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[366]) |
354 | 745.3 | - | - | - | - | - | - | - |
355 | 694.1 | - | - | - | - | - | - | - |
356 | 675.7 | - | - | - | - | - | - | - |
357 | 643.7 | - | - | - | - | - | - | - |
358 | 622.1 | - | - | - | - | - | - | - |
359 | 634.6 | - | - | - | - | - | - | - |
360 | 588 | - | - | - | - | - | - | - |
361 | 689.7 | - | - | - | - | - | - | - |
362 | 673.9 | - | - | - | - | - | - | - |
363 | 647.9 | - | - | - | - | - | - | - |
364 | 568.8 | - | - | - | - | - | - | - |
365 | 545.7 | - | - | - | - | - | - | - |
366 | 632.6 | - | - | - | - | - | - | - |
367 | 643.8 | 538.1 | 470.3921 | 605.8079 | 0.0011 | 0.0031 | 0 | 0.0031 |
368 | 593.1 | 476.4 | 325.0006 | 627.7994 | 0.0654 | 0.0151 | 0.0049 | 0.0216 |
369 | 579.7 | 401.1 | 147.7604 | 654.4396 | 0.0835 | 0.0687 | 0.0303 | 0.0366 |
370 | 546 | 336.2 | -34.6513 | 707.0513 | 0.1338 | 0.0991 | 0.0654 | 0.0586 |
371 | 562.9 | 305.4 | -196.735 | 807.535 | 0.1574 | 0.1738 | 0.0994 | 0.1008 |
372 | 572.5 | 215.5 | -430.3919 | 861.3919 | 0.1393 | 0.1459 | 0.1292 | 0.1028 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
367 | 0.0642 | 0.1964 | 0 | 11172.49 | 0 | 0 |
368 | 0.1621 | 0.245 | 0.2207 | 13618.89 | 12395.69 | 111.3359 |
369 | 0.3223 | 0.4453 | 0.2956 | 31897.96 | 18896.4467 | 137.4643 |
370 | 0.5628 | 0.624 | 0.3777 | 44016.04 | 25176.345 | 158.6706 |
371 | 0.8389 | 0.8432 | 0.4708 | 66306.25 | 33402.326 | 182.763 |
372 | 1.5292 | 1.6566 | 0.6684 | 127449 | 49076.7717 | 221.5328 |