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 | 2452 | - | - | - | - | - | - | - |
37 | 2232 | - | - | - | - | - | - | - |
38 | 2373 | - | - | - | - | - | - | - |
39 | 3127 | - | - | - | - | - | - | - |
40 | 2802 | - | - | - | - | - | - | - |
41 | 2641 | - | - | - | - | - | - | - |
42 | 2787 | - | - | - | - | - | - | - |
43 | 2619 | - | - | - | - | - | - | - |
44 | 2806 | - | - | - | - | - | - | - |
45 | 2193 | - | - | - | - | - | - | - |
46 | 2323 | - | - | - | - | - | - | - |
47 | 2529 | - | - | - | - | - | - | - |
48 | 2412 | - | - | - | - | - | - | - |
49 | 2262 | 2217.5923 | 1874.2205 | 2560.964 | 0.3999 | 0.1336 | 0.4672 | 0.1336 |
50 | 2154 | 2368.5563 | 1989.8528 | 2747.2599 | 0.1334 | 0.7094 | 0.4908 | 0.411 |
51 | 3230 | 3121.4855 | 2732.6916 | 3510.2793 | 0.2922 | 1 | 0.4889 | 0.9998 |
52 | 2295 | 2802.3036 | 2412.8337 | 3191.7736 | 0.0053 | 0.0157 | 0.5006 | 0.9752 |
53 | 2715 | 2639.9864 | 2247.5092 | 3032.4636 | 0.354 | 0.9575 | 0.498 | 0.8726 |
54 | 2733 | 2786.4358 | 2391.2054 | 3181.6662 | 0.3955 | 0.6384 | 0.4989 | 0.9683 |
55 | 2317 | 2619.4132 | 2223.5848 | 3015.2416 | 0.0671 | 0.2869 | 0.5008 | 0.8478 |
56 | 2730 | 2805.5543 | 2409.7217 | 3201.387 | 0.3542 | 0.9922 | 0.4991 | 0.9743 |
57 | 1913 | 2193.1368 | 1797.2005 | 2589.0731 | 0.0828 | 0.0039 | 0.5003 | 0.1393 |
58 | 2390 | 2323.0138 | 1926.9533 | 2719.0743 | 0.3701 | 0.9788 | 0.5 | 0.3298 |
59 | 2484 | 2528.8961 | 2132.7892 | 2925.003 | 0.4121 | 0.754 | 0.4998 | 0.7185 |
60 | 1960 | 2412.0896 | 2015.9798 | 2808.1993 | 0.0126 | 0.361 | 0.5002 | 0.5002 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.079 | 0.02 | 0.0017 | 1972.0475 | 164.3373 | 12.8194 |
50 | 0.0816 | -0.0906 | 0.0075 | 46034.4145 | 3836.2012 | 61.9371 |
51 | 0.0635 | 0.0348 | 0.0029 | 11775.4067 | 981.2839 | 31.3255 |
52 | 0.0709 | -0.181 | 0.0151 | 257356.9863 | 21446.4155 | 146.4459 |
53 | 0.0759 | 0.0284 | 0.0024 | 5627.0388 | 468.9199 | 21.6546 |
54 | 0.0724 | -0.0192 | 0.0016 | 2855.3842 | 237.9487 | 15.4256 |
55 | 0.0771 | -0.1155 | 0.0096 | 91453.7652 | 7621.1471 | 87.2992 |
56 | 0.072 | -0.0269 | 0.0022 | 5708.4571 | 475.7048 | 21.8107 |
57 | 0.0921 | -0.1277 | 0.0106 | 78476.643 | 6539.7202 | 80.8685 |
58 | 0.087 | 0.0288 | 0.0024 | 4487.1476 | 373.929 | 19.3372 |
59 | 0.0799 | -0.0178 | 0.0015 | 2015.6611 | 167.9718 | 12.9604 |
60 | 0.0838 | -0.1874 | 0.0156 | 204384.9612 | 17032.0801 | 130.507 |