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]) |
359 | 634.6 | - | - | - | - | - | - | - |
360 | 588 | - | - | - | - | - | - | - |
361 | 689.7 | 597.7981 | 500.6832 | 703.5157 | 0.0442 | 0.5721 | 0.5721 | 0.5721 |
362 | 673.9 | 611.7704 | 474.697 | 766.207 | 0.2152 | 0.1613 | 0.1613 | 0.6186 |
363 | 647.9 | 624.8036 | 461.1729 | 813.2312 | 0.4051 | 0.3048 | 0.3048 | 0.6491 |
364 | 568.8 | 636.5341 | 453.2305 | 850.8914 | 0.2678 | 0.4586 | 0.4586 | 0.6714 |
365 | 545.7 | 647.0771 | 448.2902 | 882.2419 | 0.1991 | 0.7429 | 0.7429 | 0.6888 |
366 | 632.6 | 656.5813 | 445.1213 | 909.0096 | 0.4261 | 0.8054 | 0.8054 | 0.7028 |
367 | 643.8 | 665.1824 | 443.0502 | 932.2949 | 0.4377 | 0.5945 | 0.5945 | 0.7144 |
368 | 593.1 | 673.0006 | 441.677 | 952.8579 | 0.2879 | 0.581 | 0.581 | 0.7242 |
369 | 579.7 | 680.1409 | 440.7521 | 971.2526 | 0.2494 | 0.7211 | 0.7211 | 0.7325 |
370 | 546 | 686.6954 | 440.1146 | 987.8976 | 0.18 | 0.7569 | 0.7569 | 0.7396 |
371 | 562.9 | 692.744 | 439.6582 | 1003.1176 | 0.2061 | 0.823 | 0.823 | 0.7458 |
372 | 572.5 | 698.3564 | 439.3122 | 1017.1693 | 0.2195 | 0.7975 | 0.7975 | 0.7513 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
361 | 0.0902 | 0.1332 | 0.1332 | 0.1428 | 8445.9508 | 0 | 0 | 2.7591 | 2.7591 |
362 | 0.1288 | 0.0922 | 0.1127 | 0.1197 | 3860.0834 | 6153.0171 | 78.4412 | 1.8652 | 2.3122 |
363 | 0.1539 | 0.0356 | 0.087 | 0.0919 | 533.4417 | 4279.8253 | 65.4204 | 0.6934 | 1.7726 |
364 | 0.1718 | -0.1191 | 0.095 | 0.097 | 4587.903 | 4356.8447 | 66.0064 | -2.0335 | 1.8378 |
365 | 0.1854 | -0.1858 | 0.1132 | 0.1116 | 10277.322 | 5540.9402 | 74.4375 | -3.0435 | 2.0789 |
366 | 0.1962 | -0.0379 | 0.1006 | 0.0992 | 575.102 | 4713.3005 | 68.6535 | -0.72 | 1.8524 |
367 | 0.2049 | -0.0332 | 0.091 | 0.0897 | 457.2085 | 4105.2873 | 64.0725 | -0.6419 | 1.6795 |
368 | 0.2122 | -0.1347 | 0.0965 | 0.0943 | 6384.1036 | 4390.1394 | 66.2581 | -2.3988 | 1.7694 |
369 | 0.2184 | -0.1733 | 0.105 | 0.1015 | 10088.3814 | 5023.2774 | 70.8751 | -3.0154 | 1.9079 |
370 | 0.2238 | -0.2577 | 0.1203 | 0.1142 | 19795.1893 | 6500.4686 | 80.6255 | -4.2239 | 2.1395 |
371 | 0.2286 | -0.2307 | 0.1303 | 0.1226 | 16859.4606 | 7442.1951 | 86.2682 | -3.8982 | 2.2994 |
372 | 0.2329 | -0.2198 | 0.1378 | 0.1289 | 15839.8282 | 8141.9979 | 90.233 | -3.7784 | 2.4226 |