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[331]) |
319 | 294.4 | - | - | - | - | - | - | - |
320 | 292.1 | - | - | - | - | - | - | - |
321 | 291.9 | - | - | - | - | - | - | - |
322 | 282.5 | - | - | - | - | - | - | - |
323 | 277.9 | - | - | - | - | - | - | - |
324 | 287.5 | - | - | - | - | - | - | - |
325 | 289.2 | - | - | - | - | - | - | - |
326 | 285.6 | - | - | - | - | - | - | - |
327 | 293.2 | - | - | - | - | - | - | - |
328 | 290.8 | - | - | - | - | - | - | - |
329 | 283.1 | - | - | - | - | - | - | - |
330 | 275 | - | - | - | - | - | - | - |
331 | 287.8 | - | - | - | - | - | - | - |
332 | 287.8 | 294.9056 | 274.6344 | 315.1767 | 0.246 | 0.754 | 0.6069 | 0.754 |
333 | 287.4 | 295.4533 | 258.3102 | 332.5965 | 0.3354 | 0.6568 | 0.5744 | 0.6568 |
334 | 284 | 297.8645 | 247.8549 | 347.8741 | 0.2934 | 0.6591 | 0.7265 | 0.6534 |
335 | 277.8 | 299.7465 | 237.8695 | 361.6236 | 0.2435 | 0.691 | 0.7555 | 0.6474 |
336 | 277.6 | 300.5624 | 228.1601 | 372.9646 | 0.2671 | 0.7311 | 0.6382 | 0.6351 |
337 | 304.9 | 300.2448 | 218.8999 | 381.5897 | 0.4553 | 0.7073 | 0.6049 | 0.6179 |
338 | 294 | 299.2374 | 210.4635 | 388.0114 | 0.454 | 0.4503 | 0.6183 | 0.5997 |
339 | 300.9 | 298.1514 | 203.1152 | 393.1876 | 0.4774 | 0.5341 | 0.5407 | 0.5845 |
340 | 324 | 297.4648 | 196.8889 | 398.0407 | 0.3025 | 0.4733 | 0.5517 | 0.5747 |
341 | 332.9 | 297.3579 | 191.5745 | 403.1414 | 0.2551 | 0.3108 | 0.6042 | 0.5703 |
342 | 341.6 | 297.718 | 186.8061 | 408.6298 | 0.219 | 0.2671 | 0.656 | 0.5696 |
343 | 333.4 | 298.2665 | 182.2128 | 414.3203 | 0.2765 | 0.2321 | 0.5702 | 0.5702 |
344 | 348.2 | 298.7216 | 177.552 | 419.8913 | 0.2118 | 0.2874 | 0.5701 | 0.5701 |
345 | 344.7 | 298.9172 | 172.7609 | 425.0735 | 0.2385 | 0.2219 | 0.571 | 0.5686 |
346 | 344.7 | 298.8416 | 167.9214 | 429.7619 | 0.2462 | 0.2462 | 0.5879 | 0.5656 |
347 | 329.3 | 298.6004 | 163.1777 | 434.0232 | 0.3284 | 0.2523 | 0.6183 | 0.5621 |
348 | 323.5 | 298.3401 | 158.6557 | 438.0245 | 0.362 | 0.332 | 0.6145 | 0.5588 |
349 | 323.2 | 298.1753 | 154.413 | 441.9377 | 0.3665 | 0.3649 | 0.4635 | 0.5562 |
350 | 317.4 | 298.1495 | 150.4293 | 445.8696 | 0.3992 | 0.3698 | 0.522 | 0.5546 |
351 | 330.1 | 298.2356 | 146.6311 | 449.84 | 0.3402 | 0.4022 | 0.4863 | 0.5537 |
352 | 329.2 | 298.367 | 142.9318 | 453.8022 | 0.3487 | 0.3445 | 0.3733 | 0.553 |
353 | 334.9 | 298.4761 | 139.2674 | 457.6849 | 0.3269 | 0.3526 | 0.3359 | 0.5523 |
