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 | 3862 | - | - | - | - | - | - | - |
37 | 3608 | - | - | - | - | - | - | - |
38 | 3301 | - | - | - | - | - | - | - |
39 | 3882 | - | - | - | - | - | - | - |
40 | 3605 | - | - | - | - | - | - | - |
41 | 4305 | - | - | - | - | - | - | - |
42 | 4216 | - | - | - | - | - | - | - |
43 | 3971 | - | - | - | - | - | - | - |
44 | 3988 | - | - | - | - | - | - | - |
45 | 4317 | - | - | - | - | - | - | - |
46 | 4484 | - | - | - | - | - | - | - |
47 | 4247 | - | - | - | - | - | - | - |
48 | 3520 | - | - | - | - | - | - | - |
49 | 3687 | 3488.7259 | 2999.3003 | 3978.1514 | 0.2136 | 0.4502 | 0.3164 | 0.4502 |
50 | 3405 | 3249.6126 | 2743.4335 | 3755.7917 | 0.2737 | 0.0452 | 0.4211 | 0.1476 |
51 | 3990 | 3717.7724 | 3204.7582 | 4230.7866 | 0.1492 | 0.8839 | 0.2652 | 0.7751 |
52 | 4047 | 3753.8915 | 3235.0611 | 4272.7219 | 0.1341 | 0.1862 | 0.7131 | 0.8115 |
53 | 4549 | 4380.4388 | 3855.9694 | 4904.9082 | 0.2644 | 0.8936 | 0.611 | 0.9993 |
54 | 4559 | 4301.445 | 3771.4107 | 4831.4793 | 0.1704 | 0.18 | 0.624 | 0.9981 |
55 | 3926 | 3625.1975 | 3089.658 | 4160.7371 | 0.1355 | 3e-04 | 0.1028 | 0.6499 |
56 | 4206 | 3688.1971 | 3147.2083 | 4229.1859 | 0.0303 | 0.1945 | 0.1387 | 0.7289 |
57 | 4517 | 4217.1958 | 3670.8111 | 4763.5805 | 0.1411 | 0.516 | 0.3602 | 0.9938 |
58 | 4387 | 4422.6866 | 3870.9501 | 4974.4231 | 0.4496 | 0.3688 | 0.4138 | 0.9993 |
59 | 3219 | 3859.8662 | 3302.7633 | 4416.969 | 0.0121 | 0.0318 | 0.0866 | 0.8841 |
60 | 3129 | 3575.7994 | 3012.9436 | 4138.6552 | 0.0599 | 0.893 | 0.577 | 0.577 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0716 | 0.0568 | 0.0047 | 39312.6376 | 3276.0531 | 57.2368 |
50 | 0.0795 | 0.0478 | 0.004 | 24145.2425 | 2012.1035 | 44.8565 |
51 | 0.0704 | 0.0732 | 0.0061 | 74107.8684 | 6175.6557 | 78.5853 |
52 | 0.0705 | 0.0781 | 0.0065 | 85912.5872 | 7159.3823 | 84.6131 |
53 | 0.0611 | 0.0385 | 0.0032 | 28412.8761 | 2367.7397 | 48.6594 |
54 | 0.0629 | 0.0599 | 0.005 | 66334.5638 | 5527.8803 | 74.3497 |
55 | 0.0754 | 0.083 | 0.0069 | 90482.1151 | 7540.1763 | 86.8342 |
56 | 0.0748 | 0.1404 | 0.0117 | 268119.8401 | 22343.32 | 149.4768 |
57 | 0.0661 | 0.0711 | 0.0059 | 89882.5709 | 7490.2142 | 86.546 |
58 | 0.0636 | -0.0081 | 7e-04 | 1273.532 | 106.1277 | 10.3018 |
59 | 0.0736 | -0.166 | 0.0138 | 410709.4295 | 34225.7858 | 185.0021 |
60 | 0.0803 | -0.125 | 0.0104 | 199629.7011 | 16635.8084 | 128.9799 |