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[330]) |
318 | 46.53 | - | - | - | - | - | - | - |
319 | 50.51 | - | - | - | - | - | - | - |
320 | 47.58 | - | - | - | - | - | - | - |
321 | 48.05 | - | - | - | - | - | - | - |
322 | 46.84 | - | - | - | - | - | - | - |
323 | 47.67 | - | - | - | - | - | - | - |
324 | 49.16 | - | - | - | - | - | - | - |
325 | 55.54 | - | - | - | - | - | - | - |
326 | 55.82 | - | - | - | - | - | - | - |
327 | 58.22 | - | - | - | - | - | - | - |
328 | 56.19 | - | - | - | - | - | - | - |
329 | 57.77 | - | - | - | - | - | - | - |
330 | 63.19 | - | - | - | - | - | - | - |
331 | 54.76 | 63.8276 | 54.1244 | 73.5308 | 0.0335 | 0.5512 | 0.9964 | 0.5512 |
332 | 55.74 | 65.273 | 50.5816 | 79.9644 | 0.1017 | 0.9196 | 0.9909 | 0.6095 |
333 | 62.54 | 65.195 | 46.3708 | 84.0192 | 0.3911 | 0.8376 | 0.9629 | 0.5827 |
334 | 61.39 | 64.2163 | 41.4832 | 86.9494 | 0.4037 | 0.5575 | 0.933 | 0.5353 |
335 | 69.6 | 63.427 | 37.9517 | 88.9023 | 0.3174 | 0.5623 | 0.8873 | 0.5073 |
336 | 79.23 | 63.9526 | 36.2957 | 91.6095 | 0.1395 | 0.3445 | 0.8528 | 0.5215 |
337 | 80 | 64.839 | 35.1773 | 94.5008 | 0.1582 | 0.1708 | 0.7305 | 0.5434 |
338 | 93.68 | 65.0392 | 33.1108 | 96.9676 | 0.0394 | 0.1792 | 0.7143 | 0.5452 |
339 | 107.63 | 64.3268 | 30.152 | 98.5015 | 0.0065 | 0.0461 | 0.6369 | 0.526 |
340 | 100.18 | 63.7552 | 27.621 | 99.8893 | 0.0241 | 0.0087 | 0.6592 | 0.5122 |
341 | 97.3 | 63.9732 | 26.2205 | 101.7259 | 0.0418 | 0.0301 | 0.6263 | 0.5162 |
342 | 90.45 | 64.6347 | 25.3223 | 103.9471 | 0.099 | 0.0517 | 0.5287 | 0.5287 |
343 | 80.64 | 64.8428 | 23.8635 | 105.822 | 0.225 | 0.1103 | 0.6852 | 0.5315 |
344 | 80.58 | 64.4163 | 21.7145 | 107.118 | 0.2291 | 0.2282 | 0.6548 | 0.5224 |
345 | 75.82 | 63.9551 | 19.6797 | 108.2305 | 0.2997 | 0.2309 | 0.525 | 0.5135 |
346 | 85.59 | 64.0418 | 18.3791 | 109.7044 | 0.1775 | 0.3066 | 0.5453 | 0.5146 |
347 | 89.35 | 64.4901 | 17.505 | 111.4752 | 0.1499 | 0.1894 | 0.4156 | 0.5216 |
348 | 89.42 | 64.7028 | 16.3337 | 113.0719 | 0.1583 | 0.159 | 0.278 | 0.5244 |
349 | 104.73 | 64.4452 | 14.6522 | 114.2382 | 0.0564 | 0.1628 | 0.2702 | 0.5197 |
350 | 95.32 | 64.1006 | 12.9552 | 115.2459 | 0.1158 | 0.0597 | 0.1285 | 0.5139 |
351 | 89.27 | 64.1043 | 11.7262 | 116.4823 | 0.1732 | 0.1214 | 0.0517 | 0.5136 |
352 | 90.44 | 64.4067 | 10.849 | 117.9644 | 0.1704 | 0.1814 | 0.0952 | 0.5178 |
