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 | 426.8545 | 392.7415 | 463.9305 | 0.3012 | 0.876 | 0.9998 | 0.876 |
134 | 391 | 405.5117 | 367.0835 | 447.9629 | 0.2514 | 0.2979 | 0.9983 | 0.5094 |
135 | 419 | 481.397 | 429.7358 | 539.2686 | 0.0173 | 0.9989 | 0.9947 | 0.9952 |
136 | 461 | 469.5399 | 413.9764 | 532.5611 | 0.3953 | 0.942 | 0.9889 | 0.9776 |
137 | 472 | 497.9969 | 434.1311 | 571.258 | 0.2434 | 0.8389 | 0.9815 | 0.9936 |
138 | 535 | 559.6536 | 482.8135 | 648.7229 | 0.2937 | 0.9731 | 0.9731 | 0.9997 |
139 | 622 | 649.7674 | 555.1161 | 760.5574 | 0.3116 | 0.9788 | 0.9641 | 1 |
140 | 606 | 662.8101 | 561.0844 | 782.9789 | 0.1771 | 0.7472 | 0.9548 | 1 |
141 | 508 | 548.9823 | 460.7009 | 654.1805 | 0.2226 | 0.144 | 0.9454 | 0.9963 |
142 | 461 | 482.5827 | 401.6363 | 579.8432 | 0.3318 | 0.3043 | 0.9361 | 0.941 |
143 | 390 | 429.2259 | 354.4077 | 519.8387 | 0.1981 | 0.246 | 0.927 | 0.6999 |
144 | 432 | 480.2113 | 393.4982 | 586.0329 | 0.1859 | 0.9526 | 0.9182 | 0.9182 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
133 | 0.0443 | -0.0231 | 0.0019 | 97.1105 | 8.0925 | 2.8447 |
134 | 0.0534 | -0.0358 | 0.003 | 210.5907 | 17.5492 | 4.1892 |
135 | 0.0613 | -0.1296 | 0.0108 | 3893.3832 | 324.4486 | 18.0125 |
136 | 0.0685 | -0.0182 | 0.0015 | 72.9301 | 6.0775 | 2.4653 |
137 | 0.0751 | -0.0522 | 0.0044 | 675.8376 | 56.3198 | 7.5047 |
138 | 0.0812 | -0.0441 | 0.0037 | 607.8016 | 50.6501 | 7.1169 |
139 | 0.087 | -0.0427 | 0.0036 | 771.0259 | 64.2522 | 8.0157 |
140 | 0.0925 | -0.0857 | 0.0071 | 3227.3907 | 268.9492 | 16.3997 |
141 | 0.0978 | -0.0747 | 0.0062 | 1679.5465 | 139.9622 | 11.8306 |
142 | 0.1028 | -0.0447 | 0.0037 | 465.8124 | 38.8177 | 6.2304 |
143 | 0.1077 | -0.0914 | 0.0076 | 1538.6696 | 128.2225 | 11.3235 |
144 | 0.1124 | -0.1004 | 0.0084 | 2324.3269 | 193.6939 | 13.9174 |