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[36]) |
24 | -100 | - | - | - | - | - | - | - |
25 | -672 | - | - | - | - | - | - | - |
26 | 521 | - | - | - | - | - | - | - |
27 | -31 | - | - | - | - | - | - | - |
28 | 992 | - | - | - | - | - | - | - |
29 | 1750 | - | - | - | - | - | - | - |
30 | 31 | - | - | - | - | - | - | - |
31 | 240 | - | - | - | - | - | - | - |
32 | 1188 | - | - | - | - | - | - | - |
33 | 1070 | - | - | - | - | - | - | - |
34 | 120 | - | - | - | - | - | - | - |
35 | 491 | - | - | - | - | - | - | - |
36 | 1412 | - | - | - | - | - | - | - |
37 | 1577 | 625.8712 | -816.5393 | 2068.2817 | 0.0981 | 0.1427 | 0.9611 | 0.1427 |
38 | 565 | 528.9461 | -1008.2974 | 2066.1897 | 0.4817 | 0.0907 | 0.504 | 0.1301 |
39 | 813 | 755.3059 | -812.4823 | 2323.0941 | 0.4713 | 0.594 | 0.8372 | 0.2058 |
40 | -32 | 314.2849 | -1263.6228 | 1892.1926 | 0.3335 | 0.2678 | 0.1999 | 0.0864 |
41 | -415 | 1110.6731 | -470.6166 | 2691.9628 | 0.0293 | 0.9217 | 0.2141 | 0.3544 |
42 | -20 | 751.8863 | -830.5369 | 2334.3096 | 0.1695 | 0.9258 | 0.814 | 0.2068 |
43 | 473 | 186.1274 | -1396.6761 | 1768.9309 | 0.3612 | 0.6007 | 0.4734 | 0.0645 |
44 | -214 | 581.3602 | -1001.5709 | 2164.2913 | 0.1624 | 0.5534 | 0.2263 | 0.1519 |
45 | -204 | 606.2133 | -976.7607 | 2189.1872 | 0.1579 | 0.8451 | 0.2829 | 0.1592 |
46 | 568 | 528.1031 | -1054.8852 | 2111.0915 | 0.4803 | 0.8177 | 0.6933 | 0.1369 |
47 | -319 | 630.2892 | -952.704 | 2213.2823 | 0.1199 | 0.5307 | 0.5685 | 0.1666 |
48 | -1086 | 611.9178 | -971.077 | 2194.9126 | 0.0178 | 0.8755 | 0.1609 | 0.1609 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
37 | 1.1758 | 1.5197 | 0.1266 | 904645.9529 | 75387.1627 | 274.5672 |
38 | 1.4828 | 0.0682 | 0.0057 | 1299.8809 | 108.3234 | 10.4079 |
39 | 1.059 | 0.0764 | 0.0064 | 3328.6069 | 277.3839 | 16.6548 |
40 | 2.5615 | -1.1018 | 0.0918 | 119913.2102 | 9992.7675 | 99.9638 |
41 | 0.7264 | -1.3736 | 0.1145 | 2327678.4756 | 193973.2063 | 440.4239 |
42 | 1.0738 | -1.0266 | 0.0855 | 595808.4982 | 49650.7082 | 222.8244 |
43 | 4.3387 | 1.5413 | 0.1284 | 82295.8898 | 6857.9908 | 82.813 |
44 | 1.3892 | -1.3681 | 0.114 | 632597.8759 | 52716.4897 | 229.6007 |
45 | 1.3323 | -1.3365 | 0.1114 | 656445.5828 | 54703.7986 | 233.8884 |
46 | 1.5293 | 0.0755 | 0.0063 | 1591.7595 | 132.6466 | 11.5172 |
47 | 1.2814 | -1.5061 | 0.1255 | 901149.926 | 75095.8272 | 274.0362 |
48 | 1.3199 | -2.7747 | 0.2312 | 2882924.8248 | 240243.7354 | 490.1466 |