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 | 681.1745 | 640.2215 | 722.1276 | 0.3416 | 1 | 0 | 1 |
362 | 673.9 | 680.7089 | 619.5656 | 741.8522 | 0.4136 | 0.3866 | 0 | 0.9985 |
363 | 647.9 | 635.0808 | 554.3757 | 715.7859 | 0.3778 | 0.1729 | 0.0017 | 0.8736 |
364 | 568.8 | 562.1193 | 463.4814 | 660.7571 | 0.4472 | 0.0441 | 0.03 | 0.3035 |
365 | 545.7 | 521.2909 | 406.3359 | 636.2459 | 0.3386 | 0.209 | 0.0549 | 0.1277 |
366 | 632.6 | 641.1752 | 511.5834 | 770.767 | 0.4484 | 0.9256 | 0.0576 | 0.7894 |
367 | 643.8 | 610.1131 | 467.544 | 752.6821 | 0.3216 | 0.3786 | 0.1241 | 0.6194 |
368 | 593.1 | 581.7331 | 427.78 | 735.6862 | 0.4425 | 0.2147 | 0.1158 | 0.4682 |
369 | 579.7 | 564.1723 | 400.3289 | 728.0158 | 0.4263 | 0.3647 | 0.1707 | 0.3878 |
370 | 546 | 544.4993 | 372.1402 | 716.8585 | 0.4932 | 0.3445 | 0.1888 | 0.3104 |
371 | 562.9 | 565.7315 | 386.1023 | 745.3606 | 0.4877 | 0.5852 | 0.2262 | 0.404 |
372 | 572.5 | 553.3095 | 367.5242 | 739.0949 | 0.4198 | 0.4597 | 0.3572 | 0.3572 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
361 | 0.0307 | 0.0124 | 0.0124 | 0.0124 | 72.6835 | 0 | 0 | 0.256 | 0.256 |
362 | 0.0458 | -0.0101 | 0.0112 | 0.0112 | 46.3614 | 59.5225 | 7.7151 | -0.2044 | 0.2302 |
363 | 0.0648 | 0.0198 | 0.0141 | 0.0142 | 164.3321 | 94.459 | 9.719 | 0.3849 | 0.2817 |
364 | 0.0895 | 0.0117 | 0.0135 | 0.0136 | 44.6323 | 82.0023 | 9.0555 | 0.2006 | 0.2614 |
365 | 0.1125 | 0.0447 | 0.0197 | 0.02 | 595.8045 | 184.7628 | 13.5927 | 0.7328 | 0.3557 |
366 | 0.1031 | -0.0136 | 0.0187 | 0.0189 | 73.5339 | 166.2246 | 12.8928 | -0.2574 | 0.3393 |
367 | 0.1192 | 0.0523 | 0.0235 | 0.0239 | 1134.8103 | 304.594 | 17.4526 | 1.0113 | 0.4353 |
368 | 0.135 | 0.0192 | 0.023 | 0.0233 | 129.2063 | 282.6706 | 16.8128 | 0.3413 | 0.4236 |
369 | 0.1482 | 0.0268 | 0.0234 | 0.0237 | 241.1087 | 278.0526 | 16.6749 | 0.4662 | 0.4283 |
370 | 0.1615 | 0.0027 | 0.0213 | 0.0216 | 2.252 | 250.4725 | 15.8263 | 0.0451 | 0.39 |
371 | 0.162 | -0.005 | 0.0198 | 0.0201 | 8.0172 | 228.4311 | 15.1139 | -0.085 | 0.3623 |
372 | 0.1713 | 0.0335 | 0.021 | 0.0213 | 368.2736 | 240.0847 | 15.4947 | 0.5761 | 0.3801 |