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 | 681.369 | 627.6601 | 737.2824 | 0.3851 | 0.9995 | 1e-04 | 0.9995 |
362 | 673.9 | 680.176 | 601.1864 | 764.0397 | 0.4417 | 0.4119 | 0.0011 | 0.9844 |
363 | 647.9 | 637.1722 | 536.1433 | 746.9165 | 0.424 | 0.2559 | 0.0172 | 0.8101 |
364 | 568.8 | 570.0923 | 453.4934 | 700.0167 | 0.4922 | 0.1202 | 0.0954 | 0.3935 |
365 | 545.7 | 531.2292 | 399.9718 | 681.0809 | 0.4249 | 0.3116 | 0.1363 | 0.2289 |
366 | 632.6 | 648.2231 | 482.6982 | 838.1059 | 0.4359 | 0.855 | 0.1582 | 0.7329 |
367 | 643.8 | 616.3527 | 437.7032 | 825.5018 | 0.3985 | 0.4395 | 0.2331 | 0.6048 |
368 | 593.1 | 584.6282 | 395.3083 | 810.8718 | 0.4707 | 0.3041 | 0.2151 | 0.4883 |
369 | 579.7 | 567.5684 | 366.9867 | 811.708 | 0.4612 | 0.4188 | 0.2705 | 0.4349 |
370 | 546 | 545.6735 | 336.4402 | 805.2545 | 0.499 | 0.3986 | 0.2819 | 0.3746 |
371 | 562.9 | 563.7748 | 338.3257 | 846.4755 | 0.4976 | 0.549 | 0.3117 | 0.4333 |
372 | 572.5 | 551.2949 | 317.2756 | 849.554 | 0.4446 | 0.4696 | 0.4047 | 0.4047 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
361 | 0.0419 | 0.0121 | 0.0121 | 0.0122 | 69.4056 | 0 | 0 | 0.2501 | 0.2501 |
362 | 0.0629 | -0.0093 | 0.0107 | 0.0107 | 39.3886 | 54.3971 | 7.3754 | -0.1884 | 0.2193 |
363 | 0.0879 | 0.0166 | 0.0126 | 0.0127 | 115.085 | 74.6264 | 8.6387 | 0.3221 | 0.2535 |
364 | 0.1163 | -0.0023 | 0.0101 | 0.0101 | 1.6701 | 56.3873 | 7.5091 | -0.0388 | 0.1998 |
365 | 0.1439 | 0.0265 | 0.0133 | 0.0135 | 209.403 | 86.9904 | 9.3269 | 0.4344 | 0.2468 |
366 | 0.1495 | -0.0247 | 0.0152 | 0.0153 | 244.0813 | 113.1722 | 10.6382 | -0.469 | 0.2838 |
367 | 0.1731 | 0.0426 | 0.0192 | 0.0193 | 753.3531 | 204.6267 | 14.3048 | 0.824 | 0.361 |
368 | 0.1974 | 0.0143 | 0.0185 | 0.0187 | 71.7712 | 188.0197 | 13.712 | 0.2543 | 0.3477 |
369 | 0.2195 | 0.0209 | 0.0188 | 0.019 | 147.1763 | 183.4816 | 13.5455 | 0.3642 | 0.3495 |
370 | 0.2427 | 6e-04 | 0.017 | 0.0171 | 0.1066 | 165.1441 | 12.8508 | 0.0098 | 0.3155 |
371 | 0.2558 | -0.0016 | 0.0156 | 0.0157 | 0.7652 | 150.2005 | 12.2556 | -0.0263 | 0.2892 |
372 | 0.276 | 0.037 | 0.0174 | 0.0176 | 449.6547 | 175.1551 | 13.2346 | 0.6366 | 0.3182 |