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 | 360 | 294.4865 | 421.0316 | 0.0336 | 0.0742 | 0.5 | 0.0742 |
134 | 391 | 342 | 274.9139 | 404.1591 | 0.0612 | 0.009 | 0.5 | 0.0235 |
135 | 419 | 406 | 343.9676 | 464.4386 | 0.3314 | 0.6926 | 0.5 | 0.5134 |
136 | 461 | 396 | 333.2678 | 454.9704 | 0.0154 | 0.2223 | 0.5 | 0.3824 |
137 | 472 | 420 | 358.9015 | 477.7207 | 0.0387 | 0.0819 | 0.5 | 0.6947 |
138 | 535 | 472 | 413.974 | 527.2958 | 0.0128 | 0.5 | 0.5 | 0.9912 |
139 | 622 | 548 | 493.6148 | 600.3034 | 0.0028 | 0.6869 | 0.5 | 1 |
140 | 606 | 559 | 505.0773 | 610.9145 | 0.038 | 0.0087 | 0.5 | 1 |
141 | 508 | 463 | 404.4818 | 518.6907 | 0.0566 | 0 | 0.5 | 0.9794 |
142 | 461 | 407 | 345.0361 | 465.3863 | 0.0349 | 3e-04 | 0.5 | 0.5268 |
143 | 390 | 362 | 296.6531 | 422.9106 | 0.1838 | 7e-04 | 0.5 | 0.0832 |
144 | 432 | 405 | 342.8989 | 463.491 | 0.1828 | 0.6924 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
133 | 0.0865 | 0.1367 | 0.1367 | 0.1467 | 3249 | 0 | 0 | 1.1808 | 1.1808 |
134 | 0.0927 | 0.1253 | 0.131 | 0.1402 | 2401 | 2825 | 53.1507 | 1.0151 | 1.0979 |
135 | 0.0734 | 0.031 | 0.0977 | 0.104 | 169 | 1939.6667 | 44.0416 | 0.2693 | 0.8217 |
136 | 0.076 | 0.141 | 0.1085 | 0.1159 | 4225 | 2511 | 50.1099 | 1.3465 | 0.9529 |
137 | 0.0701 | 0.1102 | 0.1088 | 0.116 | 2704 | 2549.6 | 50.4936 | 1.0772 | 0.9778 |
138 | 0.0598 | 0.1178 | 0.1103 | 0.1176 | 3969 | 2786.1667 | 52.7842 | 1.3051 | 1.0323 |
139 | 0.0487 | 0.119 | 0.1116 | 0.1188 | 5476 | 3170.4286 | 56.3066 | 1.533 | 1.1038 |
140 | 0.0474 | 0.0776 | 0.1073 | 0.1141 | 2209 | 3050.25 | 55.2291 | 0.9736 | 1.0876 |
141 | 0.0614 | 0.0886 | 0.1052 | 0.1117 | 2025 | 2936.3333 | 54.1879 | 0.9322 | 1.0703 |
142 | 0.0732 | 0.1171 | 0.1064 | 0.113 | 2916 | 2934.3 | 54.1692 | 1.1186 | 1.0751 |
143 | 0.0858 | 0.0718 | 0.1033 | 0.1095 | 784 | 2738.8182 | 52.3337 | 0.58 | 1.0301 |
144 | 0.0737 | 0.0625 | 0.0999 | 0.1057 | 729 | 2571.3333 | 50.7083 | 0.5593 | 0.9909 |