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]) |
336 | 719.5 | - | - | - | - | - | - | - |
337 | 817.4 | - | - | - | - | - | - | - |
338 | 803.3 | - | - | - | - | - | - | - |
339 | 752.5 | - | - | - | - | - | - | - |
340 | 689 | - | - | - | - | - | - | - |
341 | 630.4 | - | - | - | - | - | - | - |
342 | 765.5 | - | - | - | - | - | - | - |
343 | 757.7 | - | - | - | - | - | - | - |
344 | 732.2 | - | - | - | - | - | - | - |
345 | 702.6 | - | - | - | - | - | - | - |
346 | 683.3 | - | - | - | - | - | - | - |
347 | 709.5 | - | - | - | - | - | - | - |
348 | 702.2 | - | - | - | - | - | - | - |
349 | 784.8 | 812.4588 | 771.2999 | 853.6177 | 0.0939 | 1 | 0.407 | 1 |
350 | 810.9 | 812.8519 | 749.5077 | 876.1962 | 0.4759 | 0.8073 | 0.6162 | 0.9997 |
351 | 755.6 | 783.6483 | 696.9569 | 870.3398 | 0.263 | 0.2689 | 0.7594 | 0.9672 |
352 | 656.8 | 732.1489 | 625.4175 | 838.8802 | 0.0832 | 0.3334 | 0.7859 | 0.7088 |
353 | 615.1 | 697.1382 | 571.9823 | 822.294 | 0.0994 | 0.7362 | 0.852 | 0.4684 |
354 | 745.3 | 813.1547 | 671.4277 | 954.8816 | 0.174 | 0.9969 | 0.7451 | 0.9375 |
355 | 694.1 | 792.5109 | 635.5698 | 949.452 | 0.1095 | 0.7223 | 0.6681 | 0.8703 |
356 | 675.7 | 757.6593 | 586.6988 | 928.6198 | 0.1737 | 0.7669 | 0.6148 | 0.7376 |
357 | 643.7 | 745.6685 | 561.6537 | 929.6833 | 0.1387 | 0.7719 | 0.6768 | 0.6783 |
358 | 622.1 | 723.8604 | 527.6127 | 920.1081 | 0.1547 | 0.7883 | 0.6573 | 0.5856 |
359 | 634.6 | 745.47 | 537.6811 | 953.2588 | 0.1478 | 0.8777 | 0.6328 | 0.6584 |
360 | 588 | 746.595 | 527.8599 | 965.3301 | 0.0776 | 0.8422 | 0.6546 | 0.6546 |
361 | 689.7 | 857.2254 | 623.7633 | 1090.6875 | 0.0798 | 0.9881 | 0.7284 | 0.9035 |
362 | 673.9 | 859.7484 | 611.6783 | 1107.8185 | 0.071 | 0.9105 | 0.6502 | 0.8934 |
363 | 647.9 | 830.8961 | 567.8696 | 1093.9226 | 0.0863 | 0.879 | 0.7126 | 0.8312 |
364 | 568.8 | 779.9664 | 502.4742 | 1057.4585 | 0.0679 | 0.8245 | 0.8078 | 0.7086 |
365 | 545.7 | 745.112 | 453.566 | 1036.658 | 0.09 | 0.8821 | 0.809 | 0.6135 |
366 | 632.6 | 861.2885 | 556.2275 | 1166.3495 | 0.0709 | 0.9787 | 0.7719 | 0.8466 |
367 | 643.8 | 840.7029 | 522.618 | 1158.7877 | 0.1125 | 0.9001 | 0.8168 | 0.8033 |
368 | 593.1 | 805.898 | 475.2674 | 1136.5286 | 0.1036 | 0.8317 | 0.7799 | 0.7306 |
369 | 579.7 | 793.9272 | 451.1867 | 1136.6677 | 0.1103 | 0.8746 | 0.8049 | 0.7001 |
370 | 546 | 772.1331 | 417.6855 | 1126.5808 | 0.1056 | 0.8564 | 0.7966 | 0.6505 |
371 | 562.9 | 793.7494 | 427.9625 | 1159.5363 | 0.1081 | 0.9078 | 0.8031 | 0.6881 |
372 | 572.5 | 794.8787 | 418.0903 | 1171.667 | 0.1237 | 0.8862 | 0.8591 | 0.6851 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
349 | 0.0258 | -0.034 | 0 | 765.0071 | 0 | 0 |
350 | 0.0398 | -0.0024 | 0.0182 | 3.8101 | 384.4086 | 19.6063 |
351 | 0.0564 | -0.0358 | 0.0241 | 786.7092 | 518.5088 | 22.7708 |
352 | 0.0744 | -0.1029 | 0.0438 | 5677.4494 | 1808.244 | 42.5235 |
353 | 0.0916 | -0.1177 | 0.0586 | 6730.2619 | 2792.6475 | 52.8455 |
354 | 0.0889 | -0.0834 | 0.0627 | 4604.2571 | 3094.5825 | 55.629 |
355 | 0.101 | -0.1242 | 0.0715 | 9684.703 | 4036.0283 | 63.5297 |
356 | 0.1151 | -0.1082 | 0.0761 | 6717.3315 | 4371.1912 | 66.115 |
357 | 0.1259 | -0.1367 | 0.0828 | 10397.5758 | 5040.7895 | 70.9985 |
358 | 0.1383 | -0.1406 | 0.0886 | 10355.1798 | 5572.2285 | 74.6474 |
359 | 0.1422 | -0.1487 | 0.0941 | 12292.1473 | 6183.1302 | 78.6329 |
360 | 0.1495 | -0.2124 | 0.1039 | 25152.3751 | 7763.9006 | 88.113 |
361 | 0.139 | -0.1954 | 0.111 | 28064.7565 | 9325.5049 | 96.5687 |
362 | 0.1472 | -0.2162 | 0.1185 | 34539.6331 | 11126.5141 | 105.4823 |
363 | 0.1615 | -0.2202 | 0.1253 | 33487.5737 | 12617.2514 | 112.3265 |
364 | 0.1815 | -0.2707 | 0.1344 | 44591.2378 | 14615.6255 | 120.8951 |
365 | 0.1996 | -0.2676 | 0.1422 | 39765.1447 | 16095.009 | 126.8661 |
366 | 0.1807 | -0.2655 | 0.149 | 52298.4331 | 18106.3103 | 134.5597 |
367 | 0.193 | -0.2342 | 0.1535 | 38770.7423 | 19193.912 | 138.5421 |
368 | 0.2093 | -0.2641 | 0.1591 | 45282.9832 | 20498.3656 | 143.1725 |
369 | 0.2203 | -0.2698 | 0.1643 | 45893.3084 | 21707.6486 | 147.3352 |
370 | 0.2342 | -0.2929 | 0.1702 | 51136.1914 | 23045.3096 | 151.8068 |
371 | 0.2351 | -0.2908 | 0.1754 | 53291.4227 | 24360.358 | 156.0781 |
372 | 0.2418 | -0.2798 | 0.1798 | 49452.2735 | 25405.8545 | 159.3921 |