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[347]) |
346 | 506 | - | - | - | - | - | - | - |
347 | 502 | - | - | - | - | - | - | - |
348 | 516 | 489.2535 | 458.7163 | 519.7908 | 0.043 | 0.2066 | 0.2066 | 0.2066 |
349 | 528 | 473.8027 | 426.9429 | 520.6625 | 0.0117 | 0.0388 | 0.0388 | 0.1191 |
350 | 533 | 463.5648 | 409.5713 | 517.5583 | 0.0059 | 0.0097 | 0.0097 | 0.0815 |
351 | 536 | 458.7874 | 400.5749 | 516.9999 | 0.0047 | 0.0062 | 0.0062 | 0.0728 |
352 | 537 | 460.0826 | 399.4353 | 520.7299 | 0.0065 | 0.0071 | 0.0071 | 0.0878 |
353 | 524 | 466.0276 | 403.4979 | 528.5573 | 0.0346 | 0.0131 | 0.0131 | 0.1298 |
354 | 536 | 474.1903 | 409.4666 | 538.9141 | 0.0306 | 0.0657 | 0.0657 | 0.1999 |
355 | 587 | 481.7216 | 413.6164 | 549.8267 | 0.0012 | 0.0591 | 0.0591 | 0.2797 |
356 | 597 | 486.1412 | 412.6568 | 559.6255 | 0.0016 | 0.0036 | 0.0036 | 0.3362 |
357 | 581 | 485.9479 | 404.7949 | 567.1009 | 0.0108 | 0.0037 | 0.0037 | 0.3491 |
358 | 564 | 480.938 | 390.3685 | 571.5076 | 0.0361 | 0.0152 | 0.0152 | 0.3243 |
359 | 558 | 472.1653 | 371.5559 | 572.7748 | 0.0472 | 0.0368 | 0.0368 | 0.2805 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
348 | 0.0318 | 0.0547 | 0 | 715.373 | 0 | 0 |
349 | 0.0505 | 0.1144 | 0.0845 | 2937.3471 | 1826.3601 | 42.7359 |
350 | 0.0594 | 0.1498 | 0.1063 | 4821.2493 | 2824.6565 | 53.1475 |
351 | 0.0647 | 0.1683 | 0.1218 | 5961.7868 | 3608.9391 | 60.0744 |
352 | 0.0673 | 0.1672 | 0.1309 | 5916.286 | 4070.4084 | 63.7998 |
353 | 0.0685 | 0.1244 | 0.1298 | 3360.7968 | 3952.1398 | 62.866 |
354 | 0.0696 | 0.1303 | 0.1299 | 3820.4333 | 3933.3246 | 62.7162 |
355 | 0.0721 | 0.2185 | 0.141 | 11083.5467 | 4827.1024 | 69.4774 |
356 | 0.0771 | 0.228 | 0.1506 | 12289.6798 | 5656.2777 | 75.2082 |
357 | 0.0852 | 0.1956 | 0.1551 | 9034.9002 | 5994.1399 | 77.4218 |
358 | 0.0961 | 0.1727 | 0.1567 | 6899.2929 | 6076.4265 | 77.9514 |
359 | 0.1087 | 0.1818 | 0.1588 | 7367.5878 | 6184.0233 | 78.6386 |