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[45]) |
33 | 2672.05 | - | - | - | - | - | - | - |
34 | 2251.23 | - | - | - | - | - | - | - |
35 | 2046.08 | - | - | - | - | - | - | - |
36 | 2420.04 | - | - | - | - | - | - | - |
37 | 2608.89 | - | - | - | - | - | - | - |
38 | 2660.47 | - | - | - | - | - | - | - |
39 | 2493.98 | - | - | - | - | - | - | - |
40 | 2541.7 | - | - | - | - | - | - | - |
41 | 2554.6 | - | - | - | - | - | - | - |
42 | 2699.61 | - | - | - | - | - | - | - |
43 | 2805.48 | - | - | - | - | - | - | - |
44 | 2956.66 | - | - | - | - | - | - | - |
45 | 3149.51 | - | - | - | - | - | - | - |
46 | 3372.5 | 3199.4842 | 2923.1886 | 3475.7797 | 0.1098 | 0.6385 | 1 | 0.6385 |
47 | 3379.33 | 3199.4842 | 2738.0231 | 3660.9452 | 0.2225 | 0.2312 | 1 | 0.584 |
48 | 3517.54 | 3199.4842 | 2608.2537 | 3790.7146 | 0.1459 | 0.2755 | 0.9951 | 0.5658 |
49 | 3527.34 | 3199.4842 | 2502.232 | 3896.7363 | 0.1784 | 0.1856 | 0.9516 | 0.5559 |
50 | 3281.06 | 3199.4842 | 2410.3279 | 3988.6404 | 0.4197 | 0.2077 | 0.9097 | 0.5494 |
51 | 3089.65 | 3199.4842 | 2328.063 | 4070.9053 | 0.4024 | 0.4272 | 0.9437 | 0.5447 |
52 | 3222.76 | 3199.4842 | 2252.921 | 4146.0473 | 0.4808 | 0.59 | 0.9134 | 0.5412 |
53 | 3165.76 | 3199.4842 | 2183.3203 | 4215.648 | 0.4741 | 0.4821 | 0.8932 | 0.5384 |
54 | 3232.43 | 3199.4842 | 2118.1904 | 4280.7779 | 0.4762 | 0.5244 | 0.8176 | 0.5361 |
55 | 3229.54 | 3199.4842 | 2056.7667 | 4342.2016 | 0.4794 | 0.4775 | 0.7504 | 0.5342 |
56 | 3071.74 | 3199.4842 | 1998.4803 | 4400.488 | 0.4174 | 0.4804 | 0.6541 | 0.5325 |
57 | 2850.17 | 3199.4842 | 1942.8946 | 4456.0738 | 0.2929 | 0.579 | 0.5311 | 0.5311 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
46 | 0.0441 | 0.0541 | 0 | 29934.4818 | 0 | 0 |
47 | 0.0736 | 0.0562 | 0.0551 | 32344.5271 | 31139.5045 | 176.4639 |
48 | 0.0943 | 0.0994 | 0.0699 | 101159.519 | 54479.5093 | 233.4085 |
49 | 0.1112 | 0.1025 | 0.078 | 107489.4536 | 67731.9954 | 260.2537 |
50 | 0.1258 | 0.0255 | 0.0675 | 6654.6181 | 55516.5199 | 235.6194 |
51 | 0.139 | -0.0343 | 0.062 | 12063.5421 | 48274.357 | 219.7143 |
52 | 0.1509 | 0.0073 | 0.0542 | 541.7649 | 41455.4152 | 203.606 |
53 | 0.162 | -0.0105 | 0.0487 | 1137.3188 | 36415.6532 | 190.8289 |
54 | 0.1724 | 0.0103 | 0.0445 | 1085.4285 | 32490.0727 | 180.25 |
55 | 0.1822 | 0.0094 | 0.0409 | 903.3537 | 29331.4008 | 171.2641 |
56 | 0.1915 | -0.0399 | 0.0409 | 16318.5697 | 28148.4161 | 167.7749 |
57 | 0.2004 | -0.1092 | 0.0466 | 122020.3805 | 35971.0798 | 189.6604 |