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 | 1428 | - | - | - | - | - | - | - |
37 | 1500 | - | - | - | - | - | - | - |
38 | 1950 | - | - | - | - | - | - | - |
39 | 1591 | - | - | - | - | - | - | - |
40 | 1613 | - | - | - | - | - | - | - |
41 | 1077 | - | - | - | - | - | - | - |
42 | 880 | - | - | - | - | - | - | - |
43 | 1128 | - | - | - | - | - | - | - |
44 | 1320 | - | - | - | - | - | - | - |
45 | 1692 | - | - | - | - | - | - | - |
46 | 1575 | - | - | - | - | - | - | - |
47 | 1478 | - | - | - | - | - | - | - |
48 | 1500 | - | - | - | - | - | - | - |
49 | 1368 | 1540.177 | 1234.9987 | 1845.3553 | 0.1344 | 0.6018 | 0.6018 | 0.6018 |
50 | 1563 | 1749.0587 | 1417.2284 | 2080.889 | 0.1359 | 0.9878 | 0.1176 | 0.9294 |
51 | 1424 | 1664.5294 | 1332.4344 | 1996.6243 | 0.0779 | 0.7255 | 0.6678 | 0.8342 |
52 | 1274 | 1516.4561 | 1174.3239 | 1858.5884 | 0.0824 | 0.7018 | 0.2901 | 0.5376 |
53 | 1047 | 1039.2795 | 696.8741 | 1381.6849 | 0.4824 | 0.0895 | 0.4145 | 0.0042 |
54 | 1049 | 956.2221 | 613.809 | 1298.6352 | 0.2977 | 0.3017 | 0.6687 | 9e-04 |
55 | 1069 | 1112.2897 | 769.2372 | 1455.3421 | 0.4023 | 0.6412 | 0.4642 | 0.0134 |
56 | 981 | 1594.9319 | 1251.8774 | 1937.9863 | 2e-04 | 0.9987 | 0.9419 | 0.7062 |
57 | 1540 | 1804.5246 | 1461.4696 | 2147.5797 | 0.0654 | 1 | 0.7399 | 0.9591 |
58 | 1559 | 1908.7666 | 1565.6771 | 2251.856 | 0.0229 | 0.9824 | 0.9717 | 0.9902 |
59 | 1459 | 1789.4093 | 1446.3175 | 2132.5011 | 0.0295 | 0.906 | 0.9624 | 0.9509 |
60 | 1559 | 1451.5868 | 1108.4944 | 1794.6791 | 0.2697 | 0.4831 | 0.3911 | 0.3911 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1011 | -0.1118 | 0 | 29644.9204 | 0 | 0 |
50 | 0.0968 | -0.1064 | 0.1091 | 34617.8375 | 32131.3789 | 179.2523 |
51 | 0.1018 | -0.1445 | 0.1209 | 57854.3762 | 40705.7114 | 201.7566 |
52 | 0.1151 | -0.1599 | 0.1306 | 58784.9791 | 45225.5283 | 212.6629 |
53 | 0.1681 | 0.0074 | 0.106 | 59.6058 | 36192.3438 | 190.2429 |
54 | 0.1827 | 0.097 | 0.1045 | 8607.7325 | 31594.9086 | 177.7496 |
55 | 0.1574 | -0.0389 | 0.0951 | 1873.9939 | 27349.0636 | 165.3755 |
56 | 0.1097 | -0.3849 | 0.1314 | 376912.3226 | 71044.471 | 266.5417 |
57 | 0.097 | -0.1466 | 0.133 | 69973.2757 | 70925.4493 | 266.3183 |
58 | 0.0917 | -0.1832 | 0.1381 | 122336.6465 | 76066.569 | 275.8017 |
59 | 0.0978 | -0.1846 | 0.1423 | 109170.2973 | 79075.9988 | 281.2045 |
60 | 0.1206 | 0.074 | 0.1366 | 11537.6054 | 73447.7994 | 271.0125 |