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[132]) |
120 | 337 | - | - | - | - | - | - | - |
121 | 360 | - | - | - | - | - | - | - |
122 | 342 | - | - | - | - | - | - | - |
123 | 406 | - | - | - | - | - | - | - |
124 | 396 | - | - | - | - | - | - | - |
125 | 420 | - | - | - | - | - | - | - |
126 | 472 | - | - | - | - | - | - | - |
127 | 548 | - | - | - | - | - | - | - |
128 | 559 | - | - | - | - | - | - | - |
129 | 463 | - | - | - | - | - | - | - |
130 | 407 | - | - | - | - | - | - | - |
131 | 362 | - | - | - | - | - | - | - |
132 | 405 | - | - | - | - | - | - | - |
133 | 417 | 418.7481 | 390.0898 | 449.5118 | 0.4557 | 0.8095 | 0.9999 | 0.8095 |
134 | 391 | 397.8309 | 365.3848 | 433.1581 | 0.3523 | 0.1438 | 0.999 | 0.3454 |
135 | 419 | 465.1152 | 423.0345 | 511.3818 | 0.0254 | 0.9992 | 0.9939 | 0.9946 |
136 | 461 | 452.9607 | 408.5339 | 502.2188 | 0.3745 | 0.9117 | 0.9883 | 0.9718 |
137 | 472 | 471.6154 | 422.1055 | 526.9324 | 0.4946 | 0.6466 | 0.9663 | 0.9909 |
138 | 535 | 545.2571 | 484.5336 | 613.5907 | 0.3843 | 0.9822 | 0.9822 | 1 |
139 | 622 | 619.9672 | 547.2183 | 702.3877 | 0.4807 | 0.9783 | 0.9565 | 1 |
140 | 606 | 627.7611 | 550.5621 | 715.7848 | 0.314 | 0.551 | 0.9371 | 1 |
141 | 508 | 524.9589 | 457.6008 | 602.2319 | 0.3335 | 0.0199 | 0.942 | 0.9988 |
142 | 461 | 460.7058 | 399.2525 | 531.6179 | 0.4968 | 0.0956 | 0.9312 | 0.9382 |
143 | 390 | 405.2117 | 349.195 | 470.2143 | 0.3232 | 0.0463 | 0.9037 | 0.5025 |
144 | 432 | 450.7689 | 386.3588 | 525.9169 | 0.3122 | 0.9435 | 0.8837 | 0.8837 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
133 | 0.0375 | -0.0042 | 0.0042 | 0.0042 | 3.0559 | 0 | 0 | -0.0362 | 0.0362 |
134 | 0.0453 | -0.0175 | 0.0108 | 0.0108 | 46.6611 | 24.8585 | 4.9858 | -0.1415 | 0.0889 |
135 | 0.0508 | -0.1101 | 0.0439 | 0.0419 | 2126.6125 | 725.4431 | 26.9341 | -0.9553 | 0.3777 |
136 | 0.0555 | 0.0174 | 0.0373 | 0.0359 | 64.6299 | 560.2398 | 23.6694 | 0.1665 | 0.3249 |
137 | 0.0598 | 8e-04 | 0.03 | 0.0288 | 0.1479 | 448.2214 | 21.1712 | 0.008 | 0.2615 |
138 | 0.0639 | -0.0192 | 0.0282 | 0.0272 | 105.2084 | 391.0526 | 19.775 | -0.2125 | 0.2533 |
139 | 0.0678 | 0.0033 | 0.0246 | 0.0238 | 4.1321 | 335.7782 | 18.3243 | 0.0421 | 0.2232 |
140 | 0.0715 | -0.0359 | 0.026 | 0.0252 | 473.5455 | 352.9991 | 18.7883 | -0.4508 | 0.2516 |
141 | 0.0751 | -0.0334 | 0.0269 | 0.0261 | 287.6028 | 345.7329 | 18.5939 | -0.3513 | 0.2627 |
142 | 0.0785 | 6e-04 | 0.0242 | 0.0235 | 0.0866 | 311.1683 | 17.64 | 0.0061 | 0.237 |
143 | 0.0818 | -0.039 | 0.0256 | 0.0249 | 231.3955 | 303.9162 | 17.4332 | -0.3151 | 0.2441 |
144 | 0.0851 | -0.0434 | 0.0271 | 0.0263 | 352.2722 | 307.9459 | 17.5484 | -0.3888 | 0.2562 |