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[200]) |
188 | -2.40299454037231 | - | - | - | - | - | - | - |
189 | 6.78423965591199 | - | - | - | - | - | - | - |
190 | 5.4906540420909 | - | - | - | - | - | - | - |
191 | 6.15257062357066 | - | - | - | - | - | - | - |
192 | -3.47916881530489 | - | - | - | - | - | - | - |
193 | 13.9881624957679 | - | - | - | - | - | - | - |
194 | 2.16262562944684 | - | - | - | - | - | - | - |
195 | 8.8010193966107 | - | - | - | - | - | - | - |
196 | 0.275542938813737 | - | - | - | - | - | - | - |
197 | -10.6117857327878 | - | - | - | - | - | - | - |
198 | -5.67023085191191 | - | - | - | - | - | - | - |
199 | 1.83620658784714 | - | - | - | - | - | - | - |
200 | 8.27395330390618 | - | - | - | - | - | - | - |
201 | -3.953 | -0.8926 | -8.5939 | 6.8088 | 0.218 | 0.0098 | 0.0254 | 0.0098 |
202 | -0.0776 | 3e-04 | -7.7228 | 7.7234 | 0.4921 | 0.8421 | 0.0818 | 0.0179 |
203 | 2.7035 | 1.4818 | -6.2413 | 9.2049 | 0.3783 | 0.6539 | 0.1179 | 0.0424 |
204 | 0.7022 | 1.3284 | -6.3946 | 9.0513 | 0.4369 | 0.3636 | 0.8888 | 0.039 |
205 | 2.1134 | 1.3856 | -6.3234 | 9.0945 | 0.4266 | 0.569 | 7e-04 | 0.0399 |
206 | -5.2283 | 1.545 | -6.164 | 9.2539 | 0.0425 | 0.4425 | 0.4376 | 0.0436 |
207 | -0.8183 | -0.6451 | -8.3541 | 7.0638 | 0.4824 | 0.878 | 0.0082 | 0.0117 |
208 | -6.2369 | -1.4139 | -9.1229 | 6.295 | 0.1101 | 0.4398 | 0.3338 | 0.0069 |
209 | 2.4774 | -0.967 | -8.676 | 6.7419 | 0.1906 | 0.9099 | 0.9929 | 0.0094 |
210 | 8.1091 | -0.6297 | -8.3386 | 7.0792 | 0.0131 | 0.2148 | 0.9 | 0.0118 |
211 | 3.9635 | 1.1082 | -6.6008 | 8.8171 | 0.2339 | 0.0375 | 0.4266 | 0.0342 |
212 | 1.5914 | 0.2093 | -7.4997 | 7.9182 | 0.3626 | 0.1699 | 0.0202 | 0.0202 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
201 | -4.4022 | 0.7742 | 0.7742 | 1.2632 | 9.3662 | 0 | 0 | -0.6998 | 0.6998 |
202 | 12310.8919 | 1.0041 | 0.8892 | 1.6399 | 0.0061 | 4.6861 | 2.1647 | -0.0178 | 0.3588 |
203 | 2.6591 | 0.4519 | 0.7434 | 1.2878 | 1.4924 | 3.6216 | 1.903 | 0.2794 | 0.3323 |
204 | 2.9663 | -0.8917 | 0.7805 | 1.1201 | 0.3921 | 2.8142 | 1.6776 | -0.1432 | 0.2851 |
205 | 2.8386 | 0.3444 | 0.6933 | 0.9793 | 0.5297 | 2.3573 | 1.5353 | 0.1664 | 0.2613 |
206 | 2.5457 | 1.2955 | 0.7936 | 1.429 | 45.8769 | 9.6106 | 3.1001 | -1.5489 | 0.4759 |
207 | -6.0967 | 0.2117 | 0.7105 | 1.2587 | 0.03 | 8.2419 | 2.8709 | -0.0396 | 0.4136 |
208 | -2.7817 | 0.7733 | 0.7183 | 1.259 | 23.261 | 10.1193 | 3.1811 | -1.1029 | 0.4998 |
209 | -4.0672 | 1.3903 | 0.793 | 1.6259 | 11.864 | 10.3132 | 3.2114 | 0.7877 | 0.5317 |
210 | -6.246 | 1.0777 | 0.8215 | 1.6969 | 76.3662 | 16.9185 | 4.1132 | 1.9984 | 0.6784 |
211 | 3.5492 | 0.7204 | 0.8123 | 1.645 | 8.1527 | 16.1216 | 4.0152 | 0.6529 | 0.6761 |
212 | 18.7929 | 0.8685 | 0.817 | 1.6359 | 1.9103 | 14.9373 | 3.8649 | 0.3161 | 0.6461 |