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 | 767 | - | - | - | - | - | - | - |
37 | 902.2 | - | - | - | - | - | - | - |
38 | 891.9 | - | - | - | - | - | - | - |
39 | 874 | - | - | - | - | - | - | - |
40 | 930.9 | - | - | - | - | - | - | - |
41 | 944.2 | - | - | - | - | - | - | - |
42 | 935.9 | - | - | - | - | - | - | - |
43 | 937.1 | - | - | - | - | - | - | - |
44 | 885.1 | - | - | - | - | - | - | - |
45 | 892.4 | - | - | - | - | - | - | - |
46 | 987.3 | - | - | - | - | - | - | - |
47 | 946.3 | - | - | - | - | - | - | - |
48 | 799.6 | - | - | - | - | - | - | - |
49 | 875.4 | 870.5629 | 707.5521 | 1033.5738 | 0.4768 | 0.8032 | 0.3518 | 0.8032 |
50 | 846.2 | 851.4231 | 671.8186 | 1031.0276 | 0.4773 | 0.3968 | 0.3293 | 0.7141 |
51 | 880.6 | 894.3556 | 679.8375 | 1108.8736 | 0.45 | 0.67 | 0.5738 | 0.8067 |
52 | 885.7 | 869.2142 | 623.7315 | 1114.6969 | 0.4476 | 0.4638 | 0.3112 | 0.7108 |
53 | 868.9 | 893.8536 | 633.3709 | 1154.3363 | 0.4255 | 0.5245 | 0.3524 | 0.7609 |
54 | 882.5 | 874.6828 | 590.5276 | 1158.8379 | 0.4785 | 0.5159 | 0.3364 | 0.6977 |
55 | 789.6 | 833.9841 | 532.8068 | 1135.1614 | 0.3864 | 0.3761 | 0.2511 | 0.5885 |
56 | 773.3 | 828.3465 | 513.1653 | 1143.5277 | 0.3661 | 0.5952 | 0.3621 | 0.5709 |
57 | 804.3 | 821.0392 | 489.5508 | 1152.5275 | 0.4606 | 0.6111 | 0.3365 | 0.5504 |
58 | 817.8 | 887.1895 | 543.3933 | 1230.9857 | 0.3462 | 0.6817 | 0.2841 | 0.6912 |
59 | 836.7 | 879.4032 | 523.558 | 1235.2484 | 0.407 | 0.6328 | 0.3563 | 0.6699 |
60 | 721.8 | 796.0574 | 428.3345 | 1163.7802 | 0.3461 | 0.4142 | 0.4925 | 0.4925 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0955 | 0.0056 | 5e-04 | 23.3971 | 1.9498 | 1.3963 |
50 | 0.1076 | -0.0061 | 5e-04 | 27.2808 | 2.2734 | 1.5078 |
51 | 0.1224 | -0.0154 | 0.0013 | 189.2159 | 15.768 | 3.9709 |
52 | 0.1441 | 0.019 | 0.0016 | 271.781 | 22.6484 | 4.759 |
53 | 0.1487 | -0.0279 | 0.0023 | 622.6832 | 51.8903 | 7.2035 |
54 | 0.1657 | 0.0089 | 7e-04 | 61.1092 | 5.0924 | 2.2566 |
55 | 0.1843 | -0.0532 | 0.0044 | 1969.9501 | 164.1625 | 12.8126 |
56 | 0.1941 | -0.0665 | 0.0055 | 3030.1169 | 252.5097 | 15.8906 |
57 | 0.206 | -0.0204 | 0.0017 | 280.1992 | 23.3499 | 4.8322 |
58 | 0.1977 | -0.0782 | 0.0065 | 4814.9043 | 401.242 | 20.031 |
59 | 0.2065 | -0.0486 | 0.004 | 1823.5648 | 151.9637 | 12.3274 |
60 | 0.2357 | -0.0933 | 0.0078 | 5514.155 | 459.5129 | 21.4363 |