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[360]) |
348 | 702.2 | - | - | - | - | - | - | - |
349 | 784.8 | - | - | - | - | - | - | - |
350 | 810.9 | - | - | - | - | - | - | - |
351 | 755.6 | - | - | - | - | - | - | - |
352 | 656.8 | - | - | - | - | - | - | - |
353 | 615.1 | - | - | - | - | - | - | - |
354 | 745.3 | - | - | - | - | - | - | - |
355 | 694.1 | - | - | - | - | - | - | - |
356 | 675.7 | - | - | - | - | - | - | - |
357 | 643.7 | - | - | - | - | - | - | - |
358 | 622.1 | - | - | - | - | - | - | - |
359 | 634.6 | - | - | - | - | - | - | - |
360 | 588 | - | - | - | - | - | - | - |
361 | 689.7 | 682.1709 | 624.8464 | 742.5403 | 0.4034 | 0.9989 | 4e-04 | 0.9989 |
362 | 673.9 | 681.2748 | 597.5576 | 771.6611 | 0.4365 | 0.4275 | 0.0025 | 0.9784 |
363 | 647.9 | 638.1801 | 532.4099 | 755.6482 | 0.4356 | 0.2756 | 0.025 | 0.7988 |
364 | 568.8 | 571.3091 | 451.0132 | 709.0478 | 0.4858 | 0.1379 | 0.1119 | 0.4061 |
365 | 545.7 | 532.4614 | 398.3753 | 690.5118 | 0.4348 | 0.3261 | 0.1527 | 0.2455 |
366 | 632.6 | 650.0103 | 477.9122 | 854.762 | 0.4338 | 0.841 | 0.1808 | 0.7236 |
367 | 643.8 | 617.9507 | 433.5375 | 842.837 | 0.4109 | 0.4492 | 0.2534 | 0.603 |
368 | 593.1 | 585.9433 | 391.9285 | 828.4475 | 0.4769 | 0.32 | 0.2341 | 0.4934 |
369 | 579.7 | 569.0501 | 364.375 | 830.613 | 0.4682 | 0.4285 | 0.288 | 0.4435 |
370 | 546 | 547.0924 | 334.7229 | 824.7283 | 0.4969 | 0.409 | 0.2982 | 0.3864 |
371 | 562.9 | 565.2105 | 335.9733 | 869.1838 | 0.4941 | 0.5493 | 0.3273 | 0.4416 |
372 | 572.5 | 552.7955 | 315.6381 | 873.4748 | 0.4521 | 0.4754 | 0.4148 | 0.4148 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
361 | 0.0452 | 0.011 | 0 | 56.6867 | 0 | 0 |
362 | 0.0677 | -0.0108 | 0.0109 | 54.3871 | 55.5369 | 7.4523 |
363 | 0.0939 | 0.0152 | 0.0124 | 94.4769 | 68.5169 | 8.2775 |
364 | 0.123 | -0.0044 | 0.0104 | 6.2955 | 52.9616 | 7.2775 |
365 | 0.1514 | 0.0249 | 0.0133 | 175.2596 | 77.4212 | 8.7989 |
366 | 0.1607 | -0.0268 | 0.0155 | 303.1185 | 115.0374 | 10.7255 |
367 | 0.1857 | 0.0418 | 0.0193 | 668.1841 | 194.0583 | 13.9305 |
368 | 0.2112 | 0.0122 | 0.0184 | 51.2178 | 176.2033 | 13.2742 |
369 | 0.2345 | 0.0187 | 0.0184 | 113.4213 | 169.2275 | 13.0087 |
370 | 0.2589 | -0.002 | 0.0168 | 1.1934 | 152.4241 | 12.346 |
371 | 0.2744 | -0.0041 | 0.0156 | 5.3386 | 139.0527 | 11.7921 |
372 | 0.296 | 0.0356 | 0.0173 | 388.2672 | 159.8205 | 12.642 |