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[174]) |
162 | 366.3 | - | - | - | - | - | - | - |
163 | 391 | - | - | - | - | - | - | - |
164 | 380.9 | - | - | - | - | - | - | - |
165 | 431.4 | - | - | - | - | - | - | - |
166 | 465.4 | - | - | - | - | - | - | - |
167 | 471.5 | - | - | - | - | - | - | - |
168 | 387.5 | - | - | - | - | - | - | - |
169 | 446.4 | - | - | - | - | - | - | - |
170 | 421.5 | - | - | - | - | - | - | - |
171 | 504.8 | - | - | - | - | - | - | - |
172 | 492.1 | - | - | - | - | - | - | - |
173 | 421.3 | - | - | - | - | - | - | - |
174 | 396.7 | - | - | - | - | - | - | - |
175 | 428 | 417.9624 | 391.1409 | 446.6231 | 0.2462 | 0.927 | 0.9674 | 0.927 |
176 | 421.9 | 405.5914 | 377.8742 | 435.3416 | 0.1413 | 0.0699 | 0.9481 | 0.721 |
177 | 465.6 | 454.3399 | 421.4125 | 489.84 | 0.2671 | 0.9634 | 0.8973 | 0.9993 |
178 | 525.8 | 497.1347 | 459.1054 | 538.314 | 0.0862 | 0.9333 | 0.9345 | 1 |
179 | 499.9 | 491.9947 | 453.7591 | 533.4522 | 0.3543 | 0.055 | 0.8337 | 1 |
180 | 435.3 | 399.0994 | 368.0076 | 432.8182 | 0.0177 | 0 | 0.7499 | 0.5555 |
181 | 479.5 | 468.8919 | 432.3001 | 508.581 | 0.3002 | 0.9514 | 0.8667 | 0.9998 |
182 | 473 | 435.2677 | 401.2277 | 472.1957 | 0.0226 | 0.0094 | 0.7675 | 0.9797 |
183 | 554.4 | 514.9902 | 474.6723 | 558.7326 | 0.0387 | 0.97 | 0.676 | 1 |
184 | 489.6 | 491.3766 | 452.8959 | 533.1269 | 0.4668 | 0.0015 | 0.4865 | 1 |
185 | 462.2 | 446.9914 | 411.9803 | 484.9779 | 0.2163 | 0.014 | 0.9075 | 0.9953 |
186 | 420.3 | 404.2912 | 372.6177 | 438.657 | 0.1806 | 5e-04 | 0.6675 | 0.6675 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
175 | 0.035 | 0.024 | 0 | 100.7543 | 0 | 0 |
176 | 0.0374 | 0.0402 | 0.0321 | 265.97 | 183.3621 | 13.5411 |
177 | 0.0399 | 0.0248 | 0.0297 | 126.791 | 164.5051 | 12.826 |
178 | 0.0423 | 0.0577 | 0.0367 | 821.7021 | 328.8043 | 18.133 |
179 | 0.043 | 0.0161 | 0.0325 | 62.4934 | 275.5421 | 16.5995 |
180 | 0.0431 | 0.0907 | 0.0422 | 1310.4816 | 448.0321 | 21.1668 |
181 | 0.0432 | 0.0226 | 0.0394 | 112.5317 | 400.1034 | 20.0026 |
182 | 0.0433 | 0.0867 | 0.0453 | 1423.7274 | 528.0564 | 22.9795 |
183 | 0.0433 | 0.0765 | 0.0488 | 1553.1337 | 641.9539 | 25.3368 |
184 | 0.0433 | -0.0036 | 0.0443 | 3.1563 | 578.0741 | 24.0432 |
185 | 0.0434 | 0.034 | 0.0434 | 231.3011 | 546.5493 | 23.3784 |
186 | 0.0434 | 0.0396 | 0.043 | 256.2818 | 522.3604 | 22.8552 |