354 | 315.8 | 298.5231 | 135.6139 | 461.4324 | 0.4177 | 0.3308 | 0.3021 | 0.5513 |
355 | 315.4 | 298.5051 | 131.9837 | 465.0266 | 0.4212 | 0.4193 | 0.3406 | 0.5501 |
356 | 319.6 | 298.4474 | 128.4082 | 468.4866 | 0.4037 | 0.4225 | 0.2832 | 0.5488 |
357 | 317.3 | 298.385 | 124.9179 | 471.8521 | 0.4154 | 0.4053 | 0.3004 | 0.5476 |
358 | 313.8 | 298.3454 | 121.5281 | 475.1628 | 0.432 | 0.4168 | 0.3037 | 0.5465 |
359 | 315.8 | 298.3392 | 118.2354 | 478.4429 | 0.4246 | 0.4332 | 0.3681 | 0.5457 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
332 | 0.0351 | -0.0241 | 0 | 50.4889 | 0 | 0 |
333 | 0.0641 | -0.0273 | 0.0257 | 64.8563 | 57.6726 | 7.5942 |
334 | 0.0857 | -0.0465 | 0.0326 | 192.2241 | 102.5231 | 10.1254 |
335 | 0.1053 | -0.0732 | 0.0428 | 481.6506 | 197.305 | 14.0465 |
336 | 0.1229 | -0.0764 | 0.0495 | 527.2707 | 263.2981 | 16.2265 |
337 | 0.1382 | 0.0155 | 0.0438 | 21.6709 | 223.0269 | 14.9341 |
338 | 0.1514 | -0.0175 | 0.0401 | 27.4308 | 195.0846 | 13.9673 |
339 | 0.1626 | 0.0092 | 0.0362 | 7.555 | 171.6434 | 13.1013 |
340 | 0.1725 | 0.0892 | 0.0421 | 704.1149 | 230.8069 | 15.1923 |
341 | 0.1815 | 0.1195 | 0.0498 | 1263.2381 | 334.05 | 18.277 |
342 | 0.1901 | 0.1474 | 0.0587 | 1925.6308 | 478.7392 | 21.8801 |
343 | 0.1985 | 0.1178 | 0.0636 | 1234.3594 | 541.7075 | 23.2746 |
344 | 0.207 | 0.1656 | 0.0715 | 2448.1103 | 688.3539 | 26.2365 |
345 | 0.2153 | 0.1532 | 0.0773 | 2096.0632 | 788.9046 | 28.0874 |
346 | 0.2235 | 0.1535 | 0.0824 | 2102.9886 | 876.5102 | 29.6059 |
347 | 0.2314 | 0.1028 | 0.0837 | 942.4628 | 880.6322 | 29.6754 |
348 | 0.2389 | 0.0843 | 0.0837 | 633.0202 | 866.0668 | 29.429 |
349 | 0.246 | 0.0839 | 0.0837 | 626.2334 | 852.7427 | 29.2018 |
350 | 0.2528 | 0.0646 | 0.0827 | 370.5834 | 827.3659 | 28.764 |
351 | 0.2594 | 0.1068 | 0.0839 | 1015.3421 | 836.7647 | 28.9269 |
352 | 0.2658 | 0.1033 | 0.0848 | 950.6743 | 842.189 | 29.0205 |
353 | 0.2721 | 0.122 | 0.0865 | 1326.6982 | 864.2121 | 29.3975 |
354 | 0.2784 | 0.0579 | 0.0853 | 298.4899 | 839.6155 | 28.9761 |
355 | 0.2846 | 0.0566 | 0.0841 | 285.4362 | 816.5247 | 28.5749 |
356 | 0.2907 | 0.0709 | 0.0836 | 447.4328 | 801.761 | 28.3154 |
357 | 0.2966 | 0.0634 | 0.0828 | 357.7777 | 784.6847 | 28.0122 |
358 | 0.3024 | 0.0518 | 0.0816 | 238.8433 | 764.4684 | 27.649 |
359 | 0.308 | 0.0585 | 0.0808 | 304.8803 | 748.0545 | 27.3506 |