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 | 292.1 | - | - | - | - | - | - | - |
320 | 291.9 | - | - | - | - | - | - | - |
321 | 282.5 | - | - | - | - | - | - | - |
322 | 277.9 | - | - | - | - | - | - | - |
323 | 287.5 | - | - | - | - | - | - | - |
324 | 289.2 | - | - | - | - | - | - | - |
325 | 285.6 | - | - | - | - | - | - | - |
326 | 293.2 | - | - | - | - | - | - | - |
327 | 290.8 | - | - | - | - | - | - | - |
328 | 283.1 | - | - | - | - | - | - | - |
329 | 275 | - | - | - | - | - | - | - |
330 | 287.8 | - | - | - | - | - | - | - |
331 | 287.8 | - | - | - | - | - | - | - |
332 | 287.4 | 284.296 | 264.0989 | 304.4931 | 0.3816 | 0.3669 | 0.2303 | 0.3669 |
333 | 284 | 285.5797 | 248.6627 | 322.4967 | 0.4666 | 0.4615 | 0.5649 | 0.4531 |
334 | 277.8 | 286.5592 | 237.159 | 335.9593 | 0.3641 | 0.5404 | 0.6344 | 0.4804 |
335 | 277.6 | 287.0835 | 226.3871 | 347.7798 | 0.3797 | 0.6178 | 0.4946 | 0.4908 |
336 | 304.9 | 286.9713 | 216.2354 | 357.7072 | 0.3097 | 0.6024 | 0.4754 | 0.4908 |
337 | 294 | 286.4031 | 207.1182 | 365.688 | 0.4255 | 0.3237 | 0.5079 | 0.4862 |
338 | 300.9 | 285.7415 | 199.3633 | 372.1197 | 0.3654 | 0.4257 | 0.4328 | 0.4814 |
339 | 324 | 285.3225 | 192.9746 | 377.6704 | 0.2059 | 0.3705 | 0.4537 | 0.479 |
340 | 332.9 | 285.2997 | 187.6436 | 382.9557 | 0.1697 | 0.2187 | 0.5176 | 0.48 |
341 | 341.6 | 285.606 | 182.8853 | 388.3267 | 0.1427 | 0.1834 | 0.5802 | 0.4833 |
342 | 333.4 | 286.0296 | 178.2251 | 393.8341 | 0.1946 | 0.1562 | 0.4872 | 0.4872 |
343 | 348.2 | 286.344 | 173.3735 | 399.3145 | 0.1416 | 0.2071 | 0.4899 | 0.4899 |
344 | 344.7 | 286.4196 | 168.3044 | 404.5348 | 0.1667 | 0.1526 | 0.4935 | 0.4909 |
345 | 344.7 | 286.2672 | 163.1975 | 409.3368 | 0.176 | 0.176 | 0.5144 | 0.4903 |
346 | 329.3 | 286.0047 | 158.294 | 413.7155 | 0.2532 | 0.1838 | 0.5501 | 0.489 |
347 | 323.5 | 285.78 | 153.762 | 417.798 | 0.2877 | 0.2591 | 0.5483 | 0.488 |
348 | 323.2 | 285.6935 | 149.6317 | 421.7552 | 0.2945 | 0.293 | 0.391 | 0.4879 |
349 | 317.4 | 285.7595 | 145.8066 | 425.7124 | 0.3288 | 0.3 | 0.4541 | 0.4886 |
350 | 330.1 | 285.9164 | 142.1282 | 429.7046 | 0.2735 | 0.3339 | 0.4191 | 0.4898 |
351 | 329.2 | 286.0709 | 138.4549 | 433.6869 | 0.2834 | 0.2794 | 0.3073 | 0.4908 |
352 | 334.9 | 286.1493 | 134.7206 | 437.5779 | 0.264 | 0.2887 | 0.2726 | 0.4915 |
353 | 315.8 | 286.1289 | 130.9469 | 441.3109 | 0.3539 | 0.2689 | 0.2418 | 0.4916 |
