | 112.1108 |
364 | 0.1489 | -0.1451 | 0.1429 | 9322.3289 | 11757.2063 | 108.4307 |
365 | 0.1593 | -0.1225 | 0.1388 | 5806.8879 | 10567.1426 | 102.7966 |
366 | 0.1319 | -0.1576 | 0.1419 | 14000.0048 | 11139.2863 | 105.5428 |
367 | 0.1396 | -0.093 | 0.1349 | 4362.7826 | 10171.2144 | 100.8524 |
368 | 0.144 | -0.1378 | 0.1353 | 8987.8325 | 10023.2916 | 100.1164 |
369 | 0.1505 | -0.1193 | 0.1335 | 6168.1314 | 9594.9405 | 97.9538 |
370 | 0.1556 | -0.1426 | 0.1344 | 8239.6573 | 9459.4122 | 97.2595 |
371 | 0.1519 | -0.1367 | 0.1346 | 7945.6761 | 9321.7998 | 96.5495 |
372 | 0.1605 | -0.0723 | 0.1294 | 1988.6752 | 8710.7061 | 93.3312 |