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[105]) |
93 | 266.48 | - | - | - | - | - | - | - |
94 | 282.98 | - | - | - | - | - | - | - |
95 | 306.31 | - | - | - | - | - | - | - |
96 | 301.73 | - | - | - | - | - | - | - |
97 | 314.62 | - | - | - | - | - | - | - |
98 | 332.62 | - | - | - | - | - | - | - |
99 | 355.51 | - | - | - | - | - | - | - |
100 | 370.32 | - | - | - | - | - | - | - |
101 | 408.13 | - | - | - | - | - | - | - |
102 | 433.58 | - | - | - | - | - | - | - |
103 | 440.51 | - | - | - | - | - | - | - |
104 | 386.29 | - | - | - | - | - | - | - |
105 | 342.84 | - | - | - | - | - | - | - |
106 | 254.97 | 338.6286 | 281.2533 | 419.1936 | 0.0209 | 0.4592 | 0.9121 | 0.4592 |
107 | 203.42 | 339.1741 | 258.4194 | 474.6939 | 0.0248 | 0.8884 | 0.6827 | 0.4789 |
108 | 170.09 | 338.8421 | 242.681 | 524.2038 | 0.0372 | 0.9239 | 0.6526 | 0.4831 |
109 | 174.03 | 339.4921 | 231.2819 | 574.7103 | 0.084 | 0.921 | 0.5821 | 0.4889 |
110 | 167.85 | 340.2756 | 222.1602 | 626.5721 | 0.1189 | 0.8725 | 0.5209 | 0.493 |
111 | 177.01 | 341.1884 | 214.5664 | 681.0289 | 0.1718 | 0.8413 | 0.4671 | 0.4962 |
112 | 188.19 | 341.7173 | 207.8579 | 737.2171 | 0.2234 | 0.7928 | 0.4436 | 0.4978 |
113 | 211.2 | 342.974 | 202.2571 | 800.0224 | 0.286 | 0.7466 | 0.39 | 0.5002 |
114 | 240.91 | 343.7053 | 197.0617 | 865.4304 | 0.3497 | 0.6907 | 0.3678 | 0.5013 |
115 | 230.26 | 343.8762 | 192.1673 | 933.1444 | 0.3528 | 0.634 | 0.3739 | 0.5014 |
116 | 251.25 | 342.2549 | 187.0695 | 995.2432 | 0.3924 | 0.6316 | 0.4474 | 0.4993 |
117 | 241.66 | 340.6223 | 182.3814 | 1060.6886 | 0.3938 | 0.5961 | 0.4976 | 0.4976 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
106 | 0.1214 | -0.2471 | 0.0206 | 6998.7604 | 583.23 | 24.1502 |
107 | 0.2039 | -0.4002 | 0.0334 | 18429.186 | 1535.7655 | 39.1888 |
108 | 0.2791 | -0.498 | 0.0415 | 28477.2604 | 2373.105 | 48.7145 |
109 | 0.3535 | -0.4874 | 0.0406 | 27377.6987 | 2281.4749 | 47.7648 |
110 | 0.4293 | -0.5067 | 0.0422 | 29730.5968 | 2477.5497 | 49.775 |
111 | 0.5082 | -0.4812 | 0.0401 | 26954.5493 | 2246.2124 | 47.3942 |
112 | 0.5905 | -0.4493 | 0.0374 | 23570.6296 | 1964.2191 | 44.3195 |
113 | 0.6799 | -0.3842 | 0.032 | 17364.3928 | 1447.0327 | 38.0399 |
114 | 0.7745 | -0.2991 | 0.0249 | 10566.8766 | 880.573 | 29.6745 |
115 | 0.8743 | -0.3304 | 0.0275 | 12908.6352 | 1075.7196 | 32.7982 |
116 | 0.9734 | -0.2659 | 0.0222 | 8281.8851 | 690.1571 | 26.2708 |
117 | 1.0786 | -0.2905 | 0.0242 | 9793.5421 | 816.1285 | 28.568 |