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[143]) |
142 | 527 | - | - | - | - | - | - | - |
143 | 510 | - | - | - | - | - | - | - |
144 | 514 | 508.383 | 473.4173 | 543.3488 | 0.3764 | 0.4639 | 0.4639 | 0.4639 |
145 | 517 | 510.8913 | 456.4739 | 565.3088 | 0.4129 | 0.4554 | 0.4554 | 0.5128 |
146 | 508 | 513.5325 | 446.3173 | 580.7477 | 0.4359 | 0.4597 | 0.4597 | 0.541 |
147 | 493 | 515.1973 | 439.1791 | 591.2154 | 0.2836 | 0.5736 | 0.5736 | 0.5533 |
148 | 490 | 515.8114 | 433.2475 | 598.3752 | 0.27 | 0.7059 | 0.7059 | 0.5549 |
149 | 469 | 515.597 | 427.7283 | 603.4657 | 0.1493 | 0.716 | 0.716 | 0.5497 |
150 | 478 | 514.8053 | 422.2973 | 607.3133 | 0.2178 | 0.8341 | 0.8341 | 0.5405 |
151 | 528 | 513.6372 | 416.8306 | 610.4439 | 0.3856 | 0.7647 | 0.7647 | 0.5294 |
152 | 534 | 512.234 | 411.2843 | 613.1836 | 0.3363 | 0.3798 | 0.3798 | 0.5173 |
153 | 518 | 510.6878 | 405.645 | 615.7306 | 0.4457 | 0.3318 | 0.3318 | 0.5051 |
154 | 506 | 509.0567 | 399.9108 | 618.2026 | 0.4781 | 0.4362 | 0.4362 | 0.4932 |
155 | 502 | 507.3759 | 394.0833 | 620.6685 | 0.4629 | 0.5095 | 0.5095 | 0.4819 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
144 | 0.0351 | 0.011 | 9e-04 | 31.5504 | 2.6292 | 1.6215 |
145 | 0.0543 | 0.012 | 0.001 | 37.3157 | 3.1096 | 1.7634 |
146 | 0.0668 | -0.0108 | 9e-04 | 30.6081 | 2.5507 | 1.5971 |
147 | 0.0753 | -0.0431 | 0.0036 | 492.7185 | 41.0599 | 6.4078 |
148 | 0.0817 | -0.05 | 0.0042 | 666.2261 | 55.5188 | 7.4511 |
149 | 0.0869 | -0.0904 | 0.0075 | 2171.2792 | 180.9399 | 13.4514 |
150 | 0.0917 | -0.0715 | 0.006 | 1354.6289 | 112.8857 | 10.6248 |
151 | 0.0962 | 0.028 | 0.0023 | 206.2888 | 17.1907 | 4.1462 |
152 | 0.1005 | 0.0425 | 0.0035 | 473.7603 | 39.48 | 6.2833 |
153 | 0.1049 | 0.0143 | 0.0012 | 53.4679 | 4.4557 | 2.1108 |
154 | 0.1094 | -0.006 | 5e-04 | 9.3435 | 0.7786 | 0.8824 |
155 | 0.1139 | -0.0106 | 9e-04 | 28.9002 | 2.4084 | 1.5519 |