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 | 833 | - | - | - | - | - | - | - |
37 | 879.5 | - | - | - | - | - | - | - |
38 | 797.3 | - | - | - | - | - | - | - |
39 | 834.5 | - | - | - | - | - | - | - |
40 | 735.1 | - | - | - | - | - | - | - |
41 | 835 | - | - | - | - | - | - | - |
42 | 892.8 | - | - | - | - | - | - | - |
43 | 697.2 | - | - | - | - | - | - | - |
44 | 821.1 | - | - | - | - | - | - | - |
45 | 732.7 | - | - | - | - | - | - | - |
46 | 797.6 | - | - | - | - | - | - | - |
47 | 866.3 | - | - | - | - | - | - | - |
48 | 826.3 | - | - | - | - | - | - | - |
49 | 778.6 | 829.3177 | 683.5814 | 975.054 | 0.2476 | 0.5162 | 0.2499 | 0.5162 |
50 | 779.2 | 823.3226 | 654.3234 | 992.3217 | 0.3044 | 0.698 | 0.6186 | 0.4862 |
51 | 951 | 938.6934 | 749.267 | 1128.1198 | 0.4493 | 0.9506 | 0.8595 | 0.8776 |
52 | 692.3 | 840.6976 | 632.8419 | 1048.5534 | 0.0809 | 0.1491 | 0.8403 | 0.554 |
53 | 841.4 | 847.448 | 622.6689 | 1072.2271 | 0.479 | 0.9119 | 0.5432 | 0.5732 |
54 | 857.3 | 928.4184 | 687.9037 | 1168.933 | 0.2811 | 0.7609 | 0.6142 | 0.7973 |
55 | 760.7 | 774.9464 | 519.6643 | 1030.2285 | 0.4565 | 0.2636 | 0.7247 | 0.3467 |
56 | 841.2 | 869.9185 | 600.6777 | 1139.1593 | 0.4172 | 0.7867 | 0.6388 | 0.6246 |
57 | 810.3 | 810.774 | 528.2634 | 1093.2846 | 0.4987 | 0.4164 | 0.706 | 0.4571 |
58 | 1007.4 | 885.4571 | 590.2726 | 1180.6416 | 0.2091 | 0.6911 | 0.7202 | 0.6528 |
59 | 931.3 | 900.3737 | 593.0375 | 1207.7099 | 0.4218 | 0.2474 | 0.586 | 0.6817 |
60 | 931.2 | 834.816 | 515.7907 | 1153.8414 | 0.2769 | 0.2767 | 0.5209 | 0.5209 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0897 | -0.0612 | 0.0051 | 2572.2877 | 214.3573 | 14.6409 |
50 | 0.1047 | -0.0536 | 0.0045 | 1946.801 | 162.2334 | 12.7371 |
51 | 0.103 | 0.0131 | 0.0011 | 151.4528 | 12.6211 | 3.5526 |
52 | 0.1261 | -0.1765 | 0.0147 | 22021.8619 | 1835.1552 | 42.8387 |
53 | 0.1353 | -0.0071 | 6e-04 | 36.5782 | 3.0482 | 1.7459 |
54 | 0.1322 | -0.0766 | 0.0064 | 5057.8249 | 421.4854 | 20.5301 |
55 | 0.1681 | -0.0184 | 0.0015 | 202.9591 | 16.9133 | 4.1126 |
56 | 0.1579 | -0.033 | 0.0028 | 824.7515 | 68.7293 | 8.2903 |
57 | 0.1778 | -6e-04 | 0 | 0.2247 | 0.0187 | 0.1368 |
58 | 0.1701 | 0.1377 | 0.0115 | 14870.0743 | 1239.1729 | 35.2019 |
59 | 0.1742 | 0.0343 | 0.0029 | 956.4364 | 79.703 | 8.9277 |
60 | 0.195 | 0.1155 | 0.0096 | 9289.8658 | 774.1555 | 27.8236 |