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 | 782 | - | - | - | - | - | - | - |
109 | 811 | - | - | - | - | - | - | - |
110 | 792 | - | - | - | - | - | - | - |
111 | 978 | - | - | - | - | - | - | - |
112 | 773 | - | - | - | - | - | - | - |
113 | 796 | - | - | - | - | - | - | - |
114 | 946 | - | - | - | - | - | - | - |
115 | 594 | - | - | - | - | - | - | - |
116 | 438 | - | - | - | - | - | - | - |
117 | 1023 | - | - | - | - | - | - | - |
118 | 868 | - | - | - | - | - | - | - |
119 | 791 | - | - | - | - | - | - | - |
120 | 760 | - | - | - | - | - | - | - |
121 | 779 | 834.2344 | 720.8898 | 965.4 | 0.2046 | 0.8663 | 0.6358 | 0.8663 |
122 | 852 | 807.054 | 697.0693 | 934.3921 | 0.2445 | 0.6671 | 0.5916 | 0.7655 |
123 | 1001 | 924.8183 | 795.5899 | 1075.0374 | 0.1601 | 0.829 | 0.2439 | 0.9842 |
124 | 734 | 793.408 | 680.4296 | 925.1453 | 0.1884 | 0.001 | 0.6193 | 0.6904 |
125 | 996 | 815.8052 | 697.4265 | 954.2771 | 0.0054 | 0.8765 | 0.6104 | 0.7852 |
126 | 869 | 950.5865 | 810.1498 | 1115.3674 | 0.1659 | 0.2945 | 0.5218 | 0.9883 |
127 | 599 | 544.6124 | 462.7504 | 640.9561 | 0.1343 | 0 | 0.1575 | 0 |
128 | 426 | 431.1212 | 365.2316 | 508.8975 | 0.4487 | 0 | 0.4312 | 0 |
129 | 1138 | 993.9078 | 839.5518 | 1176.6431 | 0.0611 | 1 | 0.3775 | 0.9939 |
130 | 1091 | 926.8827 | 780.6934 | 1100.4468 | 0.0319 | 0.0086 | 0.747 | 0.9703 |
131 | 830 | 821.5263 | 690.0008 | 978.1227 | 0.4578 | 4e-04 | 0.6488 | 0.7794 |
132 | 909 | 843.3857 | 706.4231 | 1006.9029 | 0.2158 | 0.5637 | 0.8412 | 0.8412 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
121 | 0.0802 | -0.0662 | 0 | 3050.8393 | 0 | 0 |
122 | 0.0805 | 0.0557 | 0.061 | 2020.1463 | 2535.4928 | 50.3537 |
123 | 0.0829 | 0.0824 | 0.0681 | 5803.6517 | 3624.8791 | 60.207 |
124 | 0.0847 | -0.0749 | 0.0698 | 3529.3119 | 3600.9873 | 60.0082 |
125 | 0.0866 | 0.2209 | 0.1 | 32470.1725 | 9374.8243 | 96.8237 |
126 | 0.0884 | -0.0858 | 0.0976 | 6656.361 | 8921.7471 | 94.455 |
127 | 0.0903 | 0.0999 | 0.098 | 2958.0089 | 8069.7845 | 89.832 |
128 | 0.092 | -0.0119 | 0.0872 | 26.2263 | 7064.3397 | 84.0496 |
129 | 0.0938 | 0.145 | 0.0936 | 20762.5567 | 8586.3638 | 92.6626 |
130 | 0.0955 | 0.1771 | 0.102 | 26934.4883 | 10421.1763 | 102.0842 |
131 | 0.0973 | 0.0103 | 0.0936 | 71.8039 | 9480.3243 | 97.367 |
132 | 0.0989 | 0.0778 | 0.0923 | 4305.2322 | 9049.0666 | 95.1266 |