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[120]) |
108 | 385.504 | - | - | - | - | - | - | - |
109 | 311.33 | - | - | - | - | - | - | - |
110 | 300.545 | - | - | - | - | - | - | - |
111 | 329.718 | - | - | - | - | - | - | - |
112 | 331.023 | - | - | - | - | - | - | - |
113 | 348.944 | - | - | - | - | - | - | - |
114 | 345.65 | - | - | - | - | - | - | - |
115 | 349.26 | - | - | - | - | - | - | - |
116 | 354.597 | - | - | - | - | - | - | - |
117 | 325.769 | - | - | - | - | - | - | - |
118 | 339.734 | - | - | - | - | - | - | - |
119 | 340.543 | - | - | - | - | - | - | - |
120 | 401.585 | - | - | - | - | - | - | - |
121 | 315.998 | 316.4237 | 303.5652 | 329.5489 | 0.4747 | 0 | 0.7766 | 0 |
122 | 312.327 | 312.3193 | 297.9841 | 326.9912 | 0.4996 | 0.3116 | 0.9421 | 0 |
123 | 362.217 | 352.1199 | 335.6522 | 368.9821 | 0.1203 | 1 | 0.9954 | 0 |
124 | 358.067 | 345.3353 | 326.3231 | 364.8857 | 0.1009 | 0.0453 | 0.9243 | 0 |
125 | 367.321 | 366.9418 | 346.0677 | 388.4272 | 0.4862 | 0.7909 | 0.9497 | 8e-04 |
126 | 360.372 | 358.876 | 336.798 | 381.6548 | 0.4488 | 0.2337 | 0.8724 | 1e-04 |
127 | 363.83 | 359.3416 | 335.6664 | 383.8236 | 0.3597 | 0.4671 | 0.7902 | 4e-04 |
128 | 364.525 | 367.3486 | 342.2187 | 393.3689 | 0.4158 | 0.6045 | 0.8316 | 0.005 |
129 | 347.945 | 339.1538 | 313.7942 | 365.4986 | 0.2565 | 0.0295 | 0.8403 | 0 |
130 | 357.404 | 348.0623 | 321.1749 | 376.0303 | 0.2563 | 0.5033 | 0.7203 | 1e-04 |
131 | 368.182 | 349.5585 | 321.5415 | 378.7458 | 0.1055 | 0.2992 | 0.7275 | 2e-04 |
132 | 429.343 | 404.9692 | 373.5983 | 437.6047 | 0.0716 | 0.9864 | 0.5805 | 0.5805 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
121 | 0.0212 | -0.0013 | 0 | 0.1812 | 0 | 0 |
122 | 0.024 | 0 | 7e-04 | 1e-04 | 0.0906 | 0.3011 |
123 | 0.0244 | 0.0287 | 0.01 | 101.9504 | 34.0439 | 5.8347 |
124 | 0.0289 | 0.0369 | 0.0167 | 162.0973 | 66.0573 | 8.1276 |
125 | 0.0299 | 0.001 | 0.0136 | 0.1438 | 52.8746 | 7.2715 |
126 | 0.0324 | 0.0042 | 0.012 | 2.2381 | 44.4352 | 6.666 |
127 | 0.0348 | 0.0125 | 0.0121 | 20.1455 | 40.9652 | 6.4004 |
128 | 0.0361 | -0.0077 | 0.0115 | 7.973 | 36.8412 | 6.0697 |
129 | 0.0396 | 0.0259 | 0.0131 | 77.2858 | 41.335 | 6.4292 |
130 | 0.041 | 0.0268 | 0.0145 | 87.2672 | 45.9282 | 6.777 |
131 | 0.0426 | 0.0533 | 0.018 | 346.833 | 73.2832 | 8.5606 |
132 | 0.0411 | 0.0602 | 0.0215 | 594.0805 | 116.683 | 10.802 |