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[371]) |
370 | 83.87 | - | - | - | - | - | - | - |
371 | 79.62 | - | - | - | - | - | - | - |
372 | 80.13 | 79.9389 | 75.9388 | 83.939 | 0.4627 | 0.5621 | 0.5621 | 0.5621 |
373 | 79.76 | 79.5575 | 74.5806 | 84.5344 | 0.4682 | 0.4108 | 0.4108 | 0.4902 |
374 | 78.2 | 79.4986 | 73.7561 | 85.2411 | 0.3288 | 0.4645 | 0.4645 | 0.4835 |
375 | 78.05 | 79.454 | 73.1228 | 85.7853 | 0.3319 | 0.6511 | 0.6511 | 0.4795 |
376 | 79.05 | 79.4397 | 72.598 | 86.2814 | 0.4556 | 0.6547 | 0.6547 | 0.4794 |
377 | 73.32 | 79.4334 | 72.1299 | 86.7368 | 0.0504 | 0.541 | 0.541 | 0.48 |
378 | 75.17 | 79.431 | 71.6983 | 87.1637 | 0.1401 | 0.9393 | 0.9393 | 0.4809 |
379 | 73.26 | 79.4301 | 71.2928 | 87.5674 | 0.0686 | 0.8476 | 0.8476 | 0.4818 |
380 | 73.72 | 79.4297 | 70.9078 | 87.9517 | 0.0946 | 0.9221 | 0.9221 | 0.4825 |
381 | 73.57 | 79.4296 | 70.5399 | 88.3193 | 0.0982 | 0.896 | 0.896 | 0.4833 |
382 | 70.6 | 79.4295 | 70.1868 | 88.6723 | 0.0306 | 0.893 | 0.893 | 0.4839 |
383 | 71.25 | 79.4295 | 69.8468 | 89.0122 | 0.0472 | 0.9645 | 0.9645 | 0.4845 |
384 | 74.22 | 79.4295 | 69.5185 | 89.3405 | 0.1515 | 0.9471 | 0.9471 | 0.485 |
385 | 73.32 | 79.4295 | 69.2007 | 89.6583 | 0.1209 | 0.8409 | 0.8409 | 0.4854 |
386 | 73.01 | 79.4295 | 68.8925 | 89.9665 | 0.1162 | 0.8721 | 0.8721 | 0.4859 |
387 | 74.21 | 79.4295 | 68.5931 | 90.2659 | 0.1726 | 0.8772 | 0.8772 | 0.4863 |
388 | 75.32 | 79.4295 | 68.3017 | 90.5573 | 0.2346 | 0.821 | 0.821 | 0.4866 |
389 | 71.73 | 79.4295 | 68.0178 | 90.8413 | 0.093 | 0.7598 | 0.7598 | 0.487 |
390 | 71.94 | 79.4295 | 67.7407 | 91.1183 | 0.1046 | 0.9017 | 0.9017 | 0.4873 |
391 | 72.94 | 79.4295 | 67.4701 | 91.3889 | 0.1438 | 0.8902 | 0.8902 | 0.4875 |
392 | 72.47 | 79.4295 | 67.2054 | 91.6536 | 0.1322 | 0.851 | 0.851 | 0.4878 |
393 | 71.94 | 79.4295 | 66.9464 | 91.9126 | 0.1198 | 0.8627 | 0.8627 | 0.4881 |
394 | 74.3 | 79.4295 | 66.6927 | 92.1664 | 0.215 | 0.8754 | 0.8754 | 0.4883 |
395 | 74.3 | 79.4295 | 66.4439 | 92.4152 | 0.2194 | 0.7806 | 0.7806 | 0.4885 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
372 | 0.0255 | 0.0024 | 1e-04 | 0.0365 | 0.0015 | 0.039 |
373 | 0.0319 | 0.0025 | 1e-04 | 0.041 | 0.0017 | 0.0413 |
374 | 0.0369 | -0.0163 | 7e-04 | 1.6863 | 0.0703 | 0.2651 |
375 | 0.0407 | -0.0177 | 7e-04 | 1.9713 | 0.0821 | 0.2866 |
376 | 0.0439 | -0.0049 | 2e-04 | 0.1519 | 0.0063 | 0.0796 |
377 | 0.0469 | -0.077 | 0.0032 | 37.3734 | 1.5572 | 1.2479 |
378 | 0.0497 | -0.0536 | 0.0022 | 18.1562 | 0.7565 | 0.8698 |
379 | 0.0523 | -0.0777 | 0.0032 | 38.0699 | 1.5862 | 1.2595 |
380 | 0.0547 | -0.0719 | 0.003 | 32.601 | 1.3584 | 1.1655 |
381 | 0.0571 | -0.0738 | 0.0031 | 34.3348 | 1.4306 | 1.1961 |
382 | 0.0594 | -0.1112 | 0.0046 | 77.9608 | 3.2484 | 1.8023 |
383 | 0.0616 | -0.103 | 0.0043 | 66.9046 | 2.7877 | 1.6696 |
384 | 0.0637 | -0.0656 | 0.0027 | 27.139 | 1.1308 | 1.0634 |
385 | 0.0657 | -0.0769 | 0.0032 | 37.3261 | 1.5553 | 1.2471 |
386 | 0.0677 | -0.0808 | 0.0034 | 41.2101 | 1.7171 | 1.3104 |
387 | 0.0696 | -0.0657 | 0.0027 | 27.2433 | 1.1351 | 1.0654 |
388 | 0.0715 | -0.0517 | 0.0022 | 16.8881 | 0.7037 | 0.8389 |
389 | 0.0733 | -0.0969 | 0.004 | 59.2825 | 2.4701 | 1.5717 |
390 | 0.0751 | -0.0943 | 0.0039 | 56.0928 | 2.3372 | 1.5288 |
391 | 0.0768 | -0.0817 | 0.0034 | 42.1137 | 1.7547 | 1.3247 |
392 | 0.0785 | -0.0876 | 0.0037 | 48.4348 | 2.0181 | 1.4206 |
393 | 0.0802 | -0.0943 | 0.0039 | 56.0928 | 2.3372 | 1.5288 |
394 | 0.0818 | -0.0646 | 0.0027 | 26.3119 | 1.0963 | 1.0471 |
395 | 0.0834 | -0.0646 | 0.0027 | 26.3119 | 1.0963 | 1.0471 |