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[48]) |
36 | 2291 | - | - | - | - | - | - | - |
37 | 1588 | - | - | - | - | - | - | - |
38 | 2105 | - | - | - | - | - | - | - |
39 | 2191 | - | - | - | - | - | - | - |
40 | 3591 | - | - | - | - | - | - | - |
41 | 4668 | - | - | - | - | - | - | - |
42 | 4885 | - | - | - | - | - | - | - |
43 | 5822 | - | - | - | - | - | - | - |
44 | 5599 | - | - | - | - | - | - | - |
45 | 5340 | - | - | - | - | - | - | - |
46 | 3082 | - | - | - | - | - | - | - |
47 | 2010 | - | - | - | - | - | - | - |
48 | 2301 | - | - | - | - | - | - | - |
49 | 1514 | 1614.0204 | 1075.5316 | 2152.5092 | 0.3579 | 0.0062 | 0.5377 | 0.0062 |
50 | 1979 | 2119.4799 | 1540.325 | 2698.6347 | 0.3172 | 0.9798 | 0.5195 | 0.2695 |
51 | 2480 | 2206.8887 | 1622.272 | 2791.5055 | 0.1799 | 0.7776 | 0.5212 | 0.3762 |
52 | 3499 | 3606.9807 | 3018.1434 | 4195.818 | 0.3596 | 0.9999 | 0.5212 | 1 |
53 | 4676 | 4682.2287 | 4093.2636 | 5271.1938 | 0.4917 | 1 | 0.5189 | 1 |
54 | 5585 | 4898.8143 | 4308.3419 | 5489.2867 | 0.0114 | 0.7702 | 0.5183 | 1 |
55 | 5610 | 5835.1207 | 5243.6373 | 6426.604 | 0.2278 | 0.7964 | 0.5173 | 1 |
56 | 5796 | 5611.3716 | 5019.1523 | 6203.591 | 0.2706 | 0.5018 | 0.5163 | 1 |
57 | 6199 | 5351.7715 | 4758.7481 | 5944.7949 | 0.0026 | 0.071 | 0.5155 | 1 |
58 | 3030 | 3093.1611 | 2499.4584 | 3686.8638 | 0.4174 | 0 | 0.5147 | 0.9955 |
59 | 1930 | 2020.5819 | 1426.2733 | 2614.8905 | 0.3826 | 4e-04 | 0.5139 | 0.1775 |
60 | 2552 | 2311.041 | 1716.1777 | 2905.9043 | 0.2136 | 0.8953 | 0.5132 | 0.5132 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1702 | -0.062 | 0.0052 | 10004.0809 | 833.6734 | 28.8734 |
50 | 0.1394 | -0.0663 | 0.0055 | 19734.5913 | 1644.5493 | 40.553 |
51 | 0.1352 | 0.1238 | 0.0103 | 74589.7561 | 6215.813 | 78.8404 |
52 | 0.0833 | -0.0299 | 0.0025 | 11659.8295 | 971.6525 | 31.1713 |
53 | 0.0642 | -0.0013 | 1e-04 | 38.7969 | 3.2331 | 1.7981 |
54 | 0.0615 | 0.1401 | 0.0117 | 470850.8304 | 39237.5692 | 198.0848 |
55 | 0.0517 | -0.0386 | 0.0032 | 50679.3225 | 4223.2769 | 64.9867 |
56 | 0.0538 | 0.0329 | 0.0027 | 34087.6339 | 2840.6362 | 53.2976 |
57 | 0.0565 | 0.1583 | 0.0132 | 717796.1393 | 59816.3449 | 244.5738 |
58 | 0.0979 | -0.0204 | 0.0017 | 3989.3238 | 332.4436 | 18.233 |
59 | 0.1501 | -0.0448 | 0.0037 | 8205.0819 | 683.7568 | 26.1487 |
60 | 0.1313 | 0.1043 | 0.0087 | 58061.2428 | 4838.4369 | 69.5589 |