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[348]) |
336 | 719.5 | - | - | - | - | - | - | - |
337 | 817.4 | - | - | - | - | - | - | - |
338 | 803.3 | - | - | - | - | - | - | - |
339 | 752.5 | - | - | - | - | - | - | - |
340 | 689 | - | - | - | - | - | - | - |
341 | 630.4 | - | - | - | - | - | - | - |
342 | 765.5 | - | - | - | - | - | - | - |
343 | 757.7 | - | - | - | - | - | - | - |
344 | 732.2 | - | - | - | - | - | - | - |
345 | 702.6 | - | - | - | - | - | - | - |
346 | 683.3 | - | - | - | - | - | - | - |
347 | 709.5 | - | - | - | - | - | - | - |
348 | 702.2 | - | - | - | - | - | - | - |
349 | 784.8 | 817.6422 | 759.4794 | 877.9508 | 0.1429 | 0.9999 | 0.5031 | 0.9999 |
350 | 810.9 | 814.078 | 728.4723 | 904.4382 | 0.4725 | 0.7373 | 0.5924 | 0.9924 |
351 | 755.6 | 768.7314 | 660.6462 | 885.0014 | 0.4124 | 0.2386 | 0.6078 | 0.869 |
352 | 656.8 | 702.085 | 578.8514 | 837.2021 | 0.2556 | 0.2188 | 0.5753 | 0.4993 |
353 | 615.1 | 653.8541 | 516.85 | 806.9465 | 0.3099 | 0.485 | 0.618 | 0.268 |
354 | 745.3 | 772.5171 | 605.477 | 959.8806 | 0.3879 | 0.9502 | 0.5293 | 0.769 |
355 | 694.1 | 738.41 | 559.6208 | 941.9435 | 0.3348 | 0.4735 | 0.4263 | 0.6363 |
356 | 675.7 | 688.9541 | 503.5784 | 903.3221 | 0.4518 | 0.4812 | 0.3463 | 0.4518 |
357 | 643.7 | 671.4168 | 476.9378 | 899.0713 | 0.4057 | 0.4853 | 0.3942 | 0.3955 |
358 | 622.1 | 637.6128 | 438.7688 | 873.5088 | 0.4487 | 0.4798 | 0.3521 | 0.2958 |
359 | 634.6 | 655.2151 | 444.6121 | 906.5225 | 0.4361 | 0.6019 | 0.336 | 0.357 |
360 | 588 | 651.706 | 434.256 | 913.143 | 0.3165 | 0.551 | 0.3525 | 0.3525 |
361 | 689.7 | 767.9405 | 519.1904 | 1065.2214 | 0.303 | 0.8823 | 0.4557 | 0.6677 |
362 | 673.9 | 762.8721 | 505.4901 | 1073.0324 | 0.287 | 0.6781 | 0.3808 | 0.6493 |
363 | 647.9 | 722.1882 | 463.9892 | 1037.2722 | 0.322 | 0.6181 | 0.4177 | 0.5495 |
364 | 568.8 | 658.7042 | 406.4408 | 971.5744 | 0.2866 | 0.527 | 0.5048 | 0.3926 |
365 | 545.7 | 614.3319 | 365.8102 | 926.9146 | 0.3335 | 0.6124 | 0.4981 | 0.2908 |
366 | 632.6 | 729.2143 | 449.9254 | 1075.61 | 0.2923 | 0.8505 | 0.4637 | 0.5607 |
367 | 643.8 | 699.7547 | 422.0431 | 1047.3034 | 0.3762 | 0.6476 | 0.5127 | 0.4945 |
368 | 593.1 | 655.2136 | 383.7493 | 998.8609 | 0.3616 | 0.526 | 0.4535 | 0.3944 |
369 | 579.7 | 639.4765 | 368.4871 | 984.6872 | 0.3672 | 0.6038 | 0.4904 | 0.3609 |
370 | 546 | 610.3656 | 343.8823 | 952.7775 | 0.3563 | 0.5697 | 0.4732 | 0.2996 |
371 | 562.9 | 629.0209 | 355.7239 | 979.686 | 0.3558 | 0.6787 | 0.4876 | 0.3413 |
372 | 572.5 | 627.6914 | 352.9558 | 980.9687 | 0.3797 | 0.6404 | 0.5871 | 0.3397 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
349 | 0.0376 | -0.0402 | 0 | 1078.6113 | 0 | 0 |
350 | 0.0566 | -0.0039 | 0.022 | 10.0999 | 544.3556 | 23.3314 |
351 | 0.0772 | -0.0171 | 0.0204 | 172.4345 | 420.3819 | 20.5032 |
352 | 0.0982 | -0.0645 | 0.0314 | 2050.7358 | 827.9703 | 28.7745 |
353 | 0.1195 | -0.0593 | 0.037 | 1501.8777 | 962.7518 | 31.0282 |
354 | 0.1237 | -0.0352 | 0.0367 | 740.7684 | 925.7546 | 30.4262 |
355 | 0.1406 | -0.06 | 0.04 | 1963.3804 | 1073.9868 | 32.7717 |
356 | 0.1587 | -0.0192 | 0.0374 | 175.6721 | 961.6975 | 31.0112 |
357 | 0.173 | -0.0413 | 0.0379 | 768.2206 | 940.2001 | 30.6627 |
358 | 0.1888 | -0.0243 | 0.0365 | 240.6455 | 870.2446 | 29.4999 |
359 | 0.1957 | -0.0315 | 0.036 | 424.9804 | 829.766 | 28.8057 |
360 | 0.2047 | -0.0978 | 0.0412 | 4058.4549 | 1098.8234 | 33.1485 |
361 | 0.1975 | -0.1019 | 0.0459 | 6121.5809 | 1485.1894 | 38.5382 |
362 | 0.2074 | -0.1166 | 0.0509 | 7916.0373 | 1944.5357 | 44.0969 |
363 | 0.2226 | -0.1029 | 0.0544 | 5518.7396 | 2182.816 | 46.7206 |
364 | 0.2423 | -0.1365 | 0.0595 | 8082.7588 | 2551.5624 | 50.513 |
365 | 0.2596 | -0.1117 | 0.0626 | 4710.3323 | 2678.5488 | 51.7547 |
366 | 0.2424 | -0.1325 | 0.0665 | 9334.3297 | 3048.3144 | 55.2115 |
367 | 0.2534 | -0.08 | 0.0672 | 3130.9303 | 3052.6627 | 55.2509 |
368 | 0.2676 | -0.0948 | 0.0686 | 3858.0981 | 3092.9344 | 55.6142 |
369 | 0.2754 | -0.0935 | 0.0697 | 3573.2242 | 3115.8054 | 55.8194 |
370 | 0.2862 | -0.1055 | 0.0714 | 4142.9364 | 3162.4931 | 56.236 |
371 | 0.2844 | -0.1051 | 0.0728 | 4371.9749 | 3215.0793 | 56.7017 |
372 | 0.2872 | -0.0879 | 0.0735 | 3046.0876 | 3208.038 | 56.6395 |