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 | 334.4646 | 312.7743 | 356.155 | 0 | 0.2246 | 1 | 0.2246 |
107 | 203.42 | 344.5283 | 306.931 | 382.1255 | 0 | 1 | 0.9768 | 0.5351 |
108 | 170.09 | 356.3659 | 307.0342 | 405.6975 | 0 | 1 | 0.985 | 0.7045 |
109 | 174.03 | 363.1492 | 305.6192 | 420.6791 | 0 | 1 | 0.9509 | 0.7555 |
110 | 167.85 | 365.9171 | 301.9046 | 429.9295 | 0 | 1 | 0.846 | 0.7601 |
111 | 177.01 | 367.5691 | 297.6716 | 437.4667 | 0 | 1 | 0.6324 | 0.756 |
112 | 188.19 | 369.7825 | 294.1368 | 445.4283 | 0 | 1 | 0.4944 | 0.7574 |
113 | 211.2 | 372.7501 | 291.4327 | 454.0674 | 0 | 1 | 0.1969 | 0.7645 |
114 | 240.91 | 376.0526 | 289.1977 | 462.9074 | 0.0011 | 0.9999 | 0.0971 | 0.7732 |
115 | 230.26 | 379.337 | 287.1112 | 471.5627 | 8e-04 | 0.9984 | 0.0968 | 0.781 |
116 | 251.25 | 382.4982 | 285.054 | 479.9424 | 0.0041 | 0.9989 | 0.4696 | 0.7875 |
117 | 241.66 | 385.5806 | 283.0369 | 488.1243 | 0.003 | 0.9949 | 0.793 | 0.793 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
106 | 0.0331 | -0.2377 | 0.0198 | 6319.3959 | 526.6163 | 22.9481 |
107 | 0.0557 | -0.4096 | 0.0341 | 19911.5446 | 1659.2954 | 40.7344 |
108 | 0.0706 | -0.5227 | 0.0436 | 34698.6972 | 2891.5581 | 53.7732 |
109 | 0.0808 | -0.5208 | 0.0434 | 35766.0565 | 2980.5047 | 54.594 |
110 | 0.0893 | -0.5413 | 0.0451 | 39230.567 | 3269.2139 | 57.177 |
111 | 0.097 | -0.5184 | 0.0432 | 36312.7879 | 3026.0657 | 55.0097 |
112 | 0.1044 | -0.4911 | 0.0409 | 32975.8527 | 2747.9877 | 52.4213 |
113 | 0.1113 | -0.4334 | 0.0361 | 26098.4211 | 2174.8684 | 46.6355 |
114 | 0.1178 | -0.3594 | 0.0299 | 18263.5171 | 1521.9598 | 39.0123 |
115 | 0.124 | -0.393 | 0.0327 | 22223.9381 | 1851.9948 | 43.0348 |
116 | 0.13 | -0.3431 | 0.0286 | 17226.0958 | 1435.508 | 37.8881 |
117 | 0.1357 | -0.3733 | 0.0311 | 20713.1368 | 1726.0947 | 41.5463 |