354 | 315.4 | 286.0389 | 127.2108 | 444.8671 | 0.3586 | 0.3567 | 0.2795 | 0.4913 |
355 | 319.6 | 285.9363 | 123.594 | 448.2787 | 0.3422 | 0.361 | 0.2261 | 0.491 |
356 | 317.3 | 285.8728 | 120.1412 | 451.6044 | 0.3551 | 0.345 | 0.2433 | 0.4909 |
357 | 313.8 | 285.8712 | 116.8452 | 454.8972 | 0.373 | 0.3578 | 0.2476 | 0.4911 |
358 | 315.8 | 285.9201 | 113.6588 | 458.1814 | 0.3669 | 0.3755 | 0.3108 | 0.4915 |
359 | 311.3 | 285.9861 | 110.5233 | 461.4489 | 0.3887 | 0.3696 | 0.3376 | 0.4919 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
332 | 0.0362 | 0.0109 | 0 | 9.6351 | 0 | 0 |
333 | 0.066 | -0.0055 | 0.0082 | 2.4955 | 6.0653 | 2.4628 |
334 | 0.088 | -0.0306 | 0.0157 | 76.7231 | 29.6179 | 5.4422 |
335 | 0.1079 | -0.033 | 0.02 | 89.9361 | 44.6975 | 6.6856 |
336 | 0.1258 | 0.0625 | 0.0285 | 321.4393 | 100.0458 | 10.0023 |
337 | 0.1412 | 0.0265 | 0.0282 | 57.7126 | 92.9903 | 9.6431 |
338 | 0.1542 | 0.053 | 0.0317 | 229.781 | 112.5318 | 10.6081 |
339 | 0.1651 | 0.1356 | 0.0447 | 1495.9489 | 285.459 | 16.8955 |
340 | 0.1746 | 0.1668 | 0.0583 | 2265.7915 | 505.4959 | 22.4832 |
341 | 0.1835 | 0.1961 | 0.0721 | 3135.3285 | 768.4792 | 27.7215 |
342 | 0.1923 | 0.1656 | 0.0806 | 2243.9548 | 902.6133 | 30.0435 |
343 | 0.2013 | 0.216 | 0.0918 | 3826.1688 | 1146.2429 | 33.8562 |
344 | 0.2104 | 0.2035 | 0.1004 | 3396.6036 | 1319.3476 | 36.3228 |
345 | 0.2193 | 0.2041 | 0.1078 | 3414.3946 | 1468.9938 | 38.3275 |
346 | 0.2278 | 0.1514 | 0.1107 | 1874.4787 | 1496.0261 | 38.6785 |
347 | 0.2357 | 0.132 | 0.1121 | 1422.7982 | 1491.4494 | 38.6193 |
348 | 0.243 | 0.1313 | 0.1132 | 1406.7405 | 1486.4665 | 38.5547 |
349 | 0.2499 | 0.1107 | 0.1131 | 1001.1218 | 1459.5029 | 38.2034 |
350 | 0.2566 | 0.1545 | 0.1152 | 1952.1938 | 1485.434 | 38.5413 |
351 | 0.2633 | 0.1508 | 0.117 | 1860.1225 | 1504.1684 | 38.7836 |
352 | 0.27 | 0.1704 | 0.1196 | 2376.6349 | 1545.7145 | 39.3156 |
353 | 0.2767 | 0.1037 | 0.1188 | 880.3758 | 1515.4718 | 38.9291 |
354 | 0.2833 | 0.1026 | 0.1181 | 862.0723 | 1487.0631 | 38.5625 |
355 | 0.2897 | 0.1177 | 0.1181 | 1133.2434 | 1472.3206 | 38.3708 |
356 | 0.2958 | 0.1099 | 0.1178 | 987.6685 | 1452.9346 | 38.1174 |
357 | 0.3017 | 0.0977 | 0.117 | 780.0177 | 1427.0531 | 37.7764 |
358 | 0.3074 | 0.1045 | 0.1166 | 892.8086 | 1407.2663 | 37.5135 |
359 | 0.313 | 0.0885 | 0.1156 | 640.7949 | 1379.8923 | 37.1469 |