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[106]) |
94 | 328 | - | - | - | - | - | - | - |
95 | 353 | - | - | - | - | - | - | - |
96 | 354 | - | - | - | - | - | - | - |
97 | 327 | - | - | - | - | - | - | - |
98 | 324 | - | - | - | - | - | - | - |
99 | 285 | - | - | - | - | - | - | - |
100 | 243 | - | - | - | - | - | - | - |
101 | 241 | - | - | - | - | - | - | - |
102 | 287 | - | - | - | - | - | - | - |
103 | 355 | - | - | - | - | - | - | - |
104 | 460 | - | - | - | - | - | - | - |
105 | 364 | - | - | - | - | - | - | - |
106 | 487 | - | - | - | - | - | - | - |
107 | 452 | 443.9504 | 307.3462 | 641.2701 | 0.4681 | 0.3345 | 0.8168 | 0.3345 |
108 | 391 | 486.1674 | 317.1296 | 745.3066 | 0.2358 | 0.602 | 0.8413 | 0.4975 |
109 | 500 | 464.9652 | 287.9224 | 750.8713 | 0.4051 | 0.6939 | 0.8279 | 0.44 |
110 | 451 | 455.1285 | 268.9553 | 770.1726 | 0.4898 | 0.3901 | 0.7927 | 0.4214 |
111 | 375 | 478.0443 | 270.6255 | 844.4375 | 0.2907 | 0.5575 | 0.8491 | 0.4809 |
112 | 372 | 429.3889 | 233.5703 | 789.3765 | 0.3773 | 0.6164 | 0.8449 | 0.3769 |
113 | 302 | 447.8392 | 234.6514 | 854.7143 | 0.2412 | 0.6426 | 0.8405 | 0.4252 |
114 | 316 | 439.2352 | 222.1391 | 868.499 | 0.2868 | 0.7345 | 0.7565 | 0.4137 |
115 | 398 | 542.0854 | 265.0831 | 1108.5451 | 0.309 | 0.783 | 0.7413 | 0.5756 |
116 | 394 | 575.1463 | 272.3555 | 1214.5639 | 0.2894 | 0.7064 | 0.6379 | 0.6065 |
117 | 431 | 542.8558 | 249.2653 | 1182.2441 | 0.3658 | 0.6759 | 0.7082 | 0.568 |
118 | 431 | 525.8712 | 234.4153 | 1179.7035 | 0.3881 | 0.6119 | 0.5464 | 0.5464 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
107 | 0.2268 | 0.0178 | 0.0178 | 0.018 | 64.7962 | 0 | 0 | 0.1753 | 0.1753 |
108 | 0.272 | -0.2434 | 0.1306 | 0.1175 | 9056.843 | 4560.8196 | 67.5338 | -2.073 | 1.1241 |
109 | 0.3137 | 0.0701 | 0.1104 | 0.1025 | 1227.4361 | 3449.6918 | 58.7341 | 0.7631 | 1.0038 |
110 | 0.3532 | -0.0092 | 0.0851 | 0.0792 | 17.0446 | 2591.53 | 50.9071 | -0.0899 | 0.7753 |
111 | 0.391 | -0.2748 | 0.123 | 0.1117 | 10618.1227 | 4196.8485 | 64.7831 | -2.2445 | 1.0692 |
112 | 0.4277 | -0.1543 | 0.1282 | 0.1169 | 3293.4911 | 4046.2889 | 63.6104 | -1.2501 | 1.0993 |
113 | 0.4635 | -0.4829 | 0.1789 | 0.1558 | 21269.0665 | 6506.6857 | 80.664 | -3.1767 | 1.3961 |
114 | 0.4986 | -0.39 | 0.2053 | 0.1771 | 15186.9186 | 7591.7148 | 87.1304 | -2.6843 | 1.5571 |
115 | 0.5331 | -0.362 | 0.2227 | 0.1915 | 20760.5955 | 9054.9238 | 95.1574 | -3.1385 | 1.7328 |
116 | 0.5672 | -0.4598 | 0.2464 | 0.2097 | 32813.966 | 11430.828 | 106.9151 | -3.9458 | 1.9541 |
117 | 0.6009 | -0.2595 | 0.2476 | 0.2115 | 12511.7109 | 11529.0901 | 107.3736 | -2.4365 | 1.998 |
118 | 0.6344 | -0.2201 | 0.2453 | 0.2104 | 9000.5507 | 11318.3785 | 106.3879 | -2.0665 | 2.0037 |