353 | 86.97 | 64.5935 | 9.8286 | 119.3585 | 0.2116 | 0.1775 | 0.1209 | 0.52 |
354 | 79.98 | 64.4502 | 8.4488 | 120.4516 | 0.2934 | 0.2153 | 0.1814 | 0.5176 |
355 | 81.22 | 64.1971 | 6.9974 | 121.3969 | 0.2798 | 0.2943 | 0.2866 | 0.5138 |
356 | 87.35 | 64.1619 | 5.8408 | 122.483 | 0.2179 | 0.2832 | 0.2906 | 0.513 |
357 | 83.64 | 64.3587 | 4.9603 | 123.7571 | 0.2623 | 0.224 | 0.3526 | 0.5154 |
358 | 82.22 | 64.5138 | 4.0283 | 124.9993 | 0.2831 | 0.2677 | 0.2473 | 0.5171 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
331 | 0.0776 | -0.1421 | 0 | 82.221 | 0 | 0 |
332 | 0.1148 | -0.146 | 0.1441 | 90.8779 | 86.5494 | 9.3032 |
333 | 0.1473 | -0.0407 | 0.1096 | 7.049 | 60.0493 | 7.7491 |
334 | 0.1806 | -0.044 | 0.0932 | 7.9878 | 47.0339 | 6.8581 |
335 | 0.2049 | 0.0973 | 0.094 | 38.1056 | 45.2483 | 6.7267 |
336 | 0.2206 | 0.2389 | 0.1182 | 233.3994 | 76.6068 | 8.7525 |
337 | 0.2334 | 0.2338 | 0.1347 | 229.8544 | 98.4993 | 9.9247 |
338 | 0.2505 | 0.4404 | 0.1729 | 820.2947 | 188.7237 | 13.7377 |
339 | 0.2711 | 0.6732 | 0.2285 | 1875.1691 | 376.1065 | 19.3935 |
340 | 0.2892 | 0.5713 | 0.2628 | 1326.7683 | 471.1727 | 21.7065 |
341 | 0.3011 | 0.5209 | 0.2862 | 1110.6756 | 529.3093 | 23.0067 |
342 | 0.3103 | 0.3994 | 0.2957 | 666.43 | 540.7361 | 23.2537 |
343 | 0.3224 | 0.2436 | 0.2917 | 249.5519 | 518.3373 | 22.767 |
344 | 0.3382 | 0.2509 | 0.2888 | 261.2662 | 499.9751 | 22.3601 |
345 | 0.3532 | 0.1855 | 0.2819 | 140.7763 | 476.0285 | 21.8181 |
346 | 0.3638 | 0.3365 | 0.2853 | 464.3265 | 475.2971 | 21.8013 |
347 | 0.3717 | 0.3855 | 0.2912 | 618.0141 | 483.6922 | 21.993 |
348 | 0.3814 | 0.382 | 0.2962 | 610.9404 | 490.7616 | 22.1531 |
349 | 0.3942 | 0.6251 | 0.3135 | 1622.8659 | 550.346 | 23.4595 |
350 | 0.4071 | 0.487 | 0.3222 | 974.6533 | 571.5614 | 23.9073 |
351 | 0.4169 | 0.3926 | 0.3256 | 633.3132 | 574.5019 | 23.9688 |
352 | 0.4243 | 0.4042 | 0.3291 | 677.7327 | 579.1942 | 24.0665 |
353 | 0.4326 | 0.3464 | 0.3299 | 500.7056 | 575.7817 | 23.9955 |
354 | 0.4433 | 0.241 | 0.3262 | 241.1746 | 561.8397 | 23.7032 |
355 | 0.4546 | 0.2652 | 0.3237 | 289.7777 | 550.9572 | 23.4725 |
356 | 0.4638 | 0.3614 | 0.3252 | 537.6879 | 550.4469 | 23.4616 |
357 | 0.4709 | 0.2996 | 0.3242 | 371.7687 | 543.8292 | 23.3201 |
358 | 0.4783 | 0.2745 | 0.3225 | 313.5099 | 535.6035 | 23.1431 |