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[348]) |
347 | 329.3 | - | - | - | - | - | - | - |
348 | 323.5 | - | - | - | - | - | - | - |
349 | 323.2 | 307.9382 | 210.4924 | 405.384 | 0.3794 | 0.3771 | 0.3771 | 0.3771 |
350 | 317.4 | 307.9382 | 210.4924 | 405.384 | 0.4245 | 0.3794 | 0.3794 | 0.3771 |
351 | 330.1 | 307.9382 | 210.4924 | 405.384 | 0.3279 | 0.4245 | 0.4245 | 0.3771 |
352 | 329.2 | 307.9382 | 210.4924 | 405.384 | 0.3345 | 0.3279 | 0.3279 | 0.3771 |
353 | 334.9 | 307.9382 | 210.4924 | 405.384 | 0.2938 | 0.3345 | 0.3345 | 0.3771 |
354 | 315.8 | 307.9382 | 210.4924 | 405.384 | 0.4372 | 0.2938 | 0.2938 | 0.3771 |
355 | 315.4 | 307.9382 | 210.4924 | 405.384 | 0.4403 | 0.4372 | 0.4372 | 0.3771 |
356 | 319.6 | 307.9382 | 210.4924 | 405.384 | 0.4073 | 0.4403 | 0.4403 | 0.3771 |
357 | 317.3 | 307.9382 | 210.4924 | 405.384 | 0.4253 | 0.4073 | 0.4073 | 0.3771 |
358 | 313.8 | 307.9382 | 210.4924 | 405.384 | 0.4531 | 0.4253 | 0.4253 | 0.3771 |
359 | 315.8 | 307.9382 | 210.4924 | 405.384 | 0.4372 | 0.4531 | 0.4531 | 0.3771 |
360 | 311.3 | 307.9382 | 210.4924 | 405.384 | 0.473 | 0.4372 | 0.4372 | 0.3771 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
349 | 0.1615 | 0.0496 | 0 | 232.922 | 0 | 0 |
350 | 0.1615 | 0.0307 | 0.0401 | 89.5253 | 161.2236 | 12.6974 |
351 | 0.1615 | 0.072 | 0.0508 | 491.1446 | 271.1973 | 16.4681 |
352 | 0.1615 | 0.069 | 0.0553 | 452.0634 | 316.4138 | 17.788 |
353 | 0.1615 | 0.0876 | 0.0618 | 726.9377 | 398.5186 | 19.9629 |
354 | 0.1615 | 0.0255 | 0.0557 | 61.8076 | 342.4001 | 18.5041 |
355 | 0.1615 | 0.0242 | 0.0512 | 55.6782 | 301.4398 | 17.362 |
356 | 0.1615 | 0.0379 | 0.0496 | 135.9972 | 280.7595 | 16.7559 |
357 | 0.1615 | 0.0304 | 0.0474 | 87.643 | 259.3021 | 16.1029 |
358 | 0.1615 | 0.019 | 0.0446 | 34.3605 | 236.8079 | 15.3886 |
359 | 0.1615 | 0.0255 | 0.0429 | 61.8076 | 220.8988 | 14.8627 |
360 | 0.1615 | 0.0109 | 0.0402 | 11.3016 | 203.4324 | 14.263 |