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]) |
199 | 86.2 | - | - | - | - | - | - | - |
200 | 91.5 | - | - | - | - | - | - | - |
201 | 84.7 | 0 | -181.6637 | 181.6637 | 0.1804 | 0.1618 | 0.1618 | 0.1618 |
202 | 92.2 | 0 | -181.6637 | 181.6637 | 0.1599 | 0.1804 | 0.1804 | 0.1618 |
203 | 99.2 | 0 | -181.6637 | 181.6637 | 0.1422 | 0.1599 | 0.1599 | 0.1618 |
204 | 104.5 | 0 | -181.6637 | 181.6637 | 0.1298 | 0.1422 | 0.1422 | 0.1618 |
205 | 113 | 0 | -181.6637 | 181.6637 | 0.1114 | 0.1298 | 0.1298 | 0.1618 |
206 | 100.4 | 0 | -181.6637 | 181.6637 | 0.1394 | 0.1114 | 0.1114 | 0.1618 |
207 | 101 | 0 | -181.6637 | 181.6637 | 0.1379 | 0.1394 | 0.1394 | 0.1618 |
208 | 84.8 | 0 | -181.6637 | 181.6637 | 0.1801 | 0.1379 | 0.1379 | 0.1618 |
209 | 86.5 | 0 | -181.6637 | 181.6637 | 0.1753 | 0.1801 | 0.1801 | 0.1618 |
210 | 91.7 | 0 | -181.6637 | 181.6637 | 0.1612 | 0.1753 | 0.1753 | 0.1618 |
211 | 94.8 | 0 | -181.6637 | 181.6637 | 0.1532 | 0.1612 | 0.1612 | 0.1618 |
212 | 95 | 0 | -181.6637 | 181.6637 | 0.1527 | 0.1532 | 0.1532 | 0.1618 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
201 | Inf | 1 | 1 | 2 | 7174.09 | 0 | 0 | 13.7216 | 13.7216 |
202 | Inf | 1 | 1 | 2 | 8500.84 | 7837.465 | 88.5295 | 14.9367 | 14.3292 |
203 | Inf | 1 | 1 | 2 | 9840.64 | 8505.19 | 92.2236 | 16.0707 | 14.9097 |
204 | Inf | 1 | 1 | 2 | 10920.25 | 9108.955 | 95.4408 | 16.9293 | 15.4146 |
205 | Inf | 1 | 1 | 2 | 12769 | 9840.964 | 99.2016 | 18.3063 | 15.9929 |
206 | Inf | 1 | 1 | 2 | 10080.16 | 9880.83 | 99.4024 | 16.2651 | 16.0383 |
207 | Inf | 1 | 1 | 2 | 10201 | 9926.5686 | 99.6322 | 16.3623 | 16.0846 |
208 | Inf | 1 | 1 | 2 | 7191.04 | 9584.6275 | 97.9011 | 13.7378 | 15.7912 |
209 | Inf | 1 | 1 | 2 | 7482.25 | 9351.03 | 96.7007 | 14.0133 | 15.5937 |
210 | Inf | 1 | 1 | 2 | 8408.89 | 9256.816 | 96.2123 | 14.8557 | 15.5199 |
211 | Inf | 1 | 1 | 2 | 8987.04 | 9232.2909 | 96.0848 | 15.3579 | 15.5052 |
212 | Inf | 1 | 1 | 2 | 9025 | 9215.0167 | 95.9949 | 15.3903 | 15.4956 |