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 | 680.1 | - | - | - | - | - | - | - |
37 | 736.5 | - | - | - | - | - | - | - |
38 | 637.2 | - | - | - | - | - | - | - |
39 | 801.9 | - | - | - | - | - | - | - |
40 | 772.3 | - | - | - | - | - | - | - |
41 | 897.3 | - | - | - | - | - | - | - |
42 | 792.1 | - | - | - | - | - | - | - |
43 | 826.8 | - | - | - | - | - | - | - |
44 | 666.8 | - | - | - | - | - | - | - |
45 | 906.6 | - | - | - | - | - | - | - |
46 | 871.4 | - | - | - | - | - | - | - |
47 | 891 | - | - | - | - | - | - | - |
48 | 739.2 | - | - | - | - | - | - | - |
49 | 833.6 | 766.5201 | 635.9097 | 897.1306 | 0.1571 | 0.6591 | 0.6738 | 0.6591 |
50 | 715.6 | 766.1333 | 635.3496 | 896.917 | 0.2244 | 0.156 | 0.9733 | 0.6568 |
51 | 871.6 | 871.2804 | 735.347 | 1007.2138 | 0.4982 | 0.9876 | 0.8414 | 0.9716 |
52 | 751.6 | 834.17 | 679.7982 | 988.5419 | 0.1472 | 0.3173 | 0.7839 | 0.8861 |
53 | 1005.5 | 934.8611 | 779.4709 | 1090.2514 | 0.1865 | 0.9896 | 0.6822 | 0.9932 |
54 | 681.2 | 830.9877 | 670.2379 | 991.7374 | 0.0339 | 0.0167 | 0.6823 | 0.8685 |
55 | 837.3 | 867.2293 | 700.0365 | 1034.4222 | 0.3628 | 0.9854 | 0.6822 | 0.9333 |
56 | 674.7 | 706.2781 | 537.4597 | 875.0965 | 0.3569 | 0.0641 | 0.6766 | 0.3511 |
57 | 806.3 | 892.7841 | 720.173 | 1065.3952 | 0.163 | 0.9934 | 0.4377 | 0.9594 |
58 | 860.2 | 904.1312 | 728.4249 | 1079.8375 | 0.312 | 0.8624 | 0.6425 | 0.9671 |
59 | 689.8 | 872.7497 | 695.3822 | 1050.1173 | 0.0216 | 0.5551 | 0.4201 | 0.93 |
60 | 691.6 | 759.4098 | 579.5914 | 939.2282 | 0.2299 | 0.776 | 0.5872 | 0.5872 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0869 | 0.0875 | 0.0073 | 4499.7107 | 374.9759 | 19.3643 |
50 | 0.0871 | -0.066 | 0.0055 | 2553.6127 | 212.8011 | 14.5877 |
51 | 0.0796 | 4e-04 | 0 | 0.1022 | 0.0085 | 0.0923 |
52 | 0.0944 | -0.099 | 0.0082 | 6817.8101 | 568.1508 | 23.8359 |
53 | 0.0848 | 0.0756 | 0.0063 | 4989.8486 | 415.8207 | 20.3917 |
54 | 0.0987 | -0.1803 | 0.015 | 22436.3405 | 1869.695 | 43.24 |
55 | 0.0984 | -0.0345 | 0.0029 | 895.765 | 74.6471 | 8.6399 |
56 | 0.122 | -0.0447 | 0.0037 | 997.1768 | 83.0981 | 9.1158 |
57 | 0.0986 | -0.0969 | 0.0081 | 7479.4994 | 623.2916 | 24.9658 |
58 | 0.0992 | -0.0486 | 0.004 | 1929.9535 | 160.8295 | 12.6819 |
59 | 0.1037 | -0.2096 | 0.0175 | 33470.6086 | 2789.2174 | 52.813 |
60 | 0.1208 | -0.0893 | 0.0074 | 4598.1689 | 383.1807 | 19.575 |