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[300]) |
288 | 3421.04804 | - | - | - | - | - | - | - |
289 | 3381.830601 | - | - | - | - | - | - | - |
290 | 3169.679136 | - | - | - | - | - | - | - |
291 | 2872.11508 | - | - | - | - | - | - | - |
292 | 2601.76563 | - | - | - | - | - | - | - |
293 | 2143.011809 | - | - | - | - | - | - | - |
294 | 2159.598897 | - | - | - | - | - | - | - |
295 | 1645.12941 | - | - | - | - | - | - | - |
296 | 1622.54215 | - | - | - | - | - | - | - |
297 | 1350.064447 | - | - | - | - | - | - | - |
298 | 1372.486802 | - | - | - | - | - | - | - |
299 | 1475.078831 | - | - | - | - | - | - | - |
300 | 1356.08523 | - | - | - | - | - | - | - |
301 | 1974.2302 | 1543.1126 | 1216.3574 | 1908.6961 | 0.0104 | 0.842 | 0 | 0.842 |
302 | 1835.4939 | 1595.4594 | 1163.8626 | 2094.982 | 0.1731 | 0.0686 | 0 | 0.8262 |
303 | 2495.2255 | 1738.357 | 1153.4852 | 2442.7534 | 0.0176 | 0.3935 | 8e-04 | 0.8563 |
304 | 2813.6601 | 1822.9691 | 1102.1284 | 2724.2309 | 0.0156 | 0.0719 | 0.0452 | 0.845 |
305 | 3199.8038 | 2092.3293 | 1201.7917 | 3228.1834 | 0.028 | 0.1066 | 0.4652 | 0.898 |
306 | 3128.4282 | 2168.1172 | 1153.4122 | 3500.3988 | 0.0789 | 0.0645 | 0.505 | 0.8839 |
307 | 3614.589 | 2387.9966 | 1215.9339 | 3951.8853 | 0.0621 | 0.1767 | 0.8241 | 0.902 |
308 | 3741.8161 | 2473.4933 | 1185.1897 | 4230.4448 | 0.0785 | 0.1015 | 0.8288 | 0.8937 |
309 | 3711.6297 | 2534.1384 | 1142.5646 | 4472.7484 | 0.1169 | 0.111 | 0.8844 | 0.8832 |
310 | 3501.1165 | 2617.7219 | 1120.1021 | 4741.621 | 0.2075 | 0.1564 | 0.8748 | 0.8778 |
311 | 3620.888 | 2574.3939 | 1020.5646 | 4834.5173 | 0.1821 | 0.2108 | 0.8298 | 0.8546 |
312 | 3348.9352 | 2619.8998 | 982.9304 | 5043.5837 | 0.2777 | 0.2091 | 0.8466 | 0.8466 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
301 | 0.1209 | 0.2794 | 0 | 185862.3901 | 0 | 0 |
302 | 0.1597 | 0.1504 | 0.2149 | 57616.5593 | 121739.4747 | 348.9118 |
303 | 0.2067 | 0.4354 | 0.2884 | 572850.0054 | 272109.6516 | 521.6413 |
304 | 0.2522 | 0.5434 | 0.3522 | 981468.611 | 449449.3915 | 670.4099 |
305 | 0.277 | 0.5293 | 0.3876 | 1226499.895 | 604859.4922 | 777.7271 |
306 | 0.3135 | 0.4429 | 0.3968 | 922197.2012 | 657749.1103 | 811.0173 |
307 | 0.3341 | 0.5136 | 0.4135 | 1504528.7457 | 778717.6297 | 882.4498 |
308 | 0.3624 | 0.5128 | 0.4259 | 1608642.6333 | 882458.2551 | 939.3925 |
309 | 0.3903 | 0.4647 | 0.4302 | 1386485.8322 | 938461.3192 | 968.7421 |
310 | 0.414 | 0.3375 | 0.4209 | 780385.9312 | 922653.7804 | 960.5487 |
311 | 0.4479 | 0.4065 | 0.4196 | 1095149.9732 | 938335.2525 | 968.6771 |
312 | 0.472 | 0.2783 | 0.4079 | 531492.6383 | 904431.7013 | 951.0161 |