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[359]) |
347 | 709.5 | - | - | - | - | - | - | - |
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 | 613.6 | 546.5887 | 680.6113 | 0.227 | 0.2695 | 0.0048 | 0.2695 |
361 | 689.7 | 682.5 | 532.6583 | 832.3417 | 0.4625 | 0.8918 | 0.0904 | 0.7345 |
362 | 673.9 | 694.9 | 444.1668 | 945.6332 | 0.4348 | 0.5162 | 0.1823 | 0.6813 |
363 | 647.9 | 625.9 | 258.8642 | 992.9358 | 0.4532 | 0.3989 | 0.2443 | 0.4815 |
364 | 568.8 | 513.4 | 16.4312 | 1010.3688 | 0.4135 | 0.2979 | 0.2858 | 0.3163 |
365 | 545.7 | 458 | -181.2467 | 1097.2467 | 0.394 | 0.367 | 0.315 | 0.2941 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
360 | 0.0557 | -0.0417 | 0 | 655.36 | 0 | 0 |
361 | 0.112 | 0.0105 | 0.0261 | 51.84 | 353.6 | 18.8043 |
362 | 0.1841 | -0.0302 | 0.0275 | 441 | 382.7333 | 19.5636 |
363 | 0.2992 | 0.0351 | 0.0294 | 484 | 408.05 | 20.2002 |
364 | 0.4939 | 0.1079 | 0.0451 | 3069.16 | 940.272 | 30.6639 |
365 | 0.7121 | 0.1915 | 0.0695 | 7691.29 | 2065.4417 | 45.4471 |