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 | 899.9516 | 728.9701 | 1070.9332 | 0.3892 | 0.875 | 0.4897 | 0.875 |
50 | 846.2 | 868.8799 | 683.1986 | 1054.5613 | 0.4054 | 0.4726 | 0.404 | 0.7677 |
51 | 880.6 | 872.8159 | 661.9087 | 1083.7232 | 0.4712 | 0.5977 | 0.4956 | 0.7519 |
52 | 885.7 | 880.504 | 647.3206 | 1113.6874 | 0.4826 | 0.4997 | 0.3359 | 0.7518 |
53 | 868.9 | 889.0389 | 637.4579 | 1140.6199 | 0.4377 | 0.5104 | 0.3337 | 0.757 |
54 | 882.5 | 882.0565 | 612.5806 | 1151.5324 | 0.4987 | 0.5381 | 0.3477 | 0.7257 |
55 | 789.6 | 872.6168 | 586.7748 | 1158.4587 | 0.2846 | 0.473 | 0.3292 | 0.6917 |
56 | 773.3 | 850.8762 | 549.7053 | 1152.0471 | 0.3068 | 0.655 | 0.4119 | 0.6307 |
57 | 804.3 | 843.5332 | 527.883 | 1159.1834 | 0.4038 | 0.6686 | 0.3808 | 0.6075 |
58 | 817.8 | 884.4772 | 555.1383 | 1213.816 | 0.3458 | 0.6834 | 0.2703 | 0.6933 |
59 | 836.7 | 867.6619 | 525.3043 | 1210.0196 | 0.4297 | 0.6124 | 0.3263 | 0.6516 |
60 | 721.8 | 807.2606 | 452.4844 | 1162.0368 | 0.3184 | 0.4354 | 0.5169 | 0.5169 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0969 | -0.0273 | 0.0023 | 602.7833 | 50.2319 | 7.0874 |
50 | 0.109 | -0.0261 | 0.0022 | 514.3799 | 42.865 | 6.5471 |
51 | 0.1233 | 0.0089 | 7e-04 | 60.5915 | 5.0493 | 2.2471 |
52 | 0.1351 | 0.0059 | 5e-04 | 26.9984 | 2.2499 | 1.5 |
53 | 0.1444 | -0.0227 | 0.0019 | 405.5743 | 33.7979 | 5.8136 |
54 | 0.1559 | 5e-04 | 0 | 0.1967 | 0.0164 | 0.128 |
55 | 0.1671 | -0.0951 | 0.0079 | 6891.7885 | 574.3157 | 23.9649 |
56 | 0.1806 | -0.0912 | 0.0076 | 6018.0681 | 501.5057 | 22.3943 |
57 | 0.1909 | -0.0465 | 0.0039 | 1539.2407 | 128.2701 | 11.3256 |
58 | 0.19 | -0.0754 | 0.0063 | 4445.8429 | 370.4869 | 19.248 |
59 | 0.2013 | -0.0357 | 0.003 | 958.6416 | 79.8868 | 8.9379 |
60 | 0.2242 | -0.1059 | 0.0088 | 7303.5164 | 608.6264 | 24.6